NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
92.98 |
93.73 |
0.75 |
0.8% |
93.94 |
High |
94.27 |
94.41 |
0.14 |
0.1% |
94.99 |
Low |
92.76 |
93.17 |
0.41 |
0.4% |
92.38 |
Close |
93.29 |
94.12 |
0.83 |
0.9% |
93.29 |
Range |
1.51 |
1.24 |
-0.27 |
-17.9% |
2.61 |
ATR |
1.23 |
1.23 |
0.00 |
0.1% |
0.00 |
Volume |
8,755 |
3,757 |
-4,998 |
-57.1% |
37,890 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.62 |
97.11 |
94.80 |
|
R3 |
96.38 |
95.87 |
94.46 |
|
R2 |
95.14 |
95.14 |
94.35 |
|
R1 |
94.63 |
94.63 |
94.23 |
94.89 |
PP |
93.90 |
93.90 |
93.90 |
94.03 |
S1 |
93.39 |
93.39 |
94.01 |
93.65 |
S2 |
92.66 |
92.66 |
93.89 |
|
S3 |
91.42 |
92.15 |
93.78 |
|
S4 |
90.18 |
90.91 |
93.44 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.38 |
99.95 |
94.73 |
|
R3 |
98.77 |
97.34 |
94.01 |
|
R2 |
96.16 |
96.16 |
93.77 |
|
R1 |
94.73 |
94.73 |
93.53 |
94.14 |
PP |
93.55 |
93.55 |
93.55 |
93.26 |
S1 |
92.12 |
92.12 |
93.05 |
91.53 |
S2 |
90.94 |
90.94 |
92.81 |
|
S3 |
88.33 |
89.51 |
92.57 |
|
S4 |
85.72 |
86.90 |
91.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.99 |
92.38 |
2.61 |
2.8% |
1.36 |
1.4% |
67% |
False |
False |
8,329 |
10 |
95.57 |
92.38 |
3.19 |
3.4% |
1.24 |
1.3% |
55% |
False |
False |
8,675 |
20 |
95.57 |
92.38 |
3.19 |
3.4% |
1.18 |
1.3% |
55% |
False |
False |
11,074 |
40 |
100.11 |
92.38 |
7.73 |
8.2% |
1.14 |
1.2% |
23% |
False |
False |
10,107 |
60 |
100.11 |
92.38 |
7.73 |
8.2% |
1.10 |
1.2% |
23% |
False |
False |
8,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.68 |
2.618 |
97.66 |
1.618 |
96.42 |
1.000 |
95.65 |
0.618 |
95.18 |
HIGH |
94.41 |
0.618 |
93.94 |
0.500 |
93.79 |
0.382 |
93.64 |
LOW |
93.17 |
0.618 |
92.40 |
1.000 |
91.93 |
1.618 |
91.16 |
2.618 |
89.92 |
4.250 |
87.90 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
94.01 |
93.88 |
PP |
93.90 |
93.64 |
S1 |
93.79 |
93.40 |
|