NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
95.50 |
95.99 |
0.49 |
0.5% |
94.22 |
High |
96.30 |
96.73 |
0.43 |
0.4% |
94.70 |
Low |
95.31 |
95.99 |
0.68 |
0.7% |
92.21 |
Close |
96.14 |
96.33 |
0.19 |
0.2% |
93.12 |
Range |
0.99 |
0.74 |
-0.25 |
-25.3% |
2.49 |
ATR |
1.31 |
1.27 |
-0.04 |
-3.1% |
0.00 |
Volume |
71,121 |
73,904 |
2,783 |
3.9% |
123,522 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.57 |
98.19 |
96.74 |
|
R3 |
97.83 |
97.45 |
96.53 |
|
R2 |
97.09 |
97.09 |
96.47 |
|
R1 |
96.71 |
96.71 |
96.40 |
96.90 |
PP |
96.35 |
96.35 |
96.35 |
96.45 |
S1 |
95.97 |
95.97 |
96.26 |
96.16 |
S2 |
95.61 |
95.61 |
96.19 |
|
S3 |
94.87 |
95.23 |
96.13 |
|
S4 |
94.13 |
94.49 |
95.92 |
|
|
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 |
96.73 |
92.65 |
4.08 |
4.2% |
1.25 |
1.3% |
90% |
True |
False |
44,298 |
10 |
96.73 |
92.21 |
4.52 |
4.7% |
1.32 |
1.4% |
91% |
True |
False |
38,325 |
20 |
96.73 |
92.21 |
4.52 |
4.7% |
1.24 |
1.3% |
91% |
True |
False |
36,611 |
40 |
99.46 |
92.21 |
7.25 |
7.5% |
1.26 |
1.3% |
57% |
False |
False |
35,703 |
60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.29 |
1.3% |
57% |
False |
False |
30,845 |
80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
49% |
False |
False |
28,343 |
100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.25 |
1.3% |
49% |
False |
False |
26,255 |
120 |
100.65 |
88.11 |
12.54 |
13.0% |
1.25 |
1.3% |
66% |
False |
False |
25,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.88 |
2.618 |
98.67 |
1.618 |
97.93 |
1.000 |
97.47 |
0.618 |
97.19 |
HIGH |
96.73 |
0.618 |
96.45 |
0.500 |
96.36 |
0.382 |
96.27 |
LOW |
95.99 |
0.618 |
95.53 |
1.000 |
95.25 |
1.618 |
94.79 |
2.618 |
94.05 |
4.250 |
92.85 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.36 |
95.94 |
PP |
96.35 |
95.56 |
S1 |
96.34 |
95.17 |
|