NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.70 |
96.28 |
-0.42 |
-0.4% |
93.23 |
High |
96.88 |
97.32 |
0.44 |
0.5% |
97.06 |
Low |
96.05 |
96.28 |
0.23 |
0.2% |
92.95 |
Close |
96.32 |
97.03 |
0.71 |
0.7% |
96.65 |
Range |
0.83 |
1.04 |
0.21 |
25.3% |
4.11 |
ATR |
1.21 |
1.20 |
-0.01 |
-1.0% |
0.00 |
Volume |
33,053 |
33,293 |
240 |
0.7% |
233,377 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.00 |
99.55 |
97.60 |
|
R3 |
98.96 |
98.51 |
97.32 |
|
R2 |
97.92 |
97.92 |
97.22 |
|
R1 |
97.47 |
97.47 |
97.13 |
97.70 |
PP |
96.88 |
96.88 |
96.88 |
96.99 |
S1 |
96.43 |
96.43 |
96.93 |
96.66 |
S2 |
95.84 |
95.84 |
96.84 |
|
S3 |
94.80 |
95.39 |
96.74 |
|
S4 |
93.76 |
94.35 |
96.46 |
|
|
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 |
97.32 |
95.31 |
2.01 |
2.1% |
0.89 |
0.9% |
86% |
True |
False |
50,587 |
10 |
97.32 |
92.21 |
5.11 |
5.3% |
1.16 |
1.2% |
94% |
True |
False |
38,870 |
20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.23 |
1.3% |
94% |
True |
False |
37,162 |
40 |
99.46 |
92.21 |
7.25 |
7.5% |
1.22 |
1.3% |
66% |
False |
False |
36,252 |
60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.28 |
1.3% |
66% |
False |
False |
31,836 |
80 |
100.65 |
92.21 |
8.44 |
8.7% |
1.28 |
1.3% |
57% |
False |
False |
29,057 |
100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.24 |
1.3% |
57% |
False |
False |
26,560 |
120 |
100.65 |
88.11 |
12.54 |
12.9% |
1.23 |
1.3% |
71% |
False |
False |
26,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.74 |
2.618 |
100.04 |
1.618 |
99.00 |
1.000 |
98.36 |
0.618 |
97.96 |
HIGH |
97.32 |
0.618 |
96.92 |
0.500 |
96.80 |
0.382 |
96.68 |
LOW |
96.28 |
0.618 |
95.64 |
1.000 |
95.24 |
1.618 |
94.60 |
2.618 |
93.56 |
4.250 |
91.86 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.95 |
96.92 |
PP |
96.88 |
96.80 |
S1 |
96.80 |
96.69 |
|