NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
99.15 |
98.63 |
-0.52 |
-0.5% |
96.88 |
High |
99.25 |
99.41 |
0.16 |
0.2% |
99.31 |
Low |
98.63 |
98.55 |
-0.08 |
-0.1% |
96.51 |
Close |
98.89 |
99.34 |
0.45 |
0.5% |
99.26 |
Range |
0.62 |
0.86 |
0.24 |
38.7% |
2.80 |
ATR |
1.24 |
1.22 |
-0.03 |
-2.2% |
0.00 |
Volume |
52,245 |
34,704 |
-17,541 |
-33.6% |
246,370 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.68 |
101.37 |
99.81 |
|
R3 |
100.82 |
100.51 |
99.58 |
|
R2 |
99.96 |
99.96 |
99.50 |
|
R1 |
99.65 |
99.65 |
99.42 |
99.81 |
PP |
99.10 |
99.10 |
99.10 |
99.18 |
S1 |
98.79 |
98.79 |
99.26 |
98.95 |
S2 |
98.24 |
98.24 |
99.18 |
|
S3 |
97.38 |
97.93 |
99.10 |
|
S4 |
96.52 |
97.07 |
98.87 |
|
|
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 |
99.41 |
97.15 |
2.26 |
2.3% |
0.98 |
1.0% |
97% |
True |
False |
48,631 |
10 |
99.41 |
96.51 |
2.90 |
2.9% |
1.06 |
1.1% |
98% |
True |
False |
54,714 |
20 |
99.41 |
92.35 |
7.06 |
7.1% |
1.24 |
1.2% |
99% |
True |
False |
52,570 |
40 |
99.41 |
92.35 |
7.06 |
7.1% |
1.27 |
1.3% |
99% |
True |
False |
46,292 |
60 |
101.81 |
92.35 |
9.46 |
9.5% |
1.36 |
1.4% |
74% |
False |
False |
42,774 |
80 |
103.14 |
92.35 |
10.79 |
10.9% |
1.38 |
1.4% |
65% |
False |
False |
36,543 |
100 |
104.37 |
92.35 |
12.02 |
12.1% |
1.36 |
1.4% |
58% |
False |
False |
31,768 |
120 |
104.37 |
92.35 |
12.02 |
12.1% |
1.32 |
1.3% |
58% |
False |
False |
28,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.07 |
2.618 |
101.66 |
1.618 |
100.80 |
1.000 |
100.27 |
0.618 |
99.94 |
HIGH |
99.41 |
0.618 |
99.08 |
0.500 |
98.98 |
0.382 |
98.88 |
LOW |
98.55 |
0.618 |
98.02 |
1.000 |
97.69 |
1.618 |
97.16 |
2.618 |
96.30 |
4.250 |
94.90 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.22 |
99.21 |
PP |
99.10 |
99.07 |
S1 |
98.98 |
98.94 |
|