NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.43 |
96.70 |
0.27 |
0.3% |
93.23 |
High |
97.06 |
96.88 |
-0.18 |
-0.2% |
97.06 |
Low |
96.23 |
96.05 |
-0.18 |
-0.2% |
92.95 |
Close |
96.65 |
96.32 |
-0.33 |
-0.3% |
96.65 |
Range |
0.83 |
0.83 |
0.00 |
0.0% |
4.11 |
ATR |
1.24 |
1.21 |
-0.03 |
-2.4% |
0.00 |
Volume |
41,567 |
33,053 |
-8,514 |
-20.5% |
233,377 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.91 |
98.44 |
96.78 |
|
R3 |
98.08 |
97.61 |
96.55 |
|
R2 |
97.25 |
97.25 |
96.47 |
|
R1 |
96.78 |
96.78 |
96.40 |
96.60 |
PP |
96.42 |
96.42 |
96.42 |
96.33 |
S1 |
95.95 |
95.95 |
96.24 |
95.77 |
S2 |
95.59 |
95.59 |
96.17 |
|
S3 |
94.76 |
95.12 |
96.09 |
|
S4 |
93.93 |
94.29 |
95.86 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.88 |
106.38 |
98.91 |
|
R3 |
103.77 |
102.27 |
97.78 |
|
R2 |
99.66 |
99.66 |
97.40 |
|
R1 |
98.16 |
98.16 |
97.03 |
98.91 |
PP |
95.55 |
95.55 |
95.55 |
95.93 |
S1 |
94.05 |
94.05 |
96.27 |
94.80 |
S2 |
91.44 |
91.44 |
95.90 |
|
S3 |
87.33 |
89.94 |
95.52 |
|
S4 |
83.22 |
85.83 |
94.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.06 |
93.61 |
3.45 |
3.6% |
1.06 |
1.1% |
79% |
False |
False |
50,746 |
10 |
97.06 |
92.21 |
4.85 |
5.0% |
1.20 |
1.2% |
85% |
False |
False |
38,995 |
20 |
97.06 |
92.21 |
4.85 |
5.0% |
1.22 |
1.3% |
85% |
False |
False |
36,693 |
40 |
99.46 |
92.21 |
7.25 |
7.5% |
1.22 |
1.3% |
57% |
False |
False |
36,185 |
60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.28 |
1.3% |
57% |
False |
False |
31,480 |
80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
49% |
False |
False |
28,867 |
100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.25 |
1.3% |
49% |
False |
False |
26,522 |
120 |
100.65 |
88.11 |
12.54 |
13.0% |
1.24 |
1.3% |
65% |
False |
False |
26,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.41 |
2.618 |
99.05 |
1.618 |
98.22 |
1.000 |
97.71 |
0.618 |
97.39 |
HIGH |
96.88 |
0.618 |
96.56 |
0.500 |
96.47 |
0.382 |
96.37 |
LOW |
96.05 |
0.618 |
95.54 |
1.000 |
95.22 |
1.618 |
94.71 |
2.618 |
93.88 |
4.250 |
92.52 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.47 |
96.53 |
PP |
96.42 |
96.46 |
S1 |
96.37 |
96.39 |
|