NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.51 |
99.02 |
0.51 |
0.5% |
97.86 |
High |
99.53 |
99.40 |
-0.13 |
-0.1% |
99.53 |
Low |
98.51 |
98.43 |
-0.08 |
-0.1% |
97.44 |
Close |
99.18 |
98.66 |
-0.52 |
-0.5% |
99.18 |
Range |
1.02 |
0.97 |
-0.05 |
-4.9% |
2.09 |
ATR |
0.99 |
0.99 |
0.00 |
-0.2% |
0.00 |
Volume |
5,406 |
16,152 |
10,746 |
198.8% |
44,564 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.74 |
101.17 |
99.19 |
|
R3 |
100.77 |
100.20 |
98.93 |
|
R2 |
99.80 |
99.80 |
98.84 |
|
R1 |
99.23 |
99.23 |
98.75 |
99.03 |
PP |
98.83 |
98.83 |
98.83 |
98.73 |
S1 |
98.26 |
98.26 |
98.57 |
98.06 |
S2 |
97.86 |
97.86 |
98.48 |
|
S3 |
96.89 |
97.29 |
98.39 |
|
S4 |
95.92 |
96.32 |
98.13 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.99 |
104.17 |
100.33 |
|
R3 |
102.90 |
102.08 |
99.75 |
|
R2 |
100.81 |
100.81 |
99.56 |
|
R1 |
99.99 |
99.99 |
99.37 |
100.40 |
PP |
98.72 |
98.72 |
98.72 |
98.92 |
S1 |
97.90 |
97.90 |
98.99 |
98.31 |
S2 |
96.63 |
96.63 |
98.80 |
|
S3 |
94.54 |
95.81 |
98.61 |
|
S4 |
92.45 |
93.72 |
98.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.53 |
97.44 |
2.09 |
2.1% |
0.77 |
0.8% |
58% |
False |
False |
12,143 |
10 |
99.53 |
95.71 |
3.82 |
3.9% |
0.87 |
0.9% |
77% |
False |
False |
13,641 |
20 |
99.53 |
93.17 |
6.36 |
6.4% |
0.96 |
1.0% |
86% |
False |
False |
16,453 |
40 |
99.53 |
92.38 |
7.15 |
7.2% |
1.07 |
1.1% |
88% |
False |
False |
14,010 |
60 |
100.11 |
92.38 |
7.73 |
7.8% |
1.06 |
1.1% |
81% |
False |
False |
12,225 |
80 |
100.38 |
92.38 |
8.00 |
8.1% |
1.06 |
1.1% |
79% |
False |
False |
10,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.52 |
2.618 |
101.94 |
1.618 |
100.97 |
1.000 |
100.37 |
0.618 |
100.00 |
HIGH |
99.40 |
0.618 |
99.03 |
0.500 |
98.92 |
0.382 |
98.80 |
LOW |
98.43 |
0.618 |
97.83 |
1.000 |
97.46 |
1.618 |
96.86 |
2.618 |
95.89 |
4.250 |
94.31 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.92 |
98.85 |
PP |
98.83 |
98.79 |
S1 |
98.75 |
98.72 |
|