NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
99.20 |
98.62 |
-0.58 |
-0.6% |
96.81 |
High |
99.31 |
99.30 |
-0.01 |
0.0% |
99.49 |
Low |
98.64 |
98.53 |
-0.11 |
-0.1% |
96.52 |
Close |
98.91 |
99.22 |
0.31 |
0.3% |
99.32 |
Range |
0.67 |
0.77 |
0.10 |
14.9% |
2.97 |
ATR |
1.31 |
1.27 |
-0.04 |
-3.0% |
0.00 |
Volume |
107,273 |
51,877 |
-55,396 |
-51.6% |
785,792 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.33 |
101.04 |
99.64 |
|
R3 |
100.56 |
100.27 |
99.43 |
|
R2 |
99.79 |
99.79 |
99.36 |
|
R1 |
99.50 |
99.50 |
99.29 |
99.65 |
PP |
99.02 |
99.02 |
99.02 |
99.09 |
S1 |
98.73 |
98.73 |
99.15 |
98.88 |
S2 |
98.25 |
98.25 |
99.08 |
|
S3 |
97.48 |
97.96 |
99.01 |
|
S4 |
96.71 |
97.19 |
98.80 |
|
|
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 |
97.27 |
2.22 |
2.2% |
1.01 |
1.0% |
88% |
False |
False |
141,858 |
10 |
99.49 |
96.52 |
2.97 |
3.0% |
1.11 |
1.1% |
91% |
False |
False |
131,206 |
20 |
99.49 |
92.10 |
7.39 |
7.4% |
1.31 |
1.3% |
96% |
False |
False |
104,033 |
40 |
99.49 |
92.10 |
7.39 |
7.4% |
1.34 |
1.4% |
96% |
False |
False |
73,237 |
60 |
102.52 |
92.10 |
10.42 |
10.5% |
1.42 |
1.4% |
68% |
False |
False |
60,316 |
80 |
104.67 |
92.10 |
12.57 |
12.7% |
1.45 |
1.5% |
57% |
False |
False |
48,937 |
100 |
106.22 |
92.10 |
14.12 |
14.2% |
1.44 |
1.5% |
50% |
False |
False |
41,047 |
120 |
106.22 |
92.10 |
14.12 |
14.2% |
1.38 |
1.4% |
50% |
False |
False |
35,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.57 |
2.618 |
101.32 |
1.618 |
100.55 |
1.000 |
100.07 |
0.618 |
99.78 |
HIGH |
99.30 |
0.618 |
99.01 |
0.500 |
98.92 |
0.382 |
98.82 |
LOW |
98.53 |
0.618 |
98.05 |
1.000 |
97.76 |
1.618 |
97.28 |
2.618 |
96.51 |
4.250 |
95.26 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.12 |
99.14 |
PP |
99.02 |
99.05 |
S1 |
98.92 |
98.97 |
|