NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
100.15 |
99.25 |
-0.90 |
-0.9% |
99.20 |
High |
100.42 |
99.39 |
-1.03 |
-1.0% |
100.75 |
Low |
99.13 |
98.15 |
-0.98 |
-1.0% |
98.53 |
Close |
99.29 |
98.42 |
-0.87 |
-0.9% |
100.32 |
Range |
1.29 |
1.24 |
-0.05 |
-3.9% |
2.22 |
ATR |
1.24 |
1.24 |
0.00 |
0.0% |
0.00 |
Volume |
118,356 |
113,907 |
-4,449 |
-3.8% |
352,014 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.37 |
101.64 |
99.10 |
|
R3 |
101.13 |
100.40 |
98.76 |
|
R2 |
99.89 |
99.89 |
98.65 |
|
R1 |
99.16 |
99.16 |
98.53 |
98.91 |
PP |
98.65 |
98.65 |
98.65 |
98.53 |
S1 |
97.92 |
97.92 |
98.31 |
97.67 |
S2 |
97.41 |
97.41 |
98.19 |
|
S3 |
96.17 |
96.68 |
98.08 |
|
S4 |
94.93 |
95.44 |
97.74 |
|
|
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 |
98.15 |
2.60 |
2.6% |
1.07 |
1.1% |
10% |
False |
True |
95,400 |
10 |
100.75 |
97.26 |
3.49 |
3.5% |
1.05 |
1.1% |
33% |
False |
False |
125,963 |
20 |
100.75 |
93.95 |
6.80 |
6.9% |
1.22 |
1.2% |
66% |
False |
False |
116,300 |
40 |
100.75 |
92.10 |
8.65 |
8.8% |
1.34 |
1.4% |
73% |
False |
False |
80,055 |
60 |
102.52 |
92.10 |
10.42 |
10.6% |
1.41 |
1.4% |
61% |
False |
False |
65,777 |
80 |
104.39 |
92.10 |
12.29 |
12.5% |
1.43 |
1.4% |
51% |
False |
False |
53,712 |
100 |
106.22 |
92.10 |
14.12 |
14.3% |
1.43 |
1.5% |
45% |
False |
False |
45,009 |
120 |
106.22 |
92.10 |
14.12 |
14.3% |
1.39 |
1.4% |
45% |
False |
False |
38,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.66 |
2.618 |
102.64 |
1.618 |
101.40 |
1.000 |
100.63 |
0.618 |
100.16 |
HIGH |
99.39 |
0.618 |
98.92 |
0.500 |
98.77 |
0.382 |
98.62 |
LOW |
98.15 |
0.618 |
97.38 |
1.000 |
96.91 |
1.618 |
96.14 |
2.618 |
94.90 |
4.250 |
92.88 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.77 |
99.45 |
PP |
98.65 |
99.11 |
S1 |
98.54 |
98.76 |
|