NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.62 |
99.20 |
0.58 |
0.6% |
96.81 |
High |
99.30 |
99.70 |
0.40 |
0.4% |
99.49 |
Low |
98.53 |
99.05 |
0.52 |
0.5% |
96.52 |
Close |
99.22 |
99.55 |
0.33 |
0.3% |
99.32 |
Range |
0.77 |
0.65 |
-0.12 |
-15.6% |
2.97 |
ATR |
1.27 |
1.23 |
-0.04 |
-3.5% |
0.00 |
Volume |
51,877 |
65,666 |
13,789 |
26.6% |
785,792 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.38 |
101.12 |
99.91 |
|
R3 |
100.73 |
100.47 |
99.73 |
|
R2 |
100.08 |
100.08 |
99.67 |
|
R1 |
99.82 |
99.82 |
99.61 |
99.95 |
PP |
99.43 |
99.43 |
99.43 |
99.50 |
S1 |
99.17 |
99.17 |
99.49 |
99.30 |
S2 |
98.78 |
98.78 |
99.43 |
|
S3 |
98.13 |
98.52 |
99.37 |
|
S4 |
97.48 |
97.87 |
99.19 |
|
|
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 |
99.70 |
97.76 |
1.94 |
1.9% |
0.94 |
0.9% |
92% |
True |
False |
113,775 |
10 |
99.70 |
96.52 |
3.18 |
3.2% |
1.02 |
1.0% |
95% |
True |
False |
124,381 |
20 |
99.70 |
92.10 |
7.60 |
7.6% |
1.28 |
1.3% |
98% |
True |
False |
103,918 |
40 |
99.70 |
92.10 |
7.60 |
7.6% |
1.34 |
1.3% |
98% |
True |
False |
74,177 |
60 |
102.52 |
92.10 |
10.42 |
10.5% |
1.41 |
1.4% |
71% |
False |
False |
61,186 |
80 |
104.67 |
92.10 |
12.57 |
12.6% |
1.43 |
1.4% |
59% |
False |
False |
49,642 |
100 |
106.22 |
92.10 |
14.12 |
14.2% |
1.44 |
1.4% |
53% |
False |
False |
41,628 |
120 |
106.22 |
92.10 |
14.12 |
14.2% |
1.38 |
1.4% |
53% |
False |
False |
36,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.46 |
2.618 |
101.40 |
1.618 |
100.75 |
1.000 |
100.35 |
0.618 |
100.10 |
HIGH |
99.70 |
0.618 |
99.45 |
0.500 |
99.38 |
0.382 |
99.30 |
LOW |
99.05 |
0.618 |
98.65 |
1.000 |
98.40 |
1.618 |
98.00 |
2.618 |
97.35 |
4.250 |
96.29 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.49 |
99.41 |
PP |
99.43 |
99.26 |
S1 |
99.38 |
99.12 |
|