NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
99.27 |
99.71 |
0.44 |
0.4% |
99.15 |
High |
99.76 |
100.79 |
1.03 |
1.0% |
100.79 |
Low |
99.15 |
99.48 |
0.33 |
0.3% |
98.55 |
Close |
99.62 |
100.39 |
0.77 |
0.8% |
100.39 |
Range |
0.61 |
1.31 |
0.70 |
114.8% |
2.24 |
ATR |
1.17 |
1.18 |
0.01 |
0.8% |
0.00 |
Volume |
23,135 |
16,723 |
-6,412 |
-27.7% |
126,807 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.15 |
103.58 |
101.11 |
|
R3 |
102.84 |
102.27 |
100.75 |
|
R2 |
101.53 |
101.53 |
100.63 |
|
R1 |
100.96 |
100.96 |
100.51 |
101.25 |
PP |
100.22 |
100.22 |
100.22 |
100.36 |
S1 |
99.65 |
99.65 |
100.27 |
99.94 |
S2 |
98.91 |
98.91 |
100.15 |
|
S3 |
97.60 |
98.34 |
100.03 |
|
S4 |
96.29 |
97.03 |
99.67 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.63 |
105.75 |
101.62 |
|
R3 |
104.39 |
103.51 |
101.01 |
|
R2 |
102.15 |
102.15 |
100.80 |
|
R1 |
101.27 |
101.27 |
100.60 |
101.71 |
PP |
99.91 |
99.91 |
99.91 |
100.13 |
S1 |
99.03 |
99.03 |
100.18 |
99.47 |
S2 |
97.67 |
97.67 |
99.98 |
|
S3 |
95.43 |
96.79 |
99.77 |
|
S4 |
93.19 |
94.55 |
99.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.79 |
98.46 |
2.33 |
2.3% |
0.85 |
0.8% |
83% |
True |
False |
36,914 |
10 |
100.79 |
96.51 |
4.28 |
4.3% |
1.04 |
1.0% |
91% |
True |
False |
43,067 |
20 |
100.79 |
92.68 |
8.11 |
8.1% |
1.19 |
1.2% |
95% |
True |
False |
50,489 |
40 |
100.79 |
92.35 |
8.44 |
8.4% |
1.28 |
1.3% |
95% |
True |
False |
45,853 |
60 |
101.81 |
92.35 |
9.46 |
9.4% |
1.34 |
1.3% |
85% |
False |
False |
42,829 |
80 |
103.14 |
92.35 |
10.79 |
10.7% |
1.35 |
1.3% |
75% |
False |
False |
36,670 |
100 |
104.37 |
92.35 |
12.02 |
12.0% |
1.35 |
1.3% |
67% |
False |
False |
31,980 |
120 |
104.37 |
92.35 |
12.02 |
12.0% |
1.32 |
1.3% |
67% |
False |
False |
28,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.36 |
2.618 |
104.22 |
1.618 |
102.91 |
1.000 |
102.10 |
0.618 |
101.60 |
HIGH |
100.79 |
0.618 |
100.29 |
0.500 |
100.14 |
0.382 |
99.98 |
LOW |
99.48 |
0.618 |
98.67 |
1.000 |
98.17 |
1.618 |
97.36 |
2.618 |
96.05 |
4.250 |
93.91 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
100.31 |
100.15 |
PP |
100.22 |
99.91 |
S1 |
100.14 |
99.67 |
|