NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.09 |
96.99 |
-0.10 |
-0.1% |
97.76 |
| High |
97.56 |
97.53 |
-0.03 |
0.0% |
98.46 |
| Low |
96.75 |
96.72 |
-0.03 |
0.0% |
96.25 |
| Close |
96.92 |
97.41 |
0.49 |
0.5% |
96.55 |
| Range |
0.81 |
0.81 |
0.00 |
0.0% |
2.21 |
| ATR |
1.24 |
1.21 |
-0.03 |
-2.5% |
0.00 |
| Volume |
17,183 |
19,049 |
1,866 |
10.9% |
147,866 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.65 |
99.34 |
97.86 |
|
| R3 |
98.84 |
98.53 |
97.63 |
|
| R2 |
98.03 |
98.03 |
97.56 |
|
| R1 |
97.72 |
97.72 |
97.48 |
97.88 |
| PP |
97.22 |
97.22 |
97.22 |
97.30 |
| S1 |
96.91 |
96.91 |
97.34 |
97.07 |
| S2 |
96.41 |
96.41 |
97.26 |
|
| S3 |
95.60 |
96.10 |
97.19 |
|
| S4 |
94.79 |
95.29 |
96.96 |
|
|
| 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 |
97.99 |
96.18 |
1.81 |
1.9% |
0.99 |
1.0% |
68% |
False |
False |
24,882 |
| 10 |
98.46 |
96.18 |
2.28 |
2.3% |
1.00 |
1.0% |
54% |
False |
False |
26,149 |
| 20 |
98.46 |
92.42 |
6.04 |
6.2% |
1.26 |
1.3% |
83% |
False |
False |
21,789 |
| 40 |
98.46 |
92.42 |
6.04 |
6.2% |
1.22 |
1.3% |
83% |
False |
False |
19,843 |
| 60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.25 |
1.3% |
58% |
False |
False |
16,514 |
| 80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.26 |
1.3% |
47% |
False |
False |
13,666 |
| 100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.17 |
1.2% |
47% |
False |
False |
11,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.97 |
|
2.618 |
99.65 |
|
1.618 |
98.84 |
|
1.000 |
98.34 |
|
0.618 |
98.03 |
|
HIGH |
97.53 |
|
0.618 |
97.22 |
|
0.500 |
97.13 |
|
0.382 |
97.03 |
|
LOW |
96.72 |
|
0.618 |
96.22 |
|
1.000 |
95.91 |
|
1.618 |
95.41 |
|
2.618 |
94.60 |
|
4.250 |
93.28 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.32 |
97.23 |
| PP |
97.22 |
97.05 |
| S1 |
97.13 |
96.87 |
|