NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.80 |
98.57 |
0.77 |
0.8% |
96.88 |
High |
99.28 |
99.31 |
0.03 |
0.0% |
99.31 |
Low |
97.61 |
98.46 |
0.85 |
0.9% |
96.51 |
Close |
98.94 |
99.26 |
0.32 |
0.3% |
99.26 |
Range |
1.67 |
0.85 |
-0.82 |
-49.1% |
2.80 |
ATR |
1.33 |
1.29 |
-0.03 |
-2.6% |
0.00 |
Volume |
58,118 |
57,767 |
-351 |
-0.6% |
246,370 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.56 |
101.26 |
99.73 |
|
R3 |
100.71 |
100.41 |
99.49 |
|
R2 |
99.86 |
99.86 |
99.42 |
|
R1 |
99.56 |
99.56 |
99.34 |
99.71 |
PP |
99.01 |
99.01 |
99.01 |
99.09 |
S1 |
98.71 |
98.71 |
99.18 |
98.86 |
S2 |
98.16 |
98.16 |
99.10 |
|
S3 |
97.31 |
97.86 |
99.03 |
|
S4 |
96.46 |
97.01 |
98.79 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.76 |
105.81 |
100.80 |
|
R3 |
103.96 |
103.01 |
100.03 |
|
R2 |
101.16 |
101.16 |
99.77 |
|
R1 |
100.21 |
100.21 |
99.52 |
100.69 |
PP |
98.36 |
98.36 |
98.36 |
98.60 |
S1 |
97.41 |
97.41 |
99.00 |
97.89 |
S2 |
95.56 |
95.56 |
98.75 |
|
S3 |
92.76 |
94.61 |
98.49 |
|
S4 |
89.96 |
91.81 |
97.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.31 |
96.51 |
2.80 |
2.8% |
1.14 |
1.1% |
98% |
True |
False |
49,274 |
10 |
99.31 |
96.51 |
2.80 |
2.8% |
1.14 |
1.1% |
98% |
True |
False |
56,151 |
20 |
99.31 |
92.35 |
6.96 |
7.0% |
1.31 |
1.3% |
99% |
True |
False |
52,414 |
40 |
99.31 |
92.35 |
6.96 |
7.0% |
1.29 |
1.3% |
99% |
True |
False |
45,850 |
60 |
101.81 |
92.35 |
9.46 |
9.5% |
1.38 |
1.4% |
73% |
False |
False |
41,863 |
80 |
103.14 |
92.35 |
10.79 |
10.9% |
1.40 |
1.4% |
64% |
False |
False |
35,855 |
100 |
104.37 |
92.35 |
12.02 |
12.1% |
1.37 |
1.4% |
57% |
False |
False |
31,189 |
120 |
104.37 |
92.35 |
12.02 |
12.1% |
1.33 |
1.3% |
57% |
False |
False |
28,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.92 |
2.618 |
101.54 |
1.618 |
100.69 |
1.000 |
100.16 |
0.618 |
99.84 |
HIGH |
99.31 |
0.618 |
98.99 |
0.500 |
98.89 |
0.382 |
98.78 |
LOW |
98.46 |
0.618 |
97.93 |
1.000 |
97.61 |
1.618 |
97.08 |
2.618 |
96.23 |
4.250 |
94.85 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.14 |
98.92 |
PP |
99.01 |
98.57 |
S1 |
98.89 |
98.23 |
|