NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.92 |
96.18 |
-0.74 |
-0.8% |
97.35 |
High |
96.94 |
96.99 |
0.05 |
0.1% |
97.95 |
Low |
95.77 |
95.71 |
-0.06 |
-0.1% |
95.77 |
Close |
96.05 |
96.73 |
0.68 |
0.7% |
96.05 |
Range |
1.17 |
1.28 |
0.11 |
9.4% |
2.18 |
ATR |
1.13 |
1.14 |
0.01 |
0.9% |
0.00 |
Volume |
19,020 |
13,395 |
-5,625 |
-29.6% |
97,763 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.32 |
99.80 |
97.43 |
|
R3 |
99.04 |
98.52 |
97.08 |
|
R2 |
97.76 |
97.76 |
96.96 |
|
R1 |
97.24 |
97.24 |
96.85 |
97.50 |
PP |
96.48 |
96.48 |
96.48 |
96.61 |
S1 |
95.96 |
95.96 |
96.61 |
96.22 |
S2 |
95.20 |
95.20 |
96.50 |
|
S3 |
93.92 |
94.68 |
96.38 |
|
S4 |
92.64 |
93.40 |
96.03 |
|
|
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 |
95.71 |
2.24 |
2.3% |
1.10 |
1.1% |
46% |
False |
True |
18,997 |
10 |
97.95 |
94.00 |
3.95 |
4.1% |
1.04 |
1.1% |
69% |
False |
False |
20,230 |
20 |
97.95 |
92.38 |
5.57 |
5.8% |
1.14 |
1.2% |
78% |
False |
False |
14,452 |
40 |
98.50 |
92.38 |
6.12 |
6.3% |
1.10 |
1.1% |
71% |
False |
False |
13,021 |
60 |
100.11 |
92.38 |
7.73 |
8.0% |
1.10 |
1.1% |
56% |
False |
False |
10,722 |
80 |
101.55 |
92.38 |
9.17 |
9.5% |
1.04 |
1.1% |
47% |
False |
False |
8,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.43 |
2.618 |
100.34 |
1.618 |
99.06 |
1.000 |
98.27 |
0.618 |
97.78 |
HIGH |
96.99 |
0.618 |
96.50 |
0.500 |
96.35 |
0.382 |
96.20 |
LOW |
95.71 |
0.618 |
94.92 |
1.000 |
94.43 |
1.618 |
93.64 |
2.618 |
92.36 |
4.250 |
90.27 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.60 |
96.69 |
PP |
96.48 |
96.64 |
S1 |
96.35 |
96.60 |
|