NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.57 |
99.15 |
0.58 |
0.6% |
96.88 |
High |
99.31 |
99.25 |
-0.06 |
-0.1% |
99.31 |
Low |
98.46 |
98.63 |
0.17 |
0.2% |
96.51 |
Close |
99.26 |
98.89 |
-0.37 |
-0.4% |
99.26 |
Range |
0.85 |
0.62 |
-0.23 |
-27.1% |
2.80 |
ATR |
1.29 |
1.24 |
-0.05 |
-3.7% |
0.00 |
Volume |
57,767 |
52,245 |
-5,522 |
-9.6% |
246,370 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.78 |
100.46 |
99.23 |
|
R3 |
100.16 |
99.84 |
99.06 |
|
R2 |
99.54 |
99.54 |
99.00 |
|
R1 |
99.22 |
99.22 |
98.95 |
99.07 |
PP |
98.92 |
98.92 |
98.92 |
98.85 |
S1 |
98.60 |
98.60 |
98.83 |
98.45 |
S2 |
98.30 |
98.30 |
98.78 |
|
S3 |
97.68 |
97.98 |
98.72 |
|
S4 |
97.06 |
97.36 |
98.55 |
|
|
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 |
97.15 |
2.16 |
2.2% |
0.98 |
1.0% |
81% |
False |
False |
49,096 |
10 |
99.31 |
96.51 |
2.80 |
2.8% |
1.11 |
1.1% |
85% |
False |
False |
56,362 |
20 |
99.31 |
92.35 |
6.96 |
7.0% |
1.27 |
1.3% |
94% |
False |
False |
52,807 |
40 |
99.31 |
92.35 |
6.96 |
7.0% |
1.29 |
1.3% |
94% |
False |
False |
46,163 |
60 |
101.81 |
92.35 |
9.46 |
9.6% |
1.37 |
1.4% |
69% |
False |
False |
42,470 |
80 |
103.14 |
92.35 |
10.79 |
10.9% |
1.39 |
1.4% |
61% |
False |
False |
36,284 |
100 |
104.37 |
92.35 |
12.02 |
12.2% |
1.36 |
1.4% |
54% |
False |
False |
31,597 |
120 |
104.37 |
92.35 |
12.02 |
12.2% |
1.33 |
1.3% |
54% |
False |
False |
28,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.89 |
2.618 |
100.87 |
1.618 |
100.25 |
1.000 |
99.87 |
0.618 |
99.63 |
HIGH |
99.25 |
0.618 |
99.01 |
0.500 |
98.94 |
0.382 |
98.87 |
LOW |
98.63 |
0.618 |
98.25 |
1.000 |
98.01 |
1.618 |
97.63 |
2.618 |
97.01 |
4.250 |
96.00 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.94 |
98.75 |
PP |
98.92 |
98.60 |
S1 |
98.91 |
98.46 |
|