NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.36 |
96.26 |
-0.10 |
-0.1% |
96.70 |
High |
96.89 |
96.28 |
-0.61 |
-0.6% |
97.32 |
Low |
95.99 |
95.11 |
-0.88 |
-0.9% |
95.11 |
Close |
96.32 |
95.39 |
-0.93 |
-1.0% |
95.39 |
Range |
0.90 |
1.17 |
0.27 |
30.0% |
2.21 |
ATR |
1.17 |
1.17 |
0.00 |
0.3% |
0.00 |
Volume |
40,665 |
26,493 |
-14,172 |
-34.9% |
181,194 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.10 |
98.42 |
96.03 |
|
R3 |
97.93 |
97.25 |
95.71 |
|
R2 |
96.76 |
96.76 |
95.60 |
|
R1 |
96.08 |
96.08 |
95.50 |
95.84 |
PP |
95.59 |
95.59 |
95.59 |
95.47 |
S1 |
94.91 |
94.91 |
95.28 |
94.67 |
S2 |
94.42 |
94.42 |
95.18 |
|
S3 |
93.25 |
93.74 |
95.07 |
|
S4 |
92.08 |
92.57 |
94.75 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.57 |
101.19 |
96.61 |
|
R3 |
100.36 |
98.98 |
96.00 |
|
R2 |
98.15 |
98.15 |
95.80 |
|
R1 |
96.77 |
96.77 |
95.59 |
96.36 |
PP |
95.94 |
95.94 |
95.94 |
95.73 |
S1 |
94.56 |
94.56 |
95.19 |
94.15 |
S2 |
93.73 |
93.73 |
94.98 |
|
S3 |
91.52 |
92.35 |
94.78 |
|
S4 |
89.31 |
90.14 |
94.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.32 |
95.11 |
2.21 |
2.3% |
0.99 |
1.0% |
13% |
False |
True |
36,238 |
10 |
97.32 |
92.95 |
4.37 |
4.6% |
1.06 |
1.1% |
56% |
False |
False |
41,457 |
20 |
97.32 |
92.21 |
5.11 |
5.4% |
1.14 |
1.2% |
62% |
False |
False |
37,201 |
40 |
98.32 |
92.21 |
6.11 |
6.4% |
1.18 |
1.2% |
52% |
False |
False |
36,851 |
60 |
99.46 |
92.21 |
7.25 |
7.6% |
1.23 |
1.3% |
44% |
False |
False |
32,472 |
80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
38% |
False |
False |
29,728 |
100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.24 |
1.3% |
38% |
False |
False |
26,988 |
120 |
100.65 |
88.85 |
11.80 |
12.4% |
1.21 |
1.3% |
55% |
False |
False |
26,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.25 |
2.618 |
99.34 |
1.618 |
98.17 |
1.000 |
97.45 |
0.618 |
97.00 |
HIGH |
96.28 |
0.618 |
95.83 |
0.500 |
95.70 |
0.382 |
95.56 |
LOW |
95.11 |
0.618 |
94.39 |
1.000 |
93.94 |
1.618 |
93.22 |
2.618 |
92.05 |
4.250 |
90.14 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.70 |
96.05 |
PP |
95.59 |
95.83 |
S1 |
95.49 |
95.61 |
|