NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
94.49 |
96.63 |
2.14 |
2.3% |
94.97 |
| High |
96.62 |
97.41 |
0.79 |
0.8% |
95.15 |
| Low |
94.14 |
96.38 |
2.24 |
2.4% |
92.42 |
| Close |
96.07 |
97.18 |
1.11 |
1.2% |
93.32 |
| Range |
2.48 |
1.03 |
-1.45 |
-58.5% |
2.73 |
| ATR |
1.45 |
1.44 |
-0.01 |
-0.5% |
0.00 |
| Volume |
18,260 |
40,760 |
22,500 |
123.2% |
60,775 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.08 |
99.66 |
97.75 |
|
| R3 |
99.05 |
98.63 |
97.46 |
|
| R2 |
98.02 |
98.02 |
97.37 |
|
| R1 |
97.60 |
97.60 |
97.27 |
97.81 |
| PP |
96.99 |
96.99 |
96.99 |
97.10 |
| S1 |
96.57 |
96.57 |
97.09 |
96.78 |
| S2 |
95.96 |
95.96 |
96.99 |
|
| S3 |
94.93 |
95.54 |
96.90 |
|
| S4 |
93.90 |
94.51 |
96.61 |
|
|
| 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 |
97.41 |
92.42 |
4.99 |
5.1% |
1.69 |
1.7% |
95% |
True |
False |
17,697 |
| 10 |
97.41 |
92.42 |
4.99 |
5.1% |
1.51 |
1.6% |
95% |
True |
False |
17,429 |
| 20 |
97.41 |
92.42 |
4.99 |
5.1% |
1.36 |
1.4% |
95% |
True |
False |
18,777 |
| 40 |
101.00 |
92.42 |
8.58 |
8.8% |
1.34 |
1.4% |
55% |
False |
False |
16,494 |
| 60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.29 |
1.3% |
55% |
False |
False |
13,126 |
| 80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.22 |
1.3% |
45% |
False |
False |
10,935 |
| 100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.15 |
1.2% |
45% |
False |
False |
9,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.79 |
|
2.618 |
100.11 |
|
1.618 |
99.08 |
|
1.000 |
98.44 |
|
0.618 |
98.05 |
|
HIGH |
97.41 |
|
0.618 |
97.02 |
|
0.500 |
96.90 |
|
0.382 |
96.77 |
|
LOW |
96.38 |
|
0.618 |
95.74 |
|
1.000 |
95.35 |
|
1.618 |
94.71 |
|
2.618 |
93.68 |
|
4.250 |
92.00 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.09 |
96.50 |
| PP |
96.99 |
95.82 |
| S1 |
96.90 |
95.14 |
|