NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.17 |
98.30 |
1.13 |
1.2% |
93.24 |
| High |
98.46 |
98.30 |
-0.16 |
-0.2% |
98.00 |
| Low |
97.17 |
97.00 |
-0.17 |
-0.2% |
92.86 |
| Close |
98.19 |
97.39 |
-0.80 |
-0.8% |
97.66 |
| Range |
1.29 |
1.30 |
0.01 |
0.8% |
5.14 |
| ATR |
1.32 |
1.31 |
0.00 |
-0.1% |
0.00 |
| Volume |
22,254 |
33,797 |
11,543 |
51.9% |
124,310 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.46 |
100.73 |
98.11 |
|
| R3 |
100.16 |
99.43 |
97.75 |
|
| R2 |
98.86 |
98.86 |
97.63 |
|
| R1 |
98.13 |
98.13 |
97.51 |
97.85 |
| PP |
97.56 |
97.56 |
97.56 |
97.42 |
| S1 |
96.83 |
96.83 |
97.27 |
96.55 |
| S2 |
96.26 |
96.26 |
97.15 |
|
| S3 |
94.96 |
95.53 |
97.03 |
|
| S4 |
93.66 |
94.23 |
96.68 |
|
|
| 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 |
97.00 |
1.46 |
1.5% |
1.01 |
1.0% |
27% |
False |
True |
27,415 |
| 10 |
98.46 |
92.42 |
6.04 |
6.2% |
1.35 |
1.4% |
82% |
False |
False |
22,556 |
| 20 |
98.46 |
92.42 |
6.04 |
6.2% |
1.28 |
1.3% |
82% |
False |
False |
21,725 |
| 40 |
101.00 |
92.42 |
8.58 |
8.8% |
1.29 |
1.3% |
58% |
False |
False |
18,540 |
| 60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.29 |
1.3% |
58% |
False |
False |
14,941 |
| 80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.25 |
1.3% |
47% |
False |
False |
12,379 |
| 100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.16 |
1.2% |
47% |
False |
False |
10,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.83 |
|
2.618 |
101.70 |
|
1.618 |
100.40 |
|
1.000 |
99.60 |
|
0.618 |
99.10 |
|
HIGH |
98.30 |
|
0.618 |
97.80 |
|
0.500 |
97.65 |
|
0.382 |
97.50 |
|
LOW |
97.00 |
|
0.618 |
96.20 |
|
1.000 |
95.70 |
|
1.618 |
94.90 |
|
2.618 |
93.60 |
|
4.250 |
91.48 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.65 |
97.73 |
| PP |
97.56 |
97.62 |
| S1 |
97.48 |
97.50 |
|