NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.63 |
97.08 |
0.45 |
0.5% |
94.97 |
High |
97.41 |
97.87 |
0.46 |
0.5% |
95.15 |
Low |
96.38 |
97.07 |
0.69 |
0.7% |
92.42 |
Close |
97.18 |
97.36 |
0.18 |
0.2% |
93.32 |
Range |
1.03 |
0.80 |
-0.23 |
-22.3% |
2.73 |
ATR |
1.44 |
1.39 |
-0.05 |
-3.2% |
0.00 |
Volume |
40,760 |
35,309 |
-5,451 |
-13.4% |
60,775 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.83 |
99.40 |
97.80 |
|
R3 |
99.03 |
98.60 |
97.58 |
|
R2 |
98.23 |
98.23 |
97.51 |
|
R1 |
97.80 |
97.80 |
97.43 |
98.02 |
PP |
97.43 |
97.43 |
97.43 |
97.54 |
S1 |
97.00 |
97.00 |
97.29 |
97.22 |
S2 |
96.63 |
96.63 |
97.21 |
|
S3 |
95.83 |
96.20 |
97.14 |
|
S4 |
95.03 |
95.40 |
96.92 |
|
|
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 |
97.87 |
92.79 |
5.08 |
5.2% |
1.51 |
1.6% |
90% |
True |
False |
22,502 |
10 |
97.87 |
92.42 |
5.45 |
5.6% |
1.49 |
1.5% |
91% |
True |
False |
19,402 |
20 |
97.87 |
92.42 |
5.45 |
5.6% |
1.33 |
1.4% |
91% |
True |
False |
19,793 |
40 |
101.00 |
92.42 |
8.58 |
8.8% |
1.31 |
1.3% |
58% |
False |
False |
17,164 |
60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.29 |
1.3% |
58% |
False |
False |
13,625 |
80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.23 |
1.3% |
46% |
False |
False |
11,323 |
100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.15 |
1.2% |
46% |
False |
False |
9,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.27 |
2.618 |
99.96 |
1.618 |
99.16 |
1.000 |
98.67 |
0.618 |
98.36 |
HIGH |
97.87 |
0.618 |
97.56 |
0.500 |
97.47 |
0.382 |
97.38 |
LOW |
97.07 |
0.618 |
96.58 |
1.000 |
96.27 |
1.618 |
95.78 |
2.618 |
94.98 |
4.250 |
93.67 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.47 |
96.91 |
PP |
97.43 |
96.46 |
S1 |
97.40 |
96.01 |
|