NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.97 |
97.57 |
-0.40 |
-0.4% |
93.24 |
High |
98.22 |
98.82 |
0.60 |
0.6% |
98.35 |
Low |
97.29 |
97.50 |
0.21 |
0.2% |
93.08 |
Close |
97.58 |
98.58 |
1.00 |
1.0% |
97.94 |
Range |
0.93 |
1.32 |
0.39 |
41.9% |
5.27 |
ATR |
1.42 |
1.42 |
-0.01 |
-0.5% |
0.00 |
Volume |
50,137 |
51,183 |
1,046 |
2.1% |
287,907 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.26 |
101.74 |
99.31 |
|
R3 |
100.94 |
100.42 |
98.94 |
|
R2 |
99.62 |
99.62 |
98.82 |
|
R1 |
99.10 |
99.10 |
98.70 |
99.36 |
PP |
98.30 |
98.30 |
98.30 |
98.43 |
S1 |
97.78 |
97.78 |
98.46 |
98.04 |
S2 |
96.98 |
96.98 |
98.34 |
|
S3 |
95.66 |
96.46 |
98.22 |
|
S4 |
94.34 |
95.14 |
97.85 |
|
|
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 |
98.82 |
96.64 |
2.18 |
2.2% |
1.04 |
1.1% |
89% |
True |
False |
67,170 |
10 |
98.82 |
92.35 |
6.47 |
6.6% |
1.42 |
1.4% |
96% |
True |
False |
50,426 |
20 |
98.82 |
92.35 |
6.47 |
6.6% |
1.42 |
1.4% |
96% |
True |
False |
46,450 |
40 |
101.81 |
92.35 |
9.46 |
9.6% |
1.39 |
1.4% |
66% |
False |
False |
42,419 |
60 |
102.29 |
92.35 |
9.94 |
10.1% |
1.43 |
1.4% |
63% |
False |
False |
37,065 |
80 |
104.37 |
92.35 |
12.02 |
12.2% |
1.41 |
1.4% |
52% |
False |
False |
31,541 |
100 |
104.37 |
92.35 |
12.02 |
12.2% |
1.37 |
1.4% |
52% |
False |
False |
27,423 |
120 |
104.37 |
89.48 |
14.89 |
15.1% |
1.34 |
1.4% |
61% |
False |
False |
25,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.43 |
2.618 |
102.28 |
1.618 |
100.96 |
1.000 |
100.14 |
0.618 |
99.64 |
HIGH |
98.82 |
0.618 |
98.32 |
0.500 |
98.16 |
0.382 |
98.00 |
LOW |
97.50 |
0.618 |
96.68 |
1.000 |
96.18 |
1.618 |
95.36 |
2.618 |
94.04 |
4.250 |
91.89 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.44 |
98.41 |
PP |
98.30 |
98.23 |
S1 |
98.16 |
98.06 |
|