NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.30 |
97.45 |
-0.85 |
-0.9% |
93.24 |
High |
98.30 |
97.99 |
-0.31 |
-0.3% |
98.00 |
Low |
97.00 |
97.16 |
0.16 |
0.2% |
92.86 |
Close |
97.39 |
97.42 |
0.03 |
0.0% |
97.66 |
Range |
1.30 |
0.83 |
-0.47 |
-36.2% |
5.14 |
ATR |
1.31 |
1.28 |
-0.03 |
-2.6% |
0.00 |
Volume |
33,797 |
39,878 |
6,081 |
18.0% |
124,310 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.01 |
99.55 |
97.88 |
|
R3 |
99.18 |
98.72 |
97.65 |
|
R2 |
98.35 |
98.35 |
97.57 |
|
R1 |
97.89 |
97.89 |
97.50 |
97.71 |
PP |
97.52 |
97.52 |
97.52 |
97.43 |
S1 |
97.06 |
97.06 |
97.34 |
96.88 |
S2 |
96.69 |
96.69 |
97.27 |
|
S3 |
95.86 |
96.23 |
97.19 |
|
S4 |
95.03 |
95.40 |
96.96 |
|
|
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% |
1.02 |
1.0% |
29% |
False |
False |
28,329 |
10 |
98.46 |
92.79 |
5.67 |
5.8% |
1.27 |
1.3% |
82% |
False |
False |
25,416 |
20 |
98.46 |
92.42 |
6.04 |
6.2% |
1.26 |
1.3% |
83% |
False |
False |
22,506 |
40 |
100.40 |
92.42 |
7.98 |
8.2% |
1.26 |
1.3% |
63% |
False |
False |
19,289 |
60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.26 |
1.3% |
58% |
False |
False |
15,509 |
80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.24 |
1.3% |
47% |
False |
False |
12,840 |
100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.16 |
1.2% |
47% |
False |
False |
10,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.52 |
2.618 |
100.16 |
1.618 |
99.33 |
1.000 |
98.82 |
0.618 |
98.50 |
HIGH |
97.99 |
0.618 |
97.67 |
0.500 |
97.58 |
0.382 |
97.48 |
LOW |
97.16 |
0.618 |
96.65 |
1.000 |
96.33 |
1.618 |
95.82 |
2.618 |
94.99 |
4.250 |
93.63 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.58 |
97.73 |
PP |
97.52 |
97.63 |
S1 |
97.47 |
97.52 |
|