NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.76 |
97.75 |
-1.01 |
-1.0% |
93.00 |
High |
98.92 |
98.43 |
-0.49 |
-0.5% |
98.31 |
Low |
97.42 |
97.59 |
0.17 |
0.2% |
92.84 |
Close |
97.72 |
97.82 |
0.10 |
0.1% |
97.90 |
Range |
1.50 |
0.84 |
-0.66 |
-44.0% |
5.47 |
ATR |
1.49 |
1.45 |
-0.05 |
-3.1% |
0.00 |
Volume |
133,916 |
110,793 |
-23,123 |
-17.3% |
432,848 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.47 |
99.98 |
98.28 |
|
R3 |
99.63 |
99.14 |
98.05 |
|
R2 |
98.79 |
98.79 |
97.97 |
|
R1 |
98.30 |
98.30 |
97.90 |
98.55 |
PP |
97.95 |
97.95 |
97.95 |
98.07 |
S1 |
97.46 |
97.46 |
97.74 |
97.71 |
S2 |
97.11 |
97.11 |
97.67 |
|
S3 |
96.27 |
96.62 |
97.59 |
|
S4 |
95.43 |
95.78 |
97.36 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.76 |
110.80 |
100.91 |
|
R3 |
107.29 |
105.33 |
99.40 |
|
R2 |
101.82 |
101.82 |
98.90 |
|
R1 |
99.86 |
99.86 |
98.40 |
100.84 |
PP |
96.35 |
96.35 |
96.35 |
96.84 |
S1 |
94.39 |
94.39 |
97.40 |
95.37 |
S2 |
90.88 |
90.88 |
96.90 |
|
S3 |
85.41 |
88.92 |
96.40 |
|
S4 |
79.94 |
83.45 |
94.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.92 |
97.28 |
1.64 |
1.7% |
1.14 |
1.2% |
33% |
False |
False |
102,356 |
10 |
98.92 |
92.39 |
6.53 |
6.7% |
1.44 |
1.5% |
83% |
False |
False |
91,315 |
20 |
98.92 |
92.10 |
6.82 |
7.0% |
1.43 |
1.5% |
84% |
False |
False |
70,109 |
40 |
101.85 |
92.10 |
9.75 |
10.0% |
1.44 |
1.5% |
59% |
False |
False |
54,734 |
60 |
103.73 |
92.10 |
11.63 |
11.9% |
1.46 |
1.5% |
49% |
False |
False |
44,717 |
80 |
106.22 |
92.10 |
14.12 |
14.4% |
1.51 |
1.5% |
41% |
False |
False |
36,759 |
100 |
106.22 |
92.10 |
14.12 |
14.4% |
1.45 |
1.5% |
41% |
False |
False |
31,090 |
120 |
106.22 |
91.35 |
14.87 |
15.2% |
1.37 |
1.4% |
44% |
False |
False |
27,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.00 |
2.618 |
100.63 |
1.618 |
99.79 |
1.000 |
99.27 |
0.618 |
98.95 |
HIGH |
98.43 |
0.618 |
98.11 |
0.500 |
98.01 |
0.382 |
97.91 |
LOW |
97.59 |
0.618 |
97.07 |
1.000 |
96.75 |
1.618 |
96.23 |
2.618 |
95.39 |
4.250 |
94.02 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.01 |
98.17 |
PP |
97.95 |
98.05 |
S1 |
97.88 |
97.94 |
|