NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.25 |
98.09 |
0.84 |
0.9% |
96.55 |
High |
98.64 |
98.76 |
0.12 |
0.1% |
98.76 |
Low |
97.07 |
97.95 |
0.88 |
0.9% |
96.18 |
Close |
98.40 |
98.73 |
0.33 |
0.3% |
98.73 |
Range |
1.57 |
0.81 |
-0.76 |
-48.4% |
2.58 |
ATR |
1.24 |
1.21 |
-0.03 |
-2.5% |
0.00 |
Volume |
26,649 |
27,277 |
628 |
2.4% |
108,481 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.91 |
100.63 |
99.18 |
|
R3 |
100.10 |
99.82 |
98.95 |
|
R2 |
99.29 |
99.29 |
98.88 |
|
R1 |
99.01 |
99.01 |
98.80 |
99.15 |
PP |
98.48 |
98.48 |
98.48 |
98.55 |
S1 |
98.20 |
98.20 |
98.66 |
98.34 |
S2 |
97.67 |
97.67 |
98.58 |
|
S3 |
96.86 |
97.39 |
98.51 |
|
S4 |
96.05 |
96.58 |
98.28 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.63 |
104.76 |
100.15 |
|
R3 |
103.05 |
102.18 |
99.44 |
|
R2 |
100.47 |
100.47 |
99.20 |
|
R1 |
99.60 |
99.60 |
98.97 |
100.04 |
PP |
97.89 |
97.89 |
97.89 |
98.11 |
S1 |
97.02 |
97.02 |
98.49 |
97.46 |
S2 |
95.31 |
95.31 |
98.26 |
|
S3 |
92.73 |
94.44 |
98.02 |
|
S4 |
90.15 |
91.86 |
97.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.76 |
96.18 |
2.58 |
2.6% |
1.06 |
1.1% |
99% |
True |
False |
21,696 |
10 |
98.76 |
96.18 |
2.58 |
2.6% |
1.08 |
1.1% |
99% |
True |
False |
25,634 |
20 |
98.76 |
92.42 |
6.34 |
6.4% |
1.23 |
1.2% |
100% |
True |
False |
22,985 |
40 |
98.76 |
92.42 |
6.34 |
6.4% |
1.20 |
1.2% |
100% |
True |
False |
20,169 |
60 |
101.00 |
92.42 |
8.58 |
8.7% |
1.25 |
1.3% |
74% |
False |
False |
17,207 |
80 |
101.62 |
92.42 |
9.20 |
9.3% |
1.23 |
1.3% |
69% |
False |
False |
14,250 |
100 |
103.06 |
92.42 |
10.64 |
10.8% |
1.19 |
1.2% |
59% |
False |
False |
12,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.20 |
2.618 |
100.88 |
1.618 |
100.07 |
1.000 |
99.57 |
0.618 |
99.26 |
HIGH |
98.76 |
0.618 |
98.45 |
0.500 |
98.36 |
0.382 |
98.26 |
LOW |
97.95 |
0.618 |
97.45 |
1.000 |
97.14 |
1.618 |
96.64 |
2.618 |
95.83 |
4.250 |
94.51 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.61 |
98.40 |
PP |
98.48 |
98.07 |
S1 |
98.36 |
97.74 |
|