NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
92.91 |
93.24 |
0.33 |
0.4% |
94.75 |
High |
94.37 |
94.53 |
0.16 |
0.2% |
95.16 |
Low |
92.68 |
93.08 |
0.40 |
0.4% |
92.35 |
Close |
93.24 |
94.28 |
1.04 |
1.1% |
93.24 |
Range |
1.69 |
1.45 |
-0.24 |
-14.2% |
2.81 |
ATR |
1.45 |
1.45 |
0.00 |
0.0% |
0.00 |
Volume |
33,562 |
17,946 |
-15,616 |
-46.5% |
154,491 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.31 |
97.75 |
95.08 |
|
R3 |
96.86 |
96.30 |
94.68 |
|
R2 |
95.41 |
95.41 |
94.55 |
|
R1 |
94.85 |
94.85 |
94.41 |
95.13 |
PP |
93.96 |
93.96 |
93.96 |
94.11 |
S1 |
93.40 |
93.40 |
94.15 |
93.68 |
S2 |
92.51 |
92.51 |
94.01 |
|
S3 |
91.06 |
91.95 |
93.88 |
|
S4 |
89.61 |
90.50 |
93.48 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.01 |
100.44 |
94.79 |
|
R3 |
99.20 |
97.63 |
94.01 |
|
R2 |
96.39 |
96.39 |
93.76 |
|
R1 |
94.82 |
94.82 |
93.50 |
94.20 |
PP |
93.58 |
93.58 |
93.58 |
93.28 |
S1 |
92.01 |
92.01 |
92.98 |
91.39 |
S2 |
90.77 |
90.77 |
92.72 |
|
S3 |
87.96 |
89.20 |
92.47 |
|
S4 |
85.15 |
86.39 |
91.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.16 |
92.35 |
2.81 |
3.0% |
1.50 |
1.6% |
69% |
False |
False |
34,487 |
10 |
95.95 |
92.35 |
3.60 |
3.8% |
1.42 |
1.5% |
54% |
False |
False |
33,617 |
20 |
95.95 |
92.35 |
3.60 |
3.8% |
1.39 |
1.5% |
54% |
False |
False |
38,713 |
40 |
101.81 |
92.35 |
9.46 |
10.0% |
1.43 |
1.5% |
20% |
False |
False |
38,777 |
60 |
102.79 |
92.35 |
10.44 |
11.1% |
1.42 |
1.5% |
18% |
False |
False |
32,585 |
80 |
104.37 |
92.35 |
12.02 |
12.7% |
1.39 |
1.5% |
16% |
False |
False |
27,735 |
100 |
104.37 |
92.35 |
12.02 |
12.7% |
1.36 |
1.4% |
16% |
False |
False |
24,552 |
120 |
104.37 |
89.48 |
14.89 |
15.8% |
1.33 |
1.4% |
32% |
False |
False |
22,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.69 |
2.618 |
98.33 |
1.618 |
96.88 |
1.000 |
95.98 |
0.618 |
95.43 |
HIGH |
94.53 |
0.618 |
93.98 |
0.500 |
93.81 |
0.382 |
93.63 |
LOW |
93.08 |
0.618 |
92.18 |
1.000 |
91.63 |
1.618 |
90.73 |
2.618 |
89.28 |
4.250 |
86.92 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
94.12 |
94.00 |
PP |
93.96 |
93.72 |
S1 |
93.81 |
93.44 |
|