NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.54 |
97.54 |
0.00 |
0.0% |
97.96 |
| High |
98.15 |
98.30 |
0.15 |
0.2% |
98.92 |
| Low |
97.26 |
97.27 |
0.01 |
0.0% |
96.56 |
| Close |
97.47 |
98.06 |
0.59 |
0.6% |
96.93 |
| Range |
0.89 |
1.03 |
0.14 |
15.7% |
2.36 |
| ATR |
1.40 |
1.37 |
-0.03 |
-1.9% |
0.00 |
| Volume |
125,215 |
206,080 |
80,865 |
64.6% |
551,044 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.97 |
100.54 |
98.63 |
|
| R3 |
99.94 |
99.51 |
98.34 |
|
| R2 |
98.91 |
98.91 |
98.25 |
|
| R1 |
98.48 |
98.48 |
98.15 |
98.70 |
| PP |
97.88 |
97.88 |
97.88 |
97.98 |
| S1 |
97.45 |
97.45 |
97.97 |
97.67 |
| S2 |
96.85 |
96.85 |
97.87 |
|
| S3 |
95.82 |
96.42 |
97.78 |
|
| S4 |
94.79 |
95.39 |
97.49 |
|
|
| 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 |
98.43 |
96.52 |
1.91 |
1.9% |
1.11 |
1.1% |
81% |
False |
False |
134,987 |
| 10 |
98.92 |
96.52 |
2.40 |
2.4% |
1.14 |
1.2% |
64% |
False |
False |
120,587 |
| 20 |
98.92 |
92.10 |
6.82 |
7.0% |
1.41 |
1.4% |
87% |
False |
False |
89,443 |
| 40 |
98.92 |
92.10 |
6.82 |
7.0% |
1.39 |
1.4% |
87% |
False |
False |
64,923 |
| 60 |
102.52 |
92.10 |
10.42 |
10.6% |
1.44 |
1.5% |
57% |
False |
False |
53,081 |
| 80 |
106.22 |
92.10 |
14.12 |
14.4% |
1.51 |
1.5% |
42% |
False |
False |
43,183 |
| 100 |
106.22 |
92.10 |
14.12 |
14.4% |
1.45 |
1.5% |
42% |
False |
False |
36,388 |
| 120 |
106.22 |
92.10 |
14.12 |
14.4% |
1.38 |
1.4% |
42% |
False |
False |
32,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.68 |
|
2.618 |
101.00 |
|
1.618 |
99.97 |
|
1.000 |
99.33 |
|
0.618 |
98.94 |
|
HIGH |
98.30 |
|
0.618 |
97.91 |
|
0.500 |
97.79 |
|
0.382 |
97.66 |
|
LOW |
97.27 |
|
0.618 |
96.63 |
|
1.000 |
96.24 |
|
1.618 |
95.60 |
|
2.618 |
94.57 |
|
4.250 |
92.89 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.97 |
97.84 |
| PP |
97.88 |
97.63 |
| S1 |
97.79 |
97.41 |
|