NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.76 |
96.81 |
-0.95 |
-1.0% |
97.96 |
High |
97.88 |
97.99 |
0.11 |
0.1% |
98.92 |
Low |
96.56 |
96.52 |
-0.04 |
0.0% |
96.56 |
Close |
96.93 |
97.77 |
0.84 |
0.9% |
96.93 |
Range |
1.32 |
1.47 |
0.15 |
11.4% |
2.36 |
ATR |
1.44 |
1.44 |
0.00 |
0.2% |
0.00 |
Volume |
122,415 |
110,434 |
-11,981 |
-9.8% |
551,044 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.84 |
101.27 |
98.58 |
|
R3 |
100.37 |
99.80 |
98.17 |
|
R2 |
98.90 |
98.90 |
98.04 |
|
R1 |
98.33 |
98.33 |
97.90 |
98.62 |
PP |
97.43 |
97.43 |
97.43 |
97.57 |
S1 |
96.86 |
96.86 |
97.64 |
97.15 |
S2 |
95.96 |
95.96 |
97.50 |
|
S3 |
94.49 |
95.39 |
97.37 |
|
S4 |
93.02 |
93.92 |
96.96 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.55 |
103.10 |
98.23 |
|
R3 |
102.19 |
100.74 |
97.58 |
|
R2 |
99.83 |
99.83 |
97.36 |
|
R1 |
98.38 |
98.38 |
97.15 |
97.93 |
PP |
97.47 |
97.47 |
97.47 |
97.24 |
S1 |
96.02 |
96.02 |
96.71 |
95.57 |
S2 |
95.11 |
95.11 |
96.50 |
|
S3 |
92.75 |
93.66 |
96.28 |
|
S4 |
90.39 |
91.30 |
95.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.92 |
96.52 |
2.40 |
2.5% |
1.32 |
1.4% |
52% |
False |
True |
113,277 |
10 |
98.92 |
93.95 |
4.97 |
5.1% |
1.38 |
1.4% |
77% |
False |
False |
106,637 |
20 |
98.92 |
92.10 |
6.82 |
7.0% |
1.43 |
1.5% |
83% |
False |
False |
75,576 |
40 |
100.61 |
92.10 |
8.51 |
8.7% |
1.43 |
1.5% |
67% |
False |
False |
58,437 |
60 |
102.52 |
92.10 |
10.42 |
10.7% |
1.45 |
1.5% |
54% |
False |
False |
48,141 |
80 |
106.22 |
92.10 |
14.12 |
14.4% |
1.52 |
1.6% |
40% |
False |
False |
39,331 |
100 |
106.22 |
92.10 |
14.12 |
14.4% |
1.45 |
1.5% |
40% |
False |
False |
33,242 |
120 |
106.22 |
92.10 |
14.12 |
14.4% |
1.38 |
1.4% |
40% |
False |
False |
29,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.24 |
2.618 |
101.84 |
1.618 |
100.37 |
1.000 |
99.46 |
0.618 |
98.90 |
HIGH |
97.99 |
0.618 |
97.43 |
0.500 |
97.26 |
0.382 |
97.08 |
LOW |
96.52 |
0.618 |
95.61 |
1.000 |
95.05 |
1.618 |
94.14 |
2.618 |
92.67 |
4.250 |
90.27 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.60 |
97.67 |
PP |
97.43 |
97.57 |
S1 |
97.26 |
97.48 |
|