NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
92.84 |
93.24 |
0.40 |
0.4% |
94.97 |
| High |
94.40 |
94.50 |
0.10 |
0.1% |
95.15 |
| Low |
92.79 |
92.86 |
0.07 |
0.1% |
92.42 |
| Close |
93.32 |
94.27 |
0.95 |
1.0% |
93.32 |
| Range |
1.61 |
1.64 |
0.03 |
1.9% |
2.73 |
| ATR |
1.35 |
1.37 |
0.02 |
1.6% |
0.00 |
| Volume |
11,965 |
6,219 |
-5,746 |
-48.0% |
60,775 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.80 |
98.17 |
95.17 |
|
| R3 |
97.16 |
96.53 |
94.72 |
|
| R2 |
95.52 |
95.52 |
94.57 |
|
| R1 |
94.89 |
94.89 |
94.42 |
95.21 |
| PP |
93.88 |
93.88 |
93.88 |
94.03 |
| S1 |
93.25 |
93.25 |
94.12 |
93.57 |
| S2 |
92.24 |
92.24 |
93.97 |
|
| S3 |
90.60 |
91.61 |
93.82 |
|
| S4 |
88.96 |
89.97 |
93.37 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.82 |
100.30 |
94.82 |
|
| R3 |
99.09 |
97.57 |
94.07 |
|
| R2 |
96.36 |
96.36 |
93.82 |
|
| R1 |
94.84 |
94.84 |
93.57 |
94.24 |
| PP |
93.63 |
93.63 |
93.63 |
93.33 |
| S1 |
92.11 |
92.11 |
93.07 |
91.51 |
| S2 |
90.90 |
90.90 |
92.82 |
|
| S3 |
88.17 |
89.38 |
92.57 |
|
| S4 |
85.44 |
86.65 |
91.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.15 |
92.42 |
2.73 |
2.9% |
1.48 |
1.6% |
68% |
False |
False |
13,398 |
| 10 |
95.84 |
92.42 |
3.42 |
3.6% |
1.35 |
1.4% |
54% |
False |
False |
14,412 |
| 20 |
95.84 |
92.42 |
3.42 |
3.6% |
1.30 |
1.4% |
54% |
False |
False |
17,452 |
| 40 |
101.00 |
92.42 |
8.58 |
9.1% |
1.31 |
1.4% |
22% |
False |
False |
15,395 |
| 60 |
101.36 |
92.42 |
8.94 |
9.5% |
1.27 |
1.4% |
21% |
False |
False |
12,297 |
| 80 |
103.06 |
92.42 |
10.64 |
11.3% |
1.21 |
1.3% |
17% |
False |
False |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.47 |
|
2.618 |
98.79 |
|
1.618 |
97.15 |
|
1.000 |
96.14 |
|
0.618 |
95.51 |
|
HIGH |
94.50 |
|
0.618 |
93.87 |
|
0.500 |
93.68 |
|
0.382 |
93.49 |
|
LOW |
92.86 |
|
0.618 |
91.85 |
|
1.000 |
91.22 |
|
1.618 |
90.21 |
|
2.618 |
88.57 |
|
4.250 |
85.89 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.07 |
94.00 |
| PP |
93.88 |
93.73 |
| S1 |
93.68 |
93.46 |
|