NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
95.41 |
95.85 |
0.44 |
0.5% |
96.70 |
High |
96.33 |
96.25 |
-0.08 |
-0.1% |
97.32 |
Low |
95.10 |
95.40 |
0.30 |
0.3% |
95.11 |
Close |
96.02 |
95.61 |
-0.41 |
-0.4% |
95.39 |
Range |
1.23 |
0.85 |
-0.38 |
-30.9% |
2.21 |
ATR |
1.18 |
1.15 |
-0.02 |
-2.0% |
0.00 |
Volume |
32,698 |
18,976 |
-13,722 |
-42.0% |
181,194 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.30 |
97.81 |
96.08 |
|
R3 |
97.45 |
96.96 |
95.84 |
|
R2 |
96.60 |
96.60 |
95.77 |
|
R1 |
96.11 |
96.11 |
95.69 |
95.93 |
PP |
95.75 |
95.75 |
95.75 |
95.67 |
S1 |
95.26 |
95.26 |
95.53 |
95.08 |
S2 |
94.90 |
94.90 |
95.45 |
|
S3 |
94.05 |
94.41 |
95.38 |
|
S4 |
93.20 |
93.56 |
95.14 |
|
|
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 |
96.98 |
95.10 |
1.88 |
2.0% |
1.03 |
1.1% |
27% |
False |
False |
33,304 |
10 |
97.32 |
95.10 |
2.22 |
2.3% |
0.96 |
1.0% |
23% |
False |
False |
41,946 |
20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.14 |
1.2% |
67% |
False |
False |
35,525 |
40 |
97.50 |
92.21 |
5.29 |
5.5% |
1.17 |
1.2% |
64% |
False |
False |
36,256 |
60 |
99.46 |
92.21 |
7.25 |
7.6% |
1.22 |
1.3% |
47% |
False |
False |
32,607 |
80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
40% |
False |
False |
29,869 |
100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.24 |
1.3% |
40% |
False |
False |
27,155 |
120 |
100.65 |
90.53 |
10.12 |
10.6% |
1.20 |
1.3% |
50% |
False |
False |
26,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.86 |
2.618 |
98.48 |
1.618 |
97.63 |
1.000 |
97.10 |
0.618 |
96.78 |
HIGH |
96.25 |
0.618 |
95.93 |
0.500 |
95.83 |
0.382 |
95.72 |
LOW |
95.40 |
0.618 |
94.87 |
1.000 |
94.55 |
1.618 |
94.02 |
2.618 |
93.17 |
4.250 |
91.79 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.83 |
95.72 |
PP |
95.75 |
95.68 |
S1 |
95.68 |
95.65 |
|