NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
92.79 |
93.23 |
0.44 |
0.5% |
94.22 |
High |
94.05 |
94.19 |
0.14 |
0.1% |
94.70 |
Low |
92.65 |
92.95 |
0.30 |
0.3% |
92.21 |
Close |
93.12 |
93.86 |
0.74 |
0.8% |
93.12 |
Range |
1.40 |
1.24 |
-0.16 |
-11.4% |
2.49 |
ATR |
1.29 |
1.28 |
0.00 |
-0.3% |
0.00 |
Volume |
29,682 |
12,696 |
-16,986 |
-57.2% |
123,522 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.39 |
96.86 |
94.54 |
|
R3 |
96.15 |
95.62 |
94.20 |
|
R2 |
94.91 |
94.91 |
94.09 |
|
R1 |
94.38 |
94.38 |
93.97 |
94.65 |
PP |
93.67 |
93.67 |
93.67 |
93.80 |
S1 |
93.14 |
93.14 |
93.75 |
93.41 |
S2 |
92.43 |
92.43 |
93.63 |
|
S3 |
91.19 |
91.90 |
93.52 |
|
S4 |
89.95 |
90.66 |
93.18 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.81 |
99.46 |
94.49 |
|
R3 |
98.32 |
96.97 |
93.80 |
|
R2 |
95.83 |
95.83 |
93.58 |
|
R1 |
94.48 |
94.48 |
93.35 |
93.91 |
PP |
93.34 |
93.34 |
93.34 |
93.06 |
S1 |
91.99 |
91.99 |
92.89 |
91.42 |
S2 |
90.85 |
90.85 |
92.66 |
|
S3 |
88.36 |
89.50 |
92.44 |
|
S4 |
85.87 |
87.01 |
91.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.70 |
92.21 |
2.49 |
2.7% |
1.35 |
1.4% |
66% |
False |
False |
27,243 |
10 |
95.20 |
92.21 |
2.99 |
3.2% |
1.26 |
1.3% |
55% |
False |
False |
27,823 |
20 |
95.20 |
92.21 |
2.99 |
3.2% |
1.23 |
1.3% |
55% |
False |
False |
32,683 |
40 |
99.46 |
92.21 |
7.25 |
7.7% |
1.28 |
1.4% |
23% |
False |
False |
32,851 |
60 |
99.46 |
92.21 |
7.25 |
7.7% |
1.30 |
1.4% |
23% |
False |
False |
28,959 |
80 |
100.65 |
92.21 |
8.44 |
9.0% |
1.27 |
1.4% |
20% |
False |
False |
26,687 |
100 |
100.65 |
92.21 |
8.44 |
9.0% |
1.24 |
1.3% |
20% |
False |
False |
25,275 |
120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.25 |
1.3% |
46% |
False |
False |
24,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.46 |
2.618 |
97.44 |
1.618 |
96.20 |
1.000 |
95.43 |
0.618 |
94.96 |
HIGH |
94.19 |
0.618 |
93.72 |
0.500 |
93.57 |
0.382 |
93.42 |
LOW |
92.95 |
0.618 |
92.18 |
1.000 |
91.71 |
1.618 |
90.94 |
2.618 |
89.70 |
4.250 |
87.68 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
93.76 |
93.64 |
PP |
93.67 |
93.42 |
S1 |
93.57 |
93.20 |
|