NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.70 |
99.20 |
0.50 |
0.5% |
96.81 |
High |
99.40 |
99.31 |
-0.09 |
-0.1% |
99.49 |
Low |
98.54 |
98.64 |
0.10 |
0.1% |
96.52 |
Close |
99.32 |
98.91 |
-0.41 |
-0.4% |
99.32 |
Range |
0.86 |
0.67 |
-0.19 |
-22.1% |
2.97 |
ATR |
1.36 |
1.31 |
-0.05 |
-3.6% |
0.00 |
Volume |
151,281 |
107,273 |
-44,008 |
-29.1% |
785,792 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.96 |
100.61 |
99.28 |
|
R3 |
100.29 |
99.94 |
99.09 |
|
R2 |
99.62 |
99.62 |
99.03 |
|
R1 |
99.27 |
99.27 |
98.97 |
99.11 |
PP |
98.95 |
98.95 |
98.95 |
98.88 |
S1 |
98.60 |
98.60 |
98.85 |
98.44 |
S2 |
98.28 |
98.28 |
98.79 |
|
S3 |
97.61 |
97.93 |
98.73 |
|
S4 |
96.94 |
97.26 |
98.54 |
|
|
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 |
97.26 |
2.23 |
2.3% |
1.04 |
1.0% |
74% |
False |
False |
156,526 |
10 |
99.49 |
96.52 |
2.97 |
3.0% |
1.18 |
1.2% |
80% |
False |
False |
134,901 |
20 |
99.49 |
92.10 |
7.39 |
7.5% |
1.34 |
1.4% |
92% |
False |
False |
104,122 |
40 |
99.49 |
92.10 |
7.39 |
7.5% |
1.36 |
1.4% |
92% |
False |
False |
72,546 |
60 |
102.52 |
92.10 |
10.42 |
10.5% |
1.44 |
1.5% |
65% |
False |
False |
59,710 |
80 |
104.67 |
92.10 |
12.57 |
12.7% |
1.47 |
1.5% |
54% |
False |
False |
48,404 |
100 |
106.22 |
92.10 |
14.12 |
14.3% |
1.45 |
1.5% |
48% |
False |
False |
40,634 |
120 |
106.22 |
92.10 |
14.12 |
14.3% |
1.39 |
1.4% |
48% |
False |
False |
35,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.16 |
2.618 |
101.06 |
1.618 |
100.39 |
1.000 |
99.98 |
0.618 |
99.72 |
HIGH |
99.31 |
0.618 |
99.05 |
0.500 |
98.98 |
0.382 |
98.90 |
LOW |
98.64 |
0.618 |
98.23 |
1.000 |
97.97 |
1.618 |
97.56 |
2.618 |
96.89 |
4.250 |
95.79 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.98 |
98.82 |
PP |
98.95 |
98.72 |
S1 |
98.93 |
98.63 |
|