NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
93.23 |
94.12 |
0.89 |
1.0% |
94.22 |
High |
94.19 |
95.50 |
1.31 |
1.4% |
94.70 |
Low |
92.95 |
93.61 |
0.66 |
0.7% |
92.21 |
Close |
93.86 |
95.15 |
1.29 |
1.4% |
93.12 |
Range |
1.24 |
1.89 |
0.65 |
52.4% |
2.49 |
ATR |
1.28 |
1.33 |
0.04 |
3.4% |
0.00 |
Volume |
12,696 |
34,089 |
21,393 |
168.5% |
123,522 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.42 |
99.68 |
96.19 |
|
R3 |
98.53 |
97.79 |
95.67 |
|
R2 |
96.64 |
96.64 |
95.50 |
|
R1 |
95.90 |
95.90 |
95.32 |
96.27 |
PP |
94.75 |
94.75 |
94.75 |
94.94 |
S1 |
94.01 |
94.01 |
94.98 |
94.38 |
S2 |
92.86 |
92.86 |
94.80 |
|
S3 |
90.97 |
92.12 |
94.63 |
|
S4 |
89.08 |
90.23 |
94.11 |
|
|
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 |
95.50 |
92.21 |
3.29 |
3.5% |
1.43 |
1.5% |
89% |
True |
False |
27,153 |
10 |
95.50 |
92.21 |
3.29 |
3.5% |
1.31 |
1.4% |
89% |
True |
False |
29,104 |
20 |
95.50 |
92.21 |
3.29 |
3.5% |
1.28 |
1.3% |
89% |
True |
False |
32,418 |
40 |
99.46 |
92.21 |
7.25 |
7.6% |
1.28 |
1.3% |
41% |
False |
False |
33,301 |
60 |
99.46 |
92.21 |
7.25 |
7.6% |
1.31 |
1.4% |
41% |
False |
False |
29,120 |
80 |
100.65 |
92.21 |
8.44 |
8.9% |
1.28 |
1.3% |
35% |
False |
False |
26,928 |
100 |
100.65 |
92.21 |
8.44 |
8.9% |
1.25 |
1.3% |
35% |
False |
False |
25,247 |
120 |
100.65 |
88.11 |
12.54 |
13.2% |
1.25 |
1.3% |
56% |
False |
False |
24,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.53 |
2.618 |
100.45 |
1.618 |
98.56 |
1.000 |
97.39 |
0.618 |
96.67 |
HIGH |
95.50 |
0.618 |
94.78 |
0.500 |
94.56 |
0.382 |
94.33 |
LOW |
93.61 |
0.618 |
92.44 |
1.000 |
91.72 |
1.618 |
90.55 |
2.618 |
88.66 |
4.250 |
85.58 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
94.95 |
94.79 |
PP |
94.75 |
94.43 |
S1 |
94.56 |
94.08 |
|