NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.54 |
97.93 |
0.39 |
0.4% |
97.96 |
High |
98.30 |
99.49 |
1.19 |
1.2% |
98.92 |
Low |
97.27 |
97.76 |
0.49 |
0.5% |
96.56 |
Close |
98.06 |
99.04 |
0.98 |
1.0% |
96.93 |
Range |
1.03 |
1.73 |
0.70 |
68.0% |
2.36 |
ATR |
1.37 |
1.40 |
0.03 |
1.9% |
0.00 |
Volume |
206,080 |
192,782 |
-13,298 |
-6.5% |
551,044 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.95 |
103.23 |
99.99 |
|
R3 |
102.22 |
101.50 |
99.52 |
|
R2 |
100.49 |
100.49 |
99.36 |
|
R1 |
99.77 |
99.77 |
99.20 |
100.13 |
PP |
98.76 |
98.76 |
98.76 |
98.95 |
S1 |
98.04 |
98.04 |
98.88 |
98.40 |
S2 |
97.03 |
97.03 |
98.72 |
|
S3 |
95.30 |
96.31 |
98.56 |
|
S4 |
93.57 |
94.58 |
98.09 |
|
|
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 |
99.49 |
96.52 |
2.97 |
3.0% |
1.29 |
1.3% |
85% |
True |
False |
151,385 |
10 |
99.49 |
96.52 |
2.97 |
3.0% |
1.22 |
1.2% |
85% |
True |
False |
126,870 |
20 |
99.49 |
92.10 |
7.39 |
7.5% |
1.44 |
1.5% |
94% |
True |
False |
96,773 |
40 |
99.49 |
92.10 |
7.39 |
7.5% |
1.38 |
1.4% |
94% |
True |
False |
68,333 |
60 |
102.52 |
92.10 |
10.42 |
10.5% |
1.44 |
1.5% |
67% |
False |
False |
55,978 |
80 |
106.22 |
92.10 |
14.12 |
14.3% |
1.50 |
1.5% |
49% |
False |
False |
45,520 |
100 |
106.22 |
92.10 |
14.12 |
14.3% |
1.46 |
1.5% |
49% |
False |
False |
38,266 |
120 |
106.22 |
92.10 |
14.12 |
14.3% |
1.39 |
1.4% |
49% |
False |
False |
33,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.84 |
2.618 |
104.02 |
1.618 |
102.29 |
1.000 |
101.22 |
0.618 |
100.56 |
HIGH |
99.49 |
0.618 |
98.83 |
0.500 |
98.63 |
0.382 |
98.42 |
LOW |
97.76 |
0.618 |
96.69 |
1.000 |
96.03 |
1.618 |
94.96 |
2.618 |
93.23 |
4.250 |
90.41 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.90 |
98.82 |
PP |
98.76 |
98.60 |
S1 |
98.63 |
98.38 |
|