NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
93.73 |
94.39 |
0.66 |
0.7% |
93.94 |
| High |
94.41 |
95.95 |
1.54 |
1.6% |
94.99 |
| Low |
93.17 |
94.00 |
0.83 |
0.9% |
92.38 |
| Close |
94.12 |
95.66 |
1.54 |
1.6% |
93.29 |
| Range |
1.24 |
1.95 |
0.71 |
57.3% |
2.61 |
| ATR |
1.23 |
1.28 |
0.05 |
4.2% |
0.00 |
| Volume |
3,757 |
18,106 |
14,349 |
381.9% |
37,890 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.05 |
100.31 |
96.73 |
|
| R3 |
99.10 |
98.36 |
96.20 |
|
| R2 |
97.15 |
97.15 |
96.02 |
|
| R1 |
96.41 |
96.41 |
95.84 |
96.78 |
| PP |
95.20 |
95.20 |
95.20 |
95.39 |
| S1 |
94.46 |
94.46 |
95.48 |
94.83 |
| S2 |
93.25 |
93.25 |
95.30 |
|
| S3 |
91.30 |
92.51 |
95.12 |
|
| S4 |
89.35 |
90.56 |
94.59 |
|
|
| 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 |
95.95 |
92.38 |
3.57 |
3.7% |
1.48 |
1.5% |
92% |
True |
False |
9,964 |
| 10 |
95.95 |
92.38 |
3.57 |
3.7% |
1.31 |
1.4% |
92% |
True |
False |
9,644 |
| 20 |
95.95 |
92.38 |
3.57 |
3.7% |
1.24 |
1.3% |
92% |
True |
False |
11,375 |
| 40 |
100.11 |
92.38 |
7.73 |
8.1% |
1.15 |
1.2% |
42% |
False |
False |
10,500 |
| 60 |
100.11 |
92.38 |
7.73 |
8.1% |
1.12 |
1.2% |
42% |
False |
False |
8,257 |
| 80 |
101.55 |
92.38 |
9.17 |
9.6% |
1.01 |
1.1% |
36% |
False |
False |
7,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.24 |
|
2.618 |
101.06 |
|
1.618 |
99.11 |
|
1.000 |
97.90 |
|
0.618 |
97.16 |
|
HIGH |
95.95 |
|
0.618 |
95.21 |
|
0.500 |
94.98 |
|
0.382 |
94.74 |
|
LOW |
94.00 |
|
0.618 |
92.79 |
|
1.000 |
92.05 |
|
1.618 |
90.84 |
|
2.618 |
88.89 |
|
4.250 |
85.71 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.43 |
95.23 |
| PP |
95.20 |
94.79 |
| S1 |
94.98 |
94.36 |
|