NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.44 |
97.86 |
0.42 |
0.4% |
96.18 |
High |
97.93 |
97.95 |
0.02 |
0.0% |
97.93 |
Low |
97.15 |
97.47 |
0.32 |
0.3% |
95.71 |
Close |
97.91 |
97.71 |
-0.20 |
-0.2% |
97.91 |
Range |
0.78 |
0.48 |
-0.30 |
-38.5% |
2.22 |
ATR |
1.08 |
1.04 |
-0.04 |
-4.0% |
0.00 |
Volume |
23,744 |
17,272 |
-6,472 |
-27.3% |
75,698 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.15 |
98.91 |
97.97 |
|
R3 |
98.67 |
98.43 |
97.84 |
|
R2 |
98.19 |
98.19 |
97.80 |
|
R1 |
97.95 |
97.95 |
97.75 |
97.83 |
PP |
97.71 |
97.71 |
97.71 |
97.65 |
S1 |
97.47 |
97.47 |
97.67 |
97.35 |
S2 |
97.23 |
97.23 |
97.62 |
|
S3 |
96.75 |
96.99 |
97.58 |
|
S4 |
96.27 |
96.51 |
97.45 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.84 |
103.10 |
99.13 |
|
R3 |
101.62 |
100.88 |
98.52 |
|
R2 |
99.40 |
99.40 |
98.32 |
|
R1 |
98.66 |
98.66 |
98.11 |
99.03 |
PP |
97.18 |
97.18 |
97.18 |
97.37 |
S1 |
96.44 |
96.44 |
97.71 |
96.81 |
S2 |
94.96 |
94.96 |
97.50 |
|
S3 |
92.74 |
94.22 |
97.30 |
|
S4 |
90.52 |
92.00 |
96.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.95 |
96.15 |
1.80 |
1.8% |
0.81 |
0.8% |
87% |
True |
False |
15,915 |
10 |
97.95 |
95.71 |
2.24 |
2.3% |
0.96 |
1.0% |
89% |
True |
False |
17,456 |
20 |
97.95 |
92.38 |
5.57 |
5.7% |
1.06 |
1.1% |
96% |
True |
False |
16,176 |
40 |
97.95 |
92.38 |
5.57 |
5.7% |
1.06 |
1.1% |
96% |
True |
False |
13,731 |
60 |
100.11 |
92.38 |
7.73 |
7.9% |
1.09 |
1.1% |
69% |
False |
False |
11,762 |
80 |
100.38 |
92.38 |
8.00 |
8.2% |
1.05 |
1.1% |
67% |
False |
False |
9,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.99 |
2.618 |
99.21 |
1.618 |
98.73 |
1.000 |
98.43 |
0.618 |
98.25 |
HIGH |
97.95 |
0.618 |
97.77 |
0.500 |
97.71 |
0.382 |
97.65 |
LOW |
97.47 |
0.618 |
97.17 |
1.000 |
96.99 |
1.618 |
96.69 |
2.618 |
96.21 |
4.250 |
95.43 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.71 |
97.54 |
PP |
97.71 |
97.38 |
S1 |
97.71 |
97.21 |
|