NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.52 |
97.75 |
0.23 |
0.2% |
93.24 |
High |
98.20 |
98.35 |
0.15 |
0.2% |
98.35 |
Low |
97.25 |
97.43 |
0.18 |
0.2% |
93.08 |
Close |
97.64 |
97.94 |
0.30 |
0.3% |
97.94 |
Range |
0.95 |
0.92 |
-0.03 |
-3.2% |
5.27 |
ATR |
1.50 |
1.46 |
-0.04 |
-2.8% |
0.00 |
Volume |
91,751 |
51,815 |
-39,936 |
-43.5% |
287,907 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.67 |
100.22 |
98.45 |
|
R3 |
99.75 |
99.30 |
98.19 |
|
R2 |
98.83 |
98.83 |
98.11 |
|
R1 |
98.38 |
98.38 |
98.02 |
98.61 |
PP |
97.91 |
97.91 |
97.91 |
98.02 |
S1 |
97.46 |
97.46 |
97.86 |
97.69 |
S2 |
96.99 |
96.99 |
97.77 |
|
S3 |
96.07 |
96.54 |
97.69 |
|
S4 |
95.15 |
95.62 |
97.43 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.27 |
110.37 |
100.84 |
|
R3 |
107.00 |
105.10 |
99.39 |
|
R2 |
101.73 |
101.73 |
98.91 |
|
R1 |
99.83 |
99.83 |
98.42 |
100.78 |
PP |
96.46 |
96.46 |
96.46 |
96.93 |
S1 |
94.56 |
94.56 |
97.46 |
95.51 |
S2 |
91.19 |
91.19 |
96.97 |
|
S3 |
85.92 |
89.29 |
96.49 |
|
S4 |
80.65 |
84.02 |
95.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.35 |
93.08 |
5.27 |
5.4% |
1.46 |
1.5% |
92% |
True |
False |
57,581 |
10 |
98.35 |
92.35 |
6.00 |
6.1% |
1.48 |
1.5% |
93% |
True |
False |
48,677 |
20 |
98.35 |
92.35 |
6.00 |
6.1% |
1.41 |
1.4% |
93% |
True |
False |
44,831 |
40 |
101.81 |
92.35 |
9.46 |
9.7% |
1.40 |
1.4% |
59% |
False |
False |
42,325 |
60 |
102.29 |
92.35 |
9.94 |
10.1% |
1.43 |
1.5% |
56% |
False |
False |
35,902 |
80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.41 |
1.4% |
47% |
False |
False |
30,543 |
100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.38 |
1.4% |
47% |
False |
False |
26,715 |
120 |
104.37 |
89.48 |
14.89 |
15.2% |
1.35 |
1.4% |
57% |
False |
False |
24,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.26 |
2.618 |
100.76 |
1.618 |
99.84 |
1.000 |
99.27 |
0.618 |
98.92 |
HIGH |
98.35 |
0.618 |
98.00 |
0.500 |
97.89 |
0.382 |
97.78 |
LOW |
97.43 |
0.618 |
96.86 |
1.000 |
96.51 |
1.618 |
95.94 |
2.618 |
95.02 |
4.250 |
93.52 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.92 |
97.79 |
PP |
97.91 |
97.64 |
S1 |
97.89 |
97.50 |
|