NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
99.71 |
100.21 |
0.50 |
0.5% |
99.15 |
High |
100.79 |
100.55 |
-0.24 |
-0.2% |
100.79 |
Low |
99.48 |
99.26 |
-0.22 |
-0.2% |
98.55 |
Close |
100.39 |
99.43 |
-0.96 |
-1.0% |
100.39 |
Range |
1.31 |
1.29 |
-0.02 |
-1.5% |
2.24 |
ATR |
1.18 |
1.19 |
0.01 |
0.6% |
0.00 |
Volume |
16,723 |
37,248 |
20,525 |
122.7% |
126,807 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.62 |
102.81 |
100.14 |
|
R3 |
102.33 |
101.52 |
99.78 |
|
R2 |
101.04 |
101.04 |
99.67 |
|
R1 |
100.23 |
100.23 |
99.55 |
99.99 |
PP |
99.75 |
99.75 |
99.75 |
99.63 |
S1 |
98.94 |
98.94 |
99.31 |
98.70 |
S2 |
98.46 |
98.46 |
99.19 |
|
S3 |
97.17 |
97.65 |
99.08 |
|
S4 |
95.88 |
96.36 |
98.72 |
|
|
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 |
98.55 |
2.24 |
2.3% |
0.94 |
0.9% |
39% |
False |
False |
32,811 |
10 |
100.79 |
96.51 |
4.28 |
4.3% |
1.04 |
1.0% |
68% |
False |
False |
41,042 |
20 |
100.79 |
93.08 |
7.71 |
7.8% |
1.17 |
1.2% |
82% |
False |
False |
50,673 |
40 |
100.79 |
92.35 |
8.44 |
8.5% |
1.29 |
1.3% |
84% |
False |
False |
45,458 |
60 |
101.81 |
92.35 |
9.46 |
9.5% |
1.34 |
1.3% |
75% |
False |
False |
42,869 |
80 |
103.14 |
92.35 |
10.79 |
10.9% |
1.36 |
1.4% |
66% |
False |
False |
36,997 |
100 |
104.37 |
92.35 |
12.02 |
12.1% |
1.35 |
1.4% |
59% |
False |
False |
32,268 |
120 |
104.37 |
92.35 |
12.02 |
12.1% |
1.33 |
1.3% |
59% |
False |
False |
29,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.03 |
2.618 |
103.93 |
1.618 |
102.64 |
1.000 |
101.84 |
0.618 |
101.35 |
HIGH |
100.55 |
0.618 |
100.06 |
0.500 |
99.91 |
0.382 |
99.75 |
LOW |
99.26 |
0.618 |
98.46 |
1.000 |
97.97 |
1.618 |
97.17 |
2.618 |
95.88 |
4.250 |
93.78 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
99.91 |
99.97 |
PP |
99.75 |
99.79 |
S1 |
99.59 |
99.61 |
|