NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.08 |
97.38 |
0.30 |
0.3% |
93.24 |
| High |
97.87 |
98.00 |
0.13 |
0.1% |
98.00 |
| Low |
97.07 |
97.19 |
0.12 |
0.1% |
92.86 |
| Close |
97.36 |
97.66 |
0.30 |
0.3% |
97.66 |
| Range |
0.80 |
0.81 |
0.01 |
1.3% |
5.14 |
| ATR |
1.39 |
1.35 |
-0.04 |
-3.0% |
0.00 |
| Volume |
35,309 |
23,762 |
-11,547 |
-32.7% |
124,310 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.05 |
99.66 |
98.11 |
|
| R3 |
99.24 |
98.85 |
97.88 |
|
| R2 |
98.43 |
98.43 |
97.81 |
|
| R1 |
98.04 |
98.04 |
97.73 |
98.24 |
| PP |
97.62 |
97.62 |
97.62 |
97.71 |
| S1 |
97.23 |
97.23 |
97.59 |
97.43 |
| S2 |
96.81 |
96.81 |
97.51 |
|
| S3 |
96.00 |
96.42 |
97.44 |
|
| S4 |
95.19 |
95.61 |
97.21 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.59 |
109.77 |
100.49 |
|
| R3 |
106.45 |
104.63 |
99.07 |
|
| R2 |
101.31 |
101.31 |
98.60 |
|
| R1 |
99.49 |
99.49 |
98.13 |
100.40 |
| PP |
96.17 |
96.17 |
96.17 |
96.63 |
| S1 |
94.35 |
94.35 |
97.19 |
95.26 |
| S2 |
91.03 |
91.03 |
96.72 |
|
| S3 |
85.89 |
89.21 |
96.25 |
|
| S4 |
80.75 |
84.07 |
94.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
92.86 |
5.14 |
5.3% |
1.35 |
1.4% |
93% |
True |
False |
24,862 |
| 10 |
98.00 |
92.42 |
5.58 |
5.7% |
1.39 |
1.4% |
94% |
True |
False |
20,336 |
| 20 |
98.00 |
92.42 |
5.58 |
5.7% |
1.31 |
1.3% |
94% |
True |
False |
20,223 |
| 40 |
101.00 |
92.42 |
8.58 |
8.8% |
1.29 |
1.3% |
61% |
False |
False |
17,520 |
| 60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.28 |
1.3% |
61% |
False |
False |
13,959 |
| 80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.23 |
1.3% |
49% |
False |
False |
11,546 |
| 100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.15 |
1.2% |
49% |
False |
False |
9,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.44 |
|
2.618 |
100.12 |
|
1.618 |
99.31 |
|
1.000 |
98.81 |
|
0.618 |
98.50 |
|
HIGH |
98.00 |
|
0.618 |
97.69 |
|
0.500 |
97.60 |
|
0.382 |
97.50 |
|
LOW |
97.19 |
|
0.618 |
96.69 |
|
1.000 |
96.38 |
|
1.618 |
95.88 |
|
2.618 |
95.07 |
|
4.250 |
93.75 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.64 |
97.50 |
| PP |
97.62 |
97.35 |
| S1 |
97.60 |
97.19 |
|