NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
99.20 |
99.63 |
0.43 |
0.4% |
99.20 |
High |
99.70 |
100.75 |
1.05 |
1.1% |
100.75 |
Low |
99.05 |
99.37 |
0.32 |
0.3% |
98.53 |
Close |
99.55 |
100.32 |
0.77 |
0.8% |
100.32 |
Range |
0.65 |
1.38 |
0.73 |
112.3% |
2.22 |
ATR |
1.23 |
1.24 |
0.01 |
0.9% |
0.00 |
Volume |
65,666 |
127,198 |
61,532 |
93.7% |
352,014 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.29 |
103.68 |
101.08 |
|
R3 |
102.91 |
102.30 |
100.70 |
|
R2 |
101.53 |
101.53 |
100.57 |
|
R1 |
100.92 |
100.92 |
100.45 |
101.23 |
PP |
100.15 |
100.15 |
100.15 |
100.30 |
S1 |
99.54 |
99.54 |
100.19 |
99.85 |
S2 |
98.77 |
98.77 |
100.07 |
|
S3 |
97.39 |
98.16 |
99.94 |
|
S4 |
96.01 |
96.78 |
99.56 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.53 |
105.64 |
101.54 |
|
R3 |
104.31 |
103.42 |
100.93 |
|
R2 |
102.09 |
102.09 |
100.73 |
|
R1 |
101.20 |
101.20 |
100.52 |
101.65 |
PP |
99.87 |
99.87 |
99.87 |
100.09 |
S1 |
98.98 |
98.98 |
100.12 |
99.43 |
S2 |
97.65 |
97.65 |
99.91 |
|
S3 |
95.43 |
96.76 |
99.71 |
|
S4 |
93.21 |
94.54 |
99.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.75 |
98.53 |
2.22 |
2.2% |
0.87 |
0.9% |
81% |
True |
False |
100,659 |
10 |
100.75 |
96.52 |
4.23 |
4.2% |
1.08 |
1.1% |
90% |
True |
False |
126,022 |
20 |
100.75 |
92.39 |
8.36 |
8.3% |
1.26 |
1.3% |
95% |
True |
False |
108,668 |
40 |
100.75 |
92.10 |
8.65 |
8.6% |
1.35 |
1.3% |
95% |
True |
False |
76,762 |
60 |
102.52 |
92.10 |
10.42 |
10.4% |
1.40 |
1.4% |
79% |
False |
False |
62,978 |
80 |
104.67 |
92.10 |
12.57 |
12.5% |
1.43 |
1.4% |
65% |
False |
False |
51,053 |
100 |
106.22 |
92.10 |
14.12 |
14.1% |
1.43 |
1.4% |
58% |
False |
False |
42,832 |
120 |
106.22 |
92.10 |
14.12 |
14.1% |
1.38 |
1.4% |
58% |
False |
False |
37,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.62 |
2.618 |
104.36 |
1.618 |
102.98 |
1.000 |
102.13 |
0.618 |
101.60 |
HIGH |
100.75 |
0.618 |
100.22 |
0.500 |
100.06 |
0.382 |
99.90 |
LOW |
99.37 |
0.618 |
98.52 |
1.000 |
97.99 |
1.618 |
97.14 |
2.618 |
95.76 |
4.250 |
93.51 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
100.23 |
100.09 |
PP |
100.15 |
99.87 |
S1 |
100.06 |
99.64 |
|