NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.88 |
96.92 |
0.04 |
0.0% |
97.35 |
High |
97.49 |
96.94 |
-0.55 |
-0.6% |
97.95 |
Low |
96.69 |
95.77 |
-0.92 |
-1.0% |
95.77 |
Close |
96.96 |
96.05 |
-0.91 |
-0.9% |
96.05 |
Range |
0.80 |
1.17 |
0.37 |
46.3% |
2.18 |
ATR |
1.13 |
1.13 |
0.00 |
0.4% |
0.00 |
Volume |
21,660 |
19,020 |
-2,640 |
-12.2% |
97,763 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.76 |
99.08 |
96.69 |
|
R3 |
98.59 |
97.91 |
96.37 |
|
R2 |
97.42 |
97.42 |
96.26 |
|
R1 |
96.74 |
96.74 |
96.16 |
96.50 |
PP |
96.25 |
96.25 |
96.25 |
96.13 |
S1 |
95.57 |
95.57 |
95.94 |
95.33 |
S2 |
95.08 |
95.08 |
95.84 |
|
S3 |
93.91 |
94.40 |
95.73 |
|
S4 |
92.74 |
93.23 |
95.41 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
101.77 |
97.25 |
|
R3 |
100.95 |
99.59 |
96.65 |
|
R2 |
98.77 |
98.77 |
96.45 |
|
R1 |
97.41 |
97.41 |
96.25 |
97.00 |
PP |
96.59 |
96.59 |
96.59 |
96.39 |
S1 |
95.23 |
95.23 |
95.85 |
94.82 |
S2 |
94.41 |
94.41 |
95.65 |
|
S3 |
92.23 |
93.05 |
95.45 |
|
S4 |
90.05 |
90.87 |
94.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.95 |
95.77 |
2.18 |
2.3% |
0.96 |
1.0% |
13% |
False |
True |
19,552 |
10 |
97.95 |
93.17 |
4.78 |
5.0% |
1.04 |
1.1% |
60% |
False |
False |
19,266 |
20 |
97.95 |
92.38 |
5.57 |
5.8% |
1.11 |
1.2% |
66% |
False |
False |
15,161 |
40 |
99.00 |
92.38 |
6.62 |
6.9% |
1.09 |
1.1% |
55% |
False |
False |
13,033 |
60 |
100.11 |
92.38 |
7.73 |
8.0% |
1.09 |
1.1% |
47% |
False |
False |
10,562 |
80 |
101.55 |
92.38 |
9.17 |
9.5% |
1.03 |
1.1% |
40% |
False |
False |
8,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.91 |
2.618 |
100.00 |
1.618 |
98.83 |
1.000 |
98.11 |
0.618 |
97.66 |
HIGH |
96.94 |
0.618 |
96.49 |
0.500 |
96.36 |
0.382 |
96.22 |
LOW |
95.77 |
0.618 |
95.05 |
1.000 |
94.60 |
1.618 |
93.88 |
2.618 |
92.71 |
4.250 |
90.80 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.36 |
96.73 |
PP |
96.25 |
96.50 |
S1 |
96.15 |
96.28 |
|