NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.93 |
98.70 |
0.77 |
0.8% |
96.81 |
High |
99.49 |
99.40 |
-0.09 |
-0.1% |
99.49 |
Low |
97.76 |
98.54 |
0.78 |
0.8% |
96.52 |
Close |
99.04 |
99.32 |
0.28 |
0.3% |
99.32 |
Range |
1.73 |
0.86 |
-0.87 |
-50.3% |
2.97 |
ATR |
1.40 |
1.36 |
-0.04 |
-2.8% |
0.00 |
Volume |
192,782 |
151,281 |
-41,501 |
-21.5% |
785,792 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.67 |
101.35 |
99.79 |
|
R3 |
100.81 |
100.49 |
99.56 |
|
R2 |
99.95 |
99.95 |
99.48 |
|
R1 |
99.63 |
99.63 |
99.40 |
99.79 |
PP |
99.09 |
99.09 |
99.09 |
99.17 |
S1 |
98.77 |
98.77 |
99.24 |
98.93 |
S2 |
98.23 |
98.23 |
99.16 |
|
S3 |
97.37 |
97.91 |
99.08 |
|
S4 |
96.51 |
97.05 |
98.85 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.35 |
106.31 |
100.95 |
|
R3 |
104.38 |
103.34 |
100.14 |
|
R2 |
101.41 |
101.41 |
99.86 |
|
R1 |
100.37 |
100.37 |
99.59 |
100.89 |
PP |
98.44 |
98.44 |
98.44 |
98.71 |
S1 |
97.40 |
97.40 |
99.05 |
97.92 |
S2 |
95.47 |
95.47 |
98.78 |
|
S3 |
92.50 |
94.43 |
98.50 |
|
S4 |
89.53 |
91.46 |
97.69 |
|
|
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% |
1.20 |
1.2% |
94% |
False |
False |
157,158 |
10 |
99.49 |
96.52 |
2.97 |
3.0% |
1.20 |
1.2% |
94% |
False |
False |
133,683 |
20 |
99.49 |
92.10 |
7.39 |
7.4% |
1.38 |
1.4% |
98% |
False |
False |
101,665 |
40 |
99.49 |
92.10 |
7.39 |
7.4% |
1.36 |
1.4% |
98% |
False |
False |
70,875 |
60 |
102.52 |
92.10 |
10.42 |
10.5% |
1.44 |
1.5% |
69% |
False |
False |
58,130 |
80 |
104.67 |
92.10 |
12.57 |
12.7% |
1.48 |
1.5% |
57% |
False |
False |
47,211 |
100 |
106.22 |
92.10 |
14.12 |
14.2% |
1.46 |
1.5% |
51% |
False |
False |
39,661 |
120 |
106.22 |
92.10 |
14.12 |
14.2% |
1.39 |
1.4% |
51% |
False |
False |
34,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.06 |
2.618 |
101.65 |
1.618 |
100.79 |
1.000 |
100.26 |
0.618 |
99.93 |
HIGH |
99.40 |
0.618 |
99.07 |
0.500 |
98.97 |
0.382 |
98.87 |
LOW |
98.54 |
0.618 |
98.01 |
1.000 |
97.68 |
1.618 |
97.15 |
2.618 |
96.29 |
4.250 |
94.89 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.20 |
99.01 |
PP |
99.09 |
98.69 |
S1 |
98.97 |
98.38 |
|