NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.46 |
96.48 |
0.02 |
0.0% |
97.35 |
| High |
96.87 |
97.82 |
0.95 |
1.0% |
97.95 |
| Low |
96.23 |
96.47 |
0.24 |
0.2% |
95.77 |
| Close |
96.72 |
97.62 |
0.90 |
0.9% |
96.05 |
| Range |
0.64 |
1.35 |
0.71 |
110.9% |
2.18 |
| ATR |
1.08 |
1.10 |
0.02 |
1.7% |
0.00 |
| Volume |
10,366 |
18,713 |
8,347 |
80.5% |
97,763 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.35 |
100.84 |
98.36 |
|
| R3 |
100.00 |
99.49 |
97.99 |
|
| R2 |
98.65 |
98.65 |
97.87 |
|
| R1 |
98.14 |
98.14 |
97.74 |
98.40 |
| PP |
97.30 |
97.30 |
97.30 |
97.43 |
| S1 |
96.79 |
96.79 |
97.50 |
97.05 |
| S2 |
95.95 |
95.95 |
97.37 |
|
| S3 |
94.60 |
95.44 |
97.25 |
|
| S4 |
93.25 |
94.09 |
96.88 |
|
|
| 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 |
97.82 |
95.71 |
2.11 |
2.2% |
1.05 |
1.1% |
91% |
True |
False |
14,194 |
| 10 |
97.95 |
95.71 |
2.24 |
2.3% |
0.97 |
1.0% |
85% |
False |
False |
16,651 |
| 20 |
97.95 |
92.38 |
5.57 |
5.7% |
1.14 |
1.2% |
94% |
False |
False |
15,097 |
| 40 |
97.95 |
92.38 |
5.57 |
5.7% |
1.07 |
1.1% |
94% |
False |
False |
13,277 |
| 60 |
100.11 |
92.38 |
7.73 |
7.9% |
1.10 |
1.1% |
68% |
False |
False |
11,187 |
| 80 |
101.55 |
92.38 |
9.17 |
9.4% |
1.06 |
1.1% |
57% |
False |
False |
9,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.56 |
|
2.618 |
101.35 |
|
1.618 |
100.00 |
|
1.000 |
99.17 |
|
0.618 |
98.65 |
|
HIGH |
97.82 |
|
0.618 |
97.30 |
|
0.500 |
97.15 |
|
0.382 |
96.99 |
|
LOW |
96.47 |
|
0.618 |
95.64 |
|
1.000 |
95.12 |
|
1.618 |
94.29 |
|
2.618 |
92.94 |
|
4.250 |
90.73 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.46 |
97.41 |
| PP |
97.30 |
97.20 |
| S1 |
97.15 |
96.99 |
|