NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
95.85 |
95.56 |
-0.29 |
-0.3% |
96.70 |
High |
96.25 |
96.11 |
-0.14 |
-0.1% |
97.32 |
Low |
95.40 |
95.36 |
-0.04 |
0.0% |
95.11 |
Close |
95.61 |
95.89 |
0.28 |
0.3% |
95.39 |
Range |
0.85 |
0.75 |
-0.10 |
-11.8% |
2.21 |
ATR |
1.15 |
1.12 |
-0.03 |
-2.5% |
0.00 |
Volume |
18,976 |
24,215 |
5,239 |
27.6% |
181,194 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.04 |
97.71 |
96.30 |
|
R3 |
97.29 |
96.96 |
96.10 |
|
R2 |
96.54 |
96.54 |
96.03 |
|
R1 |
96.21 |
96.21 |
95.96 |
96.38 |
PP |
95.79 |
95.79 |
95.79 |
95.87 |
S1 |
95.46 |
95.46 |
95.82 |
95.63 |
S2 |
95.04 |
95.04 |
95.75 |
|
S3 |
94.29 |
94.71 |
95.68 |
|
S4 |
93.54 |
93.96 |
95.48 |
|
|
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 |
96.89 |
95.10 |
1.79 |
1.9% |
0.98 |
1.0% |
44% |
False |
False |
28,609 |
10 |
97.32 |
95.10 |
2.22 |
2.3% |
0.94 |
1.0% |
36% |
False |
False |
37,255 |
20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.14 |
1.2% |
72% |
False |
False |
35,329 |
40 |
97.32 |
92.21 |
5.11 |
5.3% |
1.16 |
1.2% |
72% |
False |
False |
36,173 |
60 |
99.46 |
92.21 |
7.25 |
7.6% |
1.22 |
1.3% |
51% |
False |
False |
32,655 |
80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
44% |
False |
False |
29,901 |
100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.24 |
1.3% |
44% |
False |
False |
27,296 |
120 |
100.65 |
90.96 |
9.69 |
10.1% |
1.20 |
1.2% |
51% |
False |
False |
26,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.30 |
2.618 |
98.07 |
1.618 |
97.32 |
1.000 |
96.86 |
0.618 |
96.57 |
HIGH |
96.11 |
0.618 |
95.82 |
0.500 |
95.74 |
0.382 |
95.65 |
LOW |
95.36 |
0.618 |
94.90 |
1.000 |
94.61 |
1.618 |
94.15 |
2.618 |
93.40 |
4.250 |
92.17 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.84 |
95.83 |
PP |
95.79 |
95.77 |
S1 |
95.74 |
95.72 |
|