NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.01 |
97.35 |
0.34 |
0.4% |
93.73 |
High |
97.56 |
97.39 |
-0.17 |
-0.2% |
97.56 |
Low |
96.78 |
96.80 |
0.02 |
0.0% |
93.17 |
Close |
97.24 |
96.89 |
-0.35 |
-0.4% |
97.24 |
Range |
0.78 |
0.59 |
-0.19 |
-24.4% |
4.39 |
ATR |
1.20 |
1.16 |
-0.04 |
-3.6% |
0.00 |
Volume |
16,796 |
16,172 |
-624 |
-3.7% |
94,899 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.80 |
98.43 |
97.21 |
|
R3 |
98.21 |
97.84 |
97.05 |
|
R2 |
97.62 |
97.62 |
97.00 |
|
R1 |
97.25 |
97.25 |
96.94 |
97.14 |
PP |
97.03 |
97.03 |
97.03 |
96.97 |
S1 |
96.66 |
96.66 |
96.84 |
96.55 |
S2 |
96.44 |
96.44 |
96.78 |
|
S3 |
95.85 |
96.07 |
96.73 |
|
S4 |
95.26 |
95.48 |
96.57 |
|
|
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 |
94.00 |
3.56 |
3.7% |
0.98 |
1.0% |
81% |
False |
False |
21,462 |
10 |
97.56 |
92.38 |
5.18 |
5.3% |
1.17 |
1.2% |
87% |
False |
False |
14,896 |
20 |
97.56 |
92.38 |
5.18 |
5.3% |
1.17 |
1.2% |
87% |
False |
False |
13,525 |
40 |
100.11 |
92.38 |
7.73 |
8.0% |
1.11 |
1.1% |
58% |
False |
False |
12,082 |
60 |
100.11 |
92.38 |
7.73 |
8.0% |
1.12 |
1.2% |
58% |
False |
False |
9,483 |
80 |
101.55 |
92.38 |
9.17 |
9.5% |
1.01 |
1.0% |
49% |
False |
False |
7,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.90 |
2.618 |
98.93 |
1.618 |
98.34 |
1.000 |
97.98 |
0.618 |
97.75 |
HIGH |
97.39 |
0.618 |
97.16 |
0.500 |
97.10 |
0.382 |
97.03 |
LOW |
96.80 |
0.618 |
96.44 |
1.000 |
96.21 |
1.618 |
95.85 |
2.618 |
95.26 |
4.250 |
94.29 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.10 |
97.11 |
PP |
97.03 |
97.03 |
S1 |
96.96 |
96.96 |
|