NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
100.21 |
99.43 |
-0.78 |
-0.8% |
99.15 |
High |
100.55 |
99.51 |
-1.04 |
-1.0% |
100.79 |
Low |
99.26 |
98.29 |
-0.97 |
-1.0% |
98.55 |
Close |
99.43 |
98.55 |
-0.88 |
-0.9% |
100.39 |
Range |
1.29 |
1.22 |
-0.07 |
-5.4% |
2.24 |
ATR |
1.19 |
1.19 |
0.00 |
0.2% |
0.00 |
Volume |
37,248 |
48,079 |
10,831 |
29.1% |
126,807 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.44 |
101.72 |
99.22 |
|
R3 |
101.22 |
100.50 |
98.89 |
|
R2 |
100.00 |
100.00 |
98.77 |
|
R1 |
99.28 |
99.28 |
98.66 |
99.03 |
PP |
98.78 |
98.78 |
98.78 |
98.66 |
S1 |
98.06 |
98.06 |
98.44 |
97.81 |
S2 |
97.56 |
97.56 |
98.33 |
|
S3 |
96.34 |
96.84 |
98.21 |
|
S4 |
95.12 |
95.62 |
97.88 |
|
|
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 |
98.29 |
2.50 |
2.5% |
1.06 |
1.1% |
10% |
False |
True |
31,977 |
10 |
100.79 |
97.15 |
3.64 |
3.7% |
1.02 |
1.0% |
38% |
False |
False |
40,537 |
20 |
100.79 |
94.13 |
6.66 |
6.8% |
1.16 |
1.2% |
66% |
False |
False |
52,180 |
40 |
100.79 |
92.35 |
8.44 |
8.6% |
1.27 |
1.3% |
73% |
False |
False |
45,447 |
60 |
101.81 |
92.35 |
9.46 |
9.6% |
1.34 |
1.4% |
66% |
False |
False |
43,244 |
80 |
102.79 |
92.35 |
10.44 |
10.6% |
1.36 |
1.4% |
59% |
False |
False |
37,484 |
100 |
104.37 |
92.35 |
12.02 |
12.2% |
1.35 |
1.4% |
52% |
False |
False |
32,624 |
120 |
104.37 |
92.35 |
12.02 |
12.2% |
1.33 |
1.3% |
52% |
False |
False |
29,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.70 |
2.618 |
102.70 |
1.618 |
101.48 |
1.000 |
100.73 |
0.618 |
100.26 |
HIGH |
99.51 |
0.618 |
99.04 |
0.500 |
98.90 |
0.382 |
98.76 |
LOW |
98.29 |
0.618 |
97.54 |
1.000 |
97.07 |
1.618 |
96.32 |
2.618 |
95.10 |
4.250 |
93.11 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.90 |
99.54 |
PP |
98.78 |
99.21 |
S1 |
98.67 |
98.88 |
|