NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.43 |
97.36 |
-0.07 |
-0.1% |
97.97 |
High |
98.02 |
98.06 |
0.04 |
0.0% |
98.82 |
Low |
97.17 |
97.15 |
-0.02 |
0.0% |
96.54 |
Close |
97.36 |
97.92 |
0.56 |
0.6% |
96.91 |
Range |
0.85 |
0.91 |
0.06 |
7.1% |
2.28 |
ATR |
1.33 |
1.30 |
-0.03 |
-2.3% |
0.00 |
Volume |
37,028 |
40,325 |
3,297 |
8.9% |
315,144 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.44 |
100.09 |
98.42 |
|
R3 |
99.53 |
99.18 |
98.17 |
|
R2 |
98.62 |
98.62 |
98.09 |
|
R1 |
98.27 |
98.27 |
98.00 |
98.45 |
PP |
97.71 |
97.71 |
97.71 |
97.80 |
S1 |
97.36 |
97.36 |
97.84 |
97.54 |
S2 |
96.80 |
96.80 |
97.75 |
|
S3 |
95.89 |
96.45 |
97.67 |
|
S4 |
94.98 |
95.54 |
97.42 |
|
|
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 |
98.37 |
96.51 |
1.86 |
1.9% |
1.05 |
1.1% |
76% |
False |
False |
55,213 |
10 |
98.82 |
96.51 |
2.31 |
2.4% |
1.08 |
1.1% |
61% |
False |
False |
58,919 |
20 |
98.82 |
92.35 |
6.47 |
6.6% |
1.34 |
1.4% |
86% |
False |
False |
50,045 |
40 |
98.82 |
92.35 |
6.47 |
6.6% |
1.32 |
1.3% |
86% |
False |
False |
45,695 |
60 |
101.81 |
92.35 |
9.46 |
9.7% |
1.37 |
1.4% |
59% |
False |
False |
40,734 |
80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.42 |
1.4% |
46% |
False |
False |
34,755 |
100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.37 |
1.4% |
46% |
False |
False |
30,188 |
120 |
104.37 |
92.35 |
12.02 |
12.3% |
1.32 |
1.3% |
46% |
False |
False |
27,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.93 |
2.618 |
100.44 |
1.618 |
99.53 |
1.000 |
98.97 |
0.618 |
98.62 |
HIGH |
98.06 |
0.618 |
97.71 |
0.500 |
97.61 |
0.382 |
97.50 |
LOW |
97.15 |
0.618 |
96.59 |
1.000 |
96.24 |
1.618 |
95.68 |
2.618 |
94.77 |
4.250 |
93.28 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.82 |
97.71 |
PP |
97.71 |
97.50 |
S1 |
97.61 |
97.29 |
|