NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
93.24 |
94.49 |
1.25 |
1.3% |
94.97 |
High |
94.50 |
96.62 |
2.12 |
2.2% |
95.15 |
Low |
92.86 |
94.14 |
1.28 |
1.4% |
92.42 |
Close |
94.27 |
96.07 |
1.80 |
1.9% |
93.32 |
Range |
1.64 |
2.48 |
0.84 |
51.2% |
2.73 |
ATR |
1.37 |
1.45 |
0.08 |
5.8% |
0.00 |
Volume |
6,219 |
18,260 |
12,041 |
193.6% |
60,775 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.05 |
102.04 |
97.43 |
|
R3 |
100.57 |
99.56 |
96.75 |
|
R2 |
98.09 |
98.09 |
96.52 |
|
R1 |
97.08 |
97.08 |
96.30 |
97.59 |
PP |
95.61 |
95.61 |
95.61 |
95.86 |
S1 |
94.60 |
94.60 |
95.84 |
95.11 |
S2 |
93.13 |
93.13 |
95.62 |
|
S3 |
90.65 |
92.12 |
95.39 |
|
S4 |
88.17 |
89.64 |
94.71 |
|
|
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 |
96.62 |
92.42 |
4.20 |
4.4% |
1.69 |
1.8% |
87% |
True |
False |
13,823 |
10 |
96.62 |
92.42 |
4.20 |
4.4% |
1.46 |
1.5% |
87% |
True |
False |
15,166 |
20 |
96.62 |
92.42 |
4.20 |
4.4% |
1.38 |
1.4% |
87% |
True |
False |
17,486 |
40 |
101.00 |
92.42 |
8.58 |
8.9% |
1.33 |
1.4% |
43% |
False |
False |
15,734 |
60 |
101.00 |
92.42 |
8.58 |
8.9% |
1.30 |
1.4% |
43% |
False |
False |
12,536 |
80 |
103.06 |
92.42 |
10.64 |
11.1% |
1.22 |
1.3% |
34% |
False |
False |
10,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.16 |
2.618 |
103.11 |
1.618 |
100.63 |
1.000 |
99.10 |
0.618 |
98.15 |
HIGH |
96.62 |
0.618 |
95.67 |
0.500 |
95.38 |
0.382 |
95.09 |
LOW |
94.14 |
0.618 |
92.61 |
1.000 |
91.66 |
1.618 |
90.13 |
2.618 |
87.65 |
4.250 |
83.60 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.84 |
95.62 |
PP |
95.61 |
95.16 |
S1 |
95.38 |
94.71 |
|