NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.83 |
97.66 |
-0.17 |
-0.2% |
97.97 |
High |
98.37 |
97.82 |
-0.55 |
-0.6% |
98.82 |
Low |
97.55 |
96.54 |
-1.01 |
-1.0% |
96.54 |
Close |
97.77 |
96.91 |
-0.86 |
-0.9% |
96.91 |
Range |
0.82 |
1.28 |
0.46 |
56.1% |
2.28 |
ATR |
1.37 |
1.36 |
-0.01 |
-0.5% |
0.00 |
Volume |
88,088 |
57,496 |
-30,592 |
-34.7% |
315,144 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.93 |
100.20 |
97.61 |
|
R3 |
99.65 |
98.92 |
97.26 |
|
R2 |
98.37 |
98.37 |
97.14 |
|
R1 |
97.64 |
97.64 |
97.03 |
97.37 |
PP |
97.09 |
97.09 |
97.09 |
96.95 |
S1 |
96.36 |
96.36 |
96.79 |
96.09 |
S2 |
95.81 |
95.81 |
96.68 |
|
S3 |
94.53 |
95.08 |
96.56 |
|
S4 |
93.25 |
93.80 |
96.21 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.26 |
102.87 |
98.16 |
|
R3 |
101.98 |
100.59 |
97.54 |
|
R2 |
99.70 |
99.70 |
97.33 |
|
R1 |
98.31 |
98.31 |
97.12 |
97.87 |
PP |
97.42 |
97.42 |
97.42 |
97.20 |
S1 |
96.03 |
96.03 |
96.70 |
95.59 |
S2 |
95.14 |
95.14 |
96.49 |
|
S3 |
92.86 |
93.75 |
96.28 |
|
S4 |
90.58 |
91.47 |
95.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.82 |
96.54 |
2.28 |
2.4% |
1.14 |
1.2% |
16% |
False |
True |
63,028 |
10 |
98.82 |
93.08 |
5.74 |
5.9% |
1.30 |
1.3% |
67% |
False |
False |
60,305 |
20 |
98.82 |
92.35 |
6.47 |
6.7% |
1.33 |
1.4% |
70% |
False |
False |
49,487 |
40 |
100.55 |
92.35 |
8.20 |
8.5% |
1.35 |
1.4% |
56% |
False |
False |
45,374 |
60 |
101.81 |
92.35 |
9.46 |
9.8% |
1.38 |
1.4% |
48% |
False |
False |
39,558 |
80 |
104.37 |
92.35 |
12.02 |
12.4% |
1.42 |
1.5% |
38% |
False |
False |
33,668 |
100 |
104.37 |
92.35 |
12.02 |
12.4% |
1.37 |
1.4% |
38% |
False |
False |
29,169 |
120 |
104.37 |
90.14 |
14.23 |
14.7% |
1.32 |
1.4% |
48% |
False |
False |
26,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.26 |
2.618 |
101.17 |
1.618 |
99.89 |
1.000 |
99.10 |
0.618 |
98.61 |
HIGH |
97.82 |
0.618 |
97.33 |
0.500 |
97.18 |
0.382 |
97.03 |
LOW |
96.54 |
0.618 |
95.75 |
1.000 |
95.26 |
1.618 |
94.47 |
2.618 |
93.19 |
4.250 |
91.10 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.18 |
97.65 |
PP |
97.09 |
97.40 |
S1 |
97.00 |
97.16 |
|