NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.66 |
96.88 |
-0.78 |
-0.8% |
97.97 |
High |
97.82 |
97.91 |
0.09 |
0.1% |
98.82 |
Low |
96.54 |
96.51 |
-0.03 |
0.0% |
96.54 |
Close |
96.91 |
97.70 |
0.79 |
0.8% |
96.91 |
Range |
1.28 |
1.40 |
0.12 |
9.4% |
2.28 |
ATR |
1.36 |
1.37 |
0.00 |
0.2% |
0.00 |
Volume |
57,496 |
53,132 |
-4,364 |
-7.6% |
315,144 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.57 |
101.04 |
98.47 |
|
R3 |
100.17 |
99.64 |
98.09 |
|
R2 |
98.77 |
98.77 |
97.96 |
|
R1 |
98.24 |
98.24 |
97.83 |
98.51 |
PP |
97.37 |
97.37 |
97.37 |
97.51 |
S1 |
96.84 |
96.84 |
97.57 |
97.11 |
S2 |
95.97 |
95.97 |
97.44 |
|
S3 |
94.57 |
95.44 |
97.32 |
|
S4 |
93.17 |
94.04 |
96.93 |
|
|
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 |
96.51 |
2.31 |
2.4% |
1.24 |
1.3% |
52% |
False |
True |
63,627 |
10 |
98.82 |
94.13 |
4.69 |
4.8% |
1.30 |
1.3% |
76% |
False |
False |
63,823 |
20 |
98.82 |
92.35 |
6.47 |
6.6% |
1.36 |
1.4% |
83% |
False |
False |
48,720 |
40 |
99.98 |
92.35 |
7.63 |
7.8% |
1.35 |
1.4% |
70% |
False |
False |
45,374 |
60 |
101.81 |
92.35 |
9.46 |
9.7% |
1.38 |
1.4% |
57% |
False |
False |
40,145 |
80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.43 |
1.5% |
45% |
False |
False |
34,101 |
100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.37 |
1.4% |
45% |
False |
False |
29,584 |
120 |
104.37 |
91.74 |
12.63 |
12.9% |
1.32 |
1.4% |
47% |
False |
False |
27,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.86 |
2.618 |
101.58 |
1.618 |
100.18 |
1.000 |
99.31 |
0.618 |
98.78 |
HIGH |
97.91 |
0.618 |
97.38 |
0.500 |
97.21 |
0.382 |
97.04 |
LOW |
96.51 |
0.618 |
95.64 |
1.000 |
95.11 |
1.618 |
94.24 |
2.618 |
92.84 |
4.250 |
90.56 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.54 |
97.61 |
PP |
97.37 |
97.53 |
S1 |
97.21 |
97.44 |
|