NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.63 |
99.27 |
0.64 |
0.6% |
96.88 |
High |
99.41 |
99.76 |
0.35 |
0.4% |
99.31 |
Low |
98.55 |
99.15 |
0.60 |
0.6% |
96.51 |
Close |
99.34 |
99.62 |
0.28 |
0.3% |
99.26 |
Range |
0.86 |
0.61 |
-0.25 |
-29.1% |
2.80 |
ATR |
1.22 |
1.17 |
-0.04 |
-3.6% |
0.00 |
Volume |
34,704 |
23,135 |
-11,569 |
-33.3% |
246,370 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.34 |
101.09 |
99.96 |
|
R3 |
100.73 |
100.48 |
99.79 |
|
R2 |
100.12 |
100.12 |
99.73 |
|
R1 |
99.87 |
99.87 |
99.68 |
100.00 |
PP |
99.51 |
99.51 |
99.51 |
99.57 |
S1 |
99.26 |
99.26 |
99.56 |
99.39 |
S2 |
98.90 |
98.90 |
99.51 |
|
S3 |
98.29 |
98.65 |
99.45 |
|
S4 |
97.68 |
98.04 |
99.28 |
|
|
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 |
99.76 |
97.61 |
2.15 |
2.2% |
0.92 |
0.9% |
93% |
True |
False |
45,193 |
10 |
99.76 |
96.51 |
3.25 |
3.3% |
0.99 |
1.0% |
96% |
True |
False |
50,203 |
20 |
99.76 |
92.35 |
7.41 |
7.4% |
1.21 |
1.2% |
98% |
True |
False |
51,009 |
40 |
99.76 |
92.35 |
7.41 |
7.4% |
1.27 |
1.3% |
98% |
True |
False |
46,075 |
60 |
101.81 |
92.35 |
9.46 |
9.5% |
1.35 |
1.4% |
77% |
False |
False |
42,905 |
80 |
103.14 |
92.35 |
10.79 |
10.8% |
1.35 |
1.4% |
67% |
False |
False |
36,659 |
100 |
104.37 |
92.35 |
12.02 |
12.1% |
1.35 |
1.4% |
60% |
False |
False |
31,887 |
120 |
104.37 |
92.35 |
12.02 |
12.1% |
1.32 |
1.3% |
60% |
False |
False |
28,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.35 |
2.618 |
101.36 |
1.618 |
100.75 |
1.000 |
100.37 |
0.618 |
100.14 |
HIGH |
99.76 |
0.618 |
99.53 |
0.500 |
99.46 |
0.382 |
99.38 |
LOW |
99.15 |
0.618 |
98.77 |
1.000 |
98.54 |
1.618 |
98.16 |
2.618 |
97.55 |
4.250 |
96.56 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.57 |
99.47 |
PP |
99.51 |
99.31 |
S1 |
99.46 |
99.16 |
|