NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.75 |
97.97 |
0.22 |
0.2% |
93.24 |
High |
98.35 |
98.22 |
-0.13 |
-0.1% |
98.35 |
Low |
97.43 |
97.29 |
-0.14 |
-0.1% |
93.08 |
Close |
97.94 |
97.58 |
-0.36 |
-0.4% |
97.94 |
Range |
0.92 |
0.93 |
0.01 |
1.1% |
5.27 |
ATR |
1.46 |
1.42 |
-0.04 |
-2.6% |
0.00 |
Volume |
51,815 |
50,137 |
-1,678 |
-3.2% |
287,907 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.49 |
99.96 |
98.09 |
|
R3 |
99.56 |
99.03 |
97.84 |
|
R2 |
98.63 |
98.63 |
97.75 |
|
R1 |
98.10 |
98.10 |
97.67 |
97.90 |
PP |
97.70 |
97.70 |
97.70 |
97.60 |
S1 |
97.17 |
97.17 |
97.49 |
96.97 |
S2 |
96.77 |
96.77 |
97.41 |
|
S3 |
95.84 |
96.24 |
97.32 |
|
S4 |
94.91 |
95.31 |
97.07 |
|
|
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 |
94.13 |
4.22 |
4.3% |
1.35 |
1.4% |
82% |
False |
False |
64,019 |
10 |
98.35 |
92.35 |
6.00 |
6.1% |
1.43 |
1.5% |
87% |
False |
False |
49,253 |
20 |
98.35 |
92.35 |
6.00 |
6.1% |
1.41 |
1.4% |
87% |
False |
False |
45,253 |
40 |
101.81 |
92.35 |
9.46 |
9.7% |
1.39 |
1.4% |
55% |
False |
False |
42,503 |
60 |
102.29 |
92.35 |
9.94 |
10.2% |
1.43 |
1.5% |
53% |
False |
False |
36,448 |
80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.41 |
1.4% |
44% |
False |
False |
31,059 |
100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.38 |
1.4% |
44% |
False |
False |
27,093 |
120 |
104.37 |
89.48 |
14.89 |
15.3% |
1.35 |
1.4% |
54% |
False |
False |
24,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.17 |
2.618 |
100.65 |
1.618 |
99.72 |
1.000 |
99.15 |
0.618 |
98.79 |
HIGH |
98.22 |
0.618 |
97.86 |
0.500 |
97.76 |
0.382 |
97.65 |
LOW |
97.29 |
0.618 |
96.72 |
1.000 |
96.36 |
1.618 |
95.79 |
2.618 |
94.86 |
4.250 |
93.34 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.76 |
97.80 |
PP |
97.70 |
97.73 |
S1 |
97.64 |
97.65 |
|