NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.88 |
97.43 |
0.55 |
0.6% |
97.97 |
High |
97.91 |
98.02 |
0.11 |
0.1% |
98.82 |
Low |
96.51 |
97.17 |
0.66 |
0.7% |
96.54 |
Close |
97.70 |
97.36 |
-0.34 |
-0.3% |
96.91 |
Range |
1.40 |
0.85 |
-0.55 |
-39.3% |
2.28 |
ATR |
1.37 |
1.33 |
-0.04 |
-2.7% |
0.00 |
Volume |
53,132 |
37,028 |
-16,104 |
-30.3% |
315,144 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.07 |
99.56 |
97.83 |
|
R3 |
99.22 |
98.71 |
97.59 |
|
R2 |
98.37 |
98.37 |
97.52 |
|
R1 |
97.86 |
97.86 |
97.44 |
97.69 |
PP |
97.52 |
97.52 |
97.52 |
97.43 |
S1 |
97.01 |
97.01 |
97.28 |
96.84 |
S2 |
96.67 |
96.67 |
97.20 |
|
S3 |
95.82 |
96.16 |
97.13 |
|
S4 |
94.97 |
95.31 |
96.89 |
|
|
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 |
98.75 |
96.51 |
2.24 |
2.3% |
1.14 |
1.2% |
38% |
False |
False |
60,796 |
10 |
98.82 |
96.51 |
2.31 |
2.4% |
1.09 |
1.1% |
37% |
False |
False |
63,983 |
20 |
98.82 |
92.35 |
6.47 |
6.6% |
1.33 |
1.4% |
77% |
False |
False |
49,498 |
40 |
99.57 |
92.35 |
7.22 |
7.4% |
1.34 |
1.4% |
69% |
False |
False |
45,631 |
60 |
101.81 |
92.35 |
9.46 |
9.7% |
1.38 |
1.4% |
53% |
False |
False |
40,388 |
80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.42 |
1.5% |
42% |
False |
False |
34,383 |
100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.37 |
1.4% |
42% |
False |
False |
29,838 |
120 |
104.37 |
92.16 |
12.21 |
12.5% |
1.32 |
1.4% |
43% |
False |
False |
27,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.63 |
2.618 |
100.25 |
1.618 |
99.40 |
1.000 |
98.87 |
0.618 |
98.55 |
HIGH |
98.02 |
0.618 |
97.70 |
0.500 |
97.60 |
0.382 |
97.49 |
LOW |
97.17 |
0.618 |
96.64 |
1.000 |
96.32 |
1.618 |
95.79 |
2.618 |
94.94 |
4.250 |
93.56 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.60 |
97.33 |
PP |
97.52 |
97.30 |
S1 |
97.44 |
97.27 |
|