NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.66 |
97.01 |
0.35 |
0.4% |
93.73 |
High |
97.35 |
97.56 |
0.21 |
0.2% |
97.56 |
Low |
96.65 |
96.78 |
0.13 |
0.1% |
93.17 |
Close |
96.91 |
97.24 |
0.33 |
0.3% |
97.24 |
Range |
0.70 |
0.78 |
0.08 |
11.4% |
4.39 |
ATR |
1.23 |
1.20 |
-0.03 |
-2.6% |
0.00 |
Volume |
29,369 |
16,796 |
-12,573 |
-42.8% |
94,899 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.53 |
99.17 |
97.67 |
|
R3 |
98.75 |
98.39 |
97.45 |
|
R2 |
97.97 |
97.97 |
97.38 |
|
R1 |
97.61 |
97.61 |
97.31 |
97.79 |
PP |
97.19 |
97.19 |
97.19 |
97.29 |
S1 |
96.83 |
96.83 |
97.17 |
97.01 |
S2 |
96.41 |
96.41 |
97.10 |
|
S3 |
95.63 |
96.05 |
97.03 |
|
S4 |
94.85 |
95.27 |
96.81 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.16 |
107.59 |
99.65 |
|
R3 |
104.77 |
103.20 |
98.45 |
|
R2 |
100.38 |
100.38 |
98.04 |
|
R1 |
98.81 |
98.81 |
97.64 |
99.60 |
PP |
95.99 |
95.99 |
95.99 |
96.38 |
S1 |
94.42 |
94.42 |
96.84 |
95.21 |
S2 |
91.60 |
91.60 |
96.44 |
|
S3 |
87.21 |
90.03 |
96.03 |
|
S4 |
82.82 |
85.64 |
94.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.56 |
93.17 |
4.39 |
4.5% |
1.11 |
1.1% |
93% |
True |
False |
18,979 |
10 |
97.56 |
92.38 |
5.18 |
5.3% |
1.23 |
1.3% |
94% |
True |
False |
14,384 |
20 |
97.56 |
92.38 |
5.18 |
5.3% |
1.18 |
1.2% |
94% |
True |
False |
13,260 |
40 |
100.11 |
92.38 |
7.73 |
7.9% |
1.12 |
1.1% |
63% |
False |
False |
11,866 |
60 |
100.11 |
92.38 |
7.73 |
7.9% |
1.13 |
1.2% |
63% |
False |
False |
9,273 |
80 |
101.55 |
92.38 |
9.17 |
9.4% |
1.01 |
1.0% |
53% |
False |
False |
7,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.88 |
2.618 |
99.60 |
1.618 |
98.82 |
1.000 |
98.34 |
0.618 |
98.04 |
HIGH |
97.56 |
0.618 |
97.26 |
0.500 |
97.17 |
0.382 |
97.08 |
LOW |
96.78 |
0.618 |
96.30 |
1.000 |
96.00 |
1.618 |
95.52 |
2.618 |
94.74 |
4.250 |
93.47 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.22 |
97.08 |
PP |
97.19 |
96.91 |
S1 |
97.17 |
96.75 |
|