NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.86 |
97.45 |
-0.41 |
-0.4% |
96.18 |
High |
97.95 |
98.34 |
0.39 |
0.4% |
97.93 |
Low |
97.47 |
97.44 |
-0.03 |
0.0% |
95.71 |
Close |
97.71 |
98.31 |
0.60 |
0.6% |
97.91 |
Range |
0.48 |
0.90 |
0.42 |
87.5% |
2.22 |
ATR |
1.04 |
1.03 |
-0.01 |
-0.9% |
0.00 |
Volume |
17,272 |
13,359 |
-3,913 |
-22.7% |
75,698 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.73 |
100.42 |
98.81 |
|
R3 |
99.83 |
99.52 |
98.56 |
|
R2 |
98.93 |
98.93 |
98.48 |
|
R1 |
98.62 |
98.62 |
98.39 |
98.78 |
PP |
98.03 |
98.03 |
98.03 |
98.11 |
S1 |
97.72 |
97.72 |
98.23 |
97.88 |
S2 |
97.13 |
97.13 |
98.15 |
|
S3 |
96.23 |
96.82 |
98.06 |
|
S4 |
95.33 |
95.92 |
97.82 |
|
|
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 |
98.34 |
96.23 |
2.11 |
2.1% |
0.83 |
0.8% |
99% |
True |
False |
16,690 |
10 |
98.34 |
95.71 |
2.63 |
2.7% |
0.93 |
0.9% |
99% |
True |
False |
16,928 |
20 |
98.34 |
92.38 |
5.96 |
6.1% |
1.04 |
1.1% |
99% |
True |
False |
16,347 |
40 |
98.34 |
92.38 |
5.96 |
6.1% |
1.05 |
1.1% |
99% |
True |
False |
13,925 |
60 |
100.11 |
92.38 |
7.73 |
7.9% |
1.08 |
1.1% |
77% |
False |
False |
11,922 |
80 |
100.38 |
92.38 |
8.00 |
8.1% |
1.05 |
1.1% |
74% |
False |
False |
9,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.17 |
2.618 |
100.70 |
1.618 |
99.80 |
1.000 |
99.24 |
0.618 |
98.90 |
HIGH |
98.34 |
0.618 |
98.00 |
0.500 |
97.89 |
0.382 |
97.78 |
LOW |
97.44 |
0.618 |
96.88 |
1.000 |
96.54 |
1.618 |
95.98 |
2.618 |
95.08 |
4.250 |
93.62 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.17 |
98.12 |
PP |
98.03 |
97.93 |
S1 |
97.89 |
97.75 |
|