NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.35 |
96.82 |
-0.53 |
-0.5% |
93.73 |
| High |
97.39 |
97.95 |
0.56 |
0.6% |
97.56 |
| Low |
96.80 |
96.82 |
0.02 |
0.0% |
93.17 |
| Close |
96.89 |
97.69 |
0.80 |
0.8% |
97.24 |
| Range |
0.59 |
1.13 |
0.54 |
91.5% |
4.39 |
| ATR |
1.16 |
1.16 |
0.00 |
-0.2% |
0.00 |
| Volume |
16,172 |
18,640 |
2,468 |
15.3% |
94,899 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.88 |
100.41 |
98.31 |
|
| R3 |
99.75 |
99.28 |
98.00 |
|
| R2 |
98.62 |
98.62 |
97.90 |
|
| R1 |
98.15 |
98.15 |
97.79 |
98.39 |
| PP |
97.49 |
97.49 |
97.49 |
97.60 |
| S1 |
97.02 |
97.02 |
97.59 |
97.26 |
| S2 |
96.36 |
96.36 |
97.48 |
|
| S3 |
95.23 |
95.89 |
97.38 |
|
| S4 |
94.10 |
94.76 |
97.07 |
|
|
| 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 |
97.95 |
95.93 |
2.02 |
2.1% |
0.82 |
0.8% |
87% |
True |
False |
21,569 |
| 10 |
97.95 |
92.38 |
5.57 |
5.7% |
1.15 |
1.2% |
95% |
True |
False |
15,766 |
| 20 |
97.95 |
92.38 |
5.57 |
5.7% |
1.18 |
1.2% |
95% |
True |
False |
13,944 |
| 40 |
100.11 |
92.38 |
7.73 |
7.9% |
1.11 |
1.1% |
69% |
False |
False |
12,274 |
| 60 |
100.11 |
92.38 |
7.73 |
7.9% |
1.13 |
1.2% |
69% |
False |
False |
9,755 |
| 80 |
101.55 |
92.38 |
9.17 |
9.4% |
1.01 |
1.0% |
58% |
False |
False |
8,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.75 |
|
2.618 |
100.91 |
|
1.618 |
99.78 |
|
1.000 |
99.08 |
|
0.618 |
98.65 |
|
HIGH |
97.95 |
|
0.618 |
97.52 |
|
0.500 |
97.39 |
|
0.382 |
97.25 |
|
LOW |
96.82 |
|
0.618 |
96.12 |
|
1.000 |
95.69 |
|
1.618 |
94.99 |
|
2.618 |
93.86 |
|
4.250 |
92.02 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.59 |
97.58 |
| PP |
97.49 |
97.47 |
| S1 |
97.39 |
97.37 |
|