NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.76 |
97.17 |
-0.59 |
-0.6% |
93.24 |
High |
97.87 |
98.46 |
0.59 |
0.6% |
98.00 |
Low |
97.00 |
97.17 |
0.17 |
0.2% |
92.86 |
Close |
97.29 |
98.19 |
0.90 |
0.9% |
97.66 |
Range |
0.87 |
1.29 |
0.42 |
48.3% |
5.14 |
ATR |
1.32 |
1.32 |
0.00 |
-0.1% |
0.00 |
Volume |
21,957 |
22,254 |
297 |
1.4% |
124,310 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.81 |
101.29 |
98.90 |
|
R3 |
100.52 |
100.00 |
98.54 |
|
R2 |
99.23 |
99.23 |
98.43 |
|
R1 |
98.71 |
98.71 |
98.31 |
98.97 |
PP |
97.94 |
97.94 |
97.94 |
98.07 |
S1 |
97.42 |
97.42 |
98.07 |
97.68 |
S2 |
96.65 |
96.65 |
97.95 |
|
S3 |
95.36 |
96.13 |
97.84 |
|
S4 |
94.07 |
94.84 |
97.48 |
|
|
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 |
98.46 |
96.38 |
2.08 |
2.1% |
0.96 |
1.0% |
87% |
True |
False |
28,808 |
10 |
98.46 |
92.42 |
6.04 |
6.2% |
1.33 |
1.4% |
96% |
True |
False |
21,316 |
20 |
98.46 |
92.42 |
6.04 |
6.2% |
1.32 |
1.3% |
96% |
True |
False |
20,837 |
40 |
101.00 |
92.42 |
8.58 |
8.7% |
1.28 |
1.3% |
67% |
False |
False |
17,901 |
60 |
101.00 |
92.42 |
8.58 |
8.7% |
1.28 |
1.3% |
67% |
False |
False |
14,527 |
80 |
103.06 |
92.42 |
10.64 |
10.8% |
1.24 |
1.3% |
54% |
False |
False |
12,013 |
100 |
103.06 |
92.42 |
10.64 |
10.8% |
1.15 |
1.2% |
54% |
False |
False |
10,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.94 |
2.618 |
101.84 |
1.618 |
100.55 |
1.000 |
99.75 |
0.618 |
99.26 |
HIGH |
98.46 |
0.618 |
97.97 |
0.500 |
97.82 |
0.382 |
97.66 |
LOW |
97.17 |
0.618 |
96.37 |
1.000 |
95.88 |
1.618 |
95.08 |
2.618 |
93.79 |
4.250 |
91.69 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.07 |
98.04 |
PP |
97.94 |
97.88 |
S1 |
97.82 |
97.73 |
|