NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.18 |
96.56 |
0.38 |
0.4% |
97.35 |
High |
96.99 |
96.95 |
-0.04 |
0.0% |
97.95 |
Low |
95.71 |
96.15 |
0.44 |
0.5% |
95.77 |
Close |
96.73 |
96.34 |
-0.39 |
-0.4% |
96.05 |
Range |
1.28 |
0.80 |
-0.48 |
-37.5% |
2.18 |
ATR |
1.14 |
1.12 |
-0.02 |
-2.1% |
0.00 |
Volume |
13,395 |
9,480 |
-3,915 |
-29.2% |
97,763 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.88 |
98.41 |
96.78 |
|
R3 |
98.08 |
97.61 |
96.56 |
|
R2 |
97.28 |
97.28 |
96.49 |
|
R1 |
96.81 |
96.81 |
96.41 |
96.65 |
PP |
96.48 |
96.48 |
96.48 |
96.40 |
S1 |
96.01 |
96.01 |
96.27 |
95.85 |
S2 |
95.68 |
95.68 |
96.19 |
|
S3 |
94.88 |
95.21 |
96.12 |
|
S4 |
94.08 |
94.41 |
95.90 |
|
|
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 |
97.68 |
95.71 |
1.97 |
2.0% |
1.04 |
1.1% |
32% |
False |
False |
17,165 |
10 |
97.95 |
95.71 |
2.24 |
2.3% |
0.93 |
1.0% |
28% |
False |
False |
19,367 |
20 |
97.95 |
92.38 |
5.57 |
5.8% |
1.12 |
1.2% |
71% |
False |
False |
14,506 |
40 |
98.12 |
92.38 |
5.74 |
6.0% |
1.10 |
1.1% |
69% |
False |
False |
13,119 |
60 |
100.11 |
92.38 |
7.73 |
8.0% |
1.10 |
1.1% |
51% |
False |
False |
10,825 |
80 |
101.55 |
92.38 |
9.17 |
9.5% |
1.04 |
1.1% |
43% |
False |
False |
9,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.35 |
2.618 |
99.04 |
1.618 |
98.24 |
1.000 |
97.75 |
0.618 |
97.44 |
HIGH |
96.95 |
0.618 |
96.64 |
0.500 |
96.55 |
0.382 |
96.46 |
LOW |
96.15 |
0.618 |
95.66 |
1.000 |
95.35 |
1.618 |
94.86 |
2.618 |
94.06 |
4.250 |
92.75 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.55 |
96.35 |
PP |
96.48 |
96.35 |
S1 |
96.41 |
96.34 |
|