NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.56 |
96.46 |
-0.10 |
-0.1% |
97.35 |
High |
96.95 |
96.87 |
-0.08 |
-0.1% |
97.95 |
Low |
96.15 |
96.23 |
0.08 |
0.1% |
95.77 |
Close |
96.34 |
96.72 |
0.38 |
0.4% |
96.05 |
Range |
0.80 |
0.64 |
-0.16 |
-20.0% |
2.18 |
ATR |
1.12 |
1.08 |
-0.03 |
-3.1% |
0.00 |
Volume |
9,480 |
10,366 |
886 |
9.3% |
97,763 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.53 |
98.26 |
97.07 |
|
R3 |
97.89 |
97.62 |
96.90 |
|
R2 |
97.25 |
97.25 |
96.84 |
|
R1 |
96.98 |
96.98 |
96.78 |
97.12 |
PP |
96.61 |
96.61 |
96.61 |
96.67 |
S1 |
96.34 |
96.34 |
96.66 |
96.48 |
S2 |
95.97 |
95.97 |
96.60 |
|
S3 |
95.33 |
95.70 |
96.54 |
|
S4 |
94.69 |
95.06 |
96.37 |
|
|
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 |
97.49 |
95.71 |
1.78 |
1.8% |
0.94 |
1.0% |
57% |
False |
False |
14,784 |
10 |
97.95 |
95.71 |
2.24 |
2.3% |
0.90 |
0.9% |
45% |
False |
False |
17,716 |
20 |
97.95 |
92.38 |
5.57 |
5.8% |
1.12 |
1.2% |
78% |
False |
False |
14,567 |
40 |
97.95 |
92.38 |
5.57 |
5.8% |
1.08 |
1.1% |
78% |
False |
False |
13,162 |
60 |
100.11 |
92.38 |
7.73 |
8.0% |
1.10 |
1.1% |
56% |
False |
False |
10,934 |
80 |
101.55 |
92.38 |
9.17 |
9.5% |
1.05 |
1.1% |
47% |
False |
False |
9,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.59 |
2.618 |
98.55 |
1.618 |
97.91 |
1.000 |
97.51 |
0.618 |
97.27 |
HIGH |
96.87 |
0.618 |
96.63 |
0.500 |
96.55 |
0.382 |
96.47 |
LOW |
96.23 |
0.618 |
95.83 |
1.000 |
95.59 |
1.618 |
95.19 |
2.618 |
94.55 |
4.250 |
93.51 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.66 |
96.60 |
PP |
96.61 |
96.47 |
S1 |
96.55 |
96.35 |
|