NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
99.02 |
98.70 |
-0.32 |
-0.3% |
97.86 |
High |
99.40 |
98.74 |
-0.66 |
-0.7% |
99.53 |
Low |
98.43 |
97.68 |
-0.75 |
-0.8% |
97.44 |
Close |
98.66 |
97.99 |
-0.67 |
-0.7% |
99.18 |
Range |
0.97 |
1.06 |
0.09 |
9.3% |
2.09 |
ATR |
0.99 |
1.00 |
0.00 |
0.5% |
0.00 |
Volume |
16,152 |
15,835 |
-317 |
-2.0% |
44,564 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.32 |
100.71 |
98.57 |
|
R3 |
100.26 |
99.65 |
98.28 |
|
R2 |
99.20 |
99.20 |
98.18 |
|
R1 |
98.59 |
98.59 |
98.09 |
98.37 |
PP |
98.14 |
98.14 |
98.14 |
98.02 |
S1 |
97.53 |
97.53 |
97.89 |
97.31 |
S2 |
97.08 |
97.08 |
97.80 |
|
S3 |
96.02 |
96.47 |
97.70 |
|
S4 |
94.96 |
95.41 |
97.41 |
|
|
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% |
0.89 |
0.9% |
26% |
False |
False |
11,855 |
10 |
99.53 |
96.15 |
3.38 |
3.4% |
0.85 |
0.9% |
54% |
False |
False |
13,885 |
20 |
99.53 |
94.00 |
5.53 |
5.6% |
0.95 |
1.0% |
72% |
False |
False |
17,057 |
40 |
99.53 |
92.38 |
7.15 |
7.3% |
1.06 |
1.1% |
78% |
False |
False |
14,066 |
60 |
100.11 |
92.38 |
7.73 |
7.9% |
1.07 |
1.1% |
73% |
False |
False |
12,424 |
80 |
100.11 |
92.38 |
7.73 |
7.9% |
1.06 |
1.1% |
73% |
False |
False |
10,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.25 |
2.618 |
101.52 |
1.618 |
100.46 |
1.000 |
99.80 |
0.618 |
99.40 |
HIGH |
98.74 |
0.618 |
98.34 |
0.500 |
98.21 |
0.382 |
98.08 |
LOW |
97.68 |
0.618 |
97.02 |
1.000 |
96.62 |
1.618 |
95.96 |
2.618 |
94.90 |
4.250 |
93.18 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.21 |
98.61 |
PP |
98.14 |
98.40 |
S1 |
98.06 |
98.20 |
|