NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.45 |
97.25 |
-0.20 |
-0.2% |
97.76 |
| High |
97.99 |
97.46 |
-0.53 |
-0.5% |
98.46 |
| Low |
97.16 |
96.25 |
-0.91 |
-0.9% |
96.25 |
| Close |
97.42 |
96.55 |
-0.87 |
-0.9% |
96.55 |
| Range |
0.83 |
1.21 |
0.38 |
45.8% |
2.21 |
| ATR |
1.28 |
1.27 |
0.00 |
-0.4% |
0.00 |
| Volume |
39,878 |
29,980 |
-9,898 |
-24.8% |
147,866 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.38 |
99.68 |
97.22 |
|
| R3 |
99.17 |
98.47 |
96.88 |
|
| R2 |
97.96 |
97.96 |
96.77 |
|
| R1 |
97.26 |
97.26 |
96.66 |
97.01 |
| PP |
96.75 |
96.75 |
96.75 |
96.63 |
| S1 |
96.05 |
96.05 |
96.44 |
95.80 |
| S2 |
95.54 |
95.54 |
96.33 |
|
| S3 |
94.33 |
94.84 |
96.22 |
|
| S4 |
93.12 |
93.63 |
95.88 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.72 |
102.34 |
97.77 |
|
| R3 |
101.51 |
100.13 |
97.16 |
|
| R2 |
99.30 |
99.30 |
96.96 |
|
| R1 |
97.92 |
97.92 |
96.75 |
97.51 |
| PP |
97.09 |
97.09 |
97.09 |
96.88 |
| S1 |
95.71 |
95.71 |
96.35 |
95.30 |
| S2 |
94.88 |
94.88 |
96.14 |
|
| S3 |
92.67 |
93.50 |
95.94 |
|
| S4 |
90.46 |
91.29 |
95.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.46 |
96.25 |
2.21 |
2.3% |
1.10 |
1.1% |
14% |
False |
True |
29,573 |
| 10 |
98.46 |
92.86 |
5.60 |
5.8% |
1.23 |
1.3% |
66% |
False |
False |
27,217 |
| 20 |
98.46 |
92.42 |
6.04 |
6.3% |
1.24 |
1.3% |
68% |
False |
False |
22,372 |
| 40 |
99.79 |
92.42 |
7.37 |
7.6% |
1.24 |
1.3% |
56% |
False |
False |
19,508 |
| 60 |
101.00 |
92.42 |
8.58 |
8.9% |
1.26 |
1.3% |
48% |
False |
False |
15,877 |
| 80 |
103.06 |
92.42 |
10.64 |
11.0% |
1.25 |
1.3% |
39% |
False |
False |
13,135 |
| 100 |
103.06 |
92.42 |
10.64 |
11.0% |
1.17 |
1.2% |
39% |
False |
False |
11,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.60 |
|
2.618 |
100.63 |
|
1.618 |
99.42 |
|
1.000 |
98.67 |
|
0.618 |
98.21 |
|
HIGH |
97.46 |
|
0.618 |
97.00 |
|
0.500 |
96.86 |
|
0.382 |
96.71 |
|
LOW |
96.25 |
|
0.618 |
95.50 |
|
1.000 |
95.04 |
|
1.618 |
94.29 |
|
2.618 |
93.08 |
|
4.250 |
91.11 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.86 |
97.28 |
| PP |
96.75 |
97.03 |
| S1 |
96.65 |
96.79 |
|