NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.39 |
96.97 |
0.58 |
0.6% |
95.41 |
High |
96.96 |
97.04 |
0.08 |
0.1% |
96.96 |
Low |
96.22 |
96.58 |
0.36 |
0.4% |
95.10 |
Close |
96.95 |
96.82 |
-0.13 |
-0.1% |
96.95 |
Range |
0.74 |
0.46 |
-0.28 |
-37.8% |
1.86 |
ATR |
1.11 |
1.06 |
-0.05 |
-4.2% |
0.00 |
Volume |
45,331 |
30,273 |
-15,058 |
-33.2% |
157,325 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.19 |
97.97 |
97.07 |
|
R3 |
97.73 |
97.51 |
96.95 |
|
R2 |
97.27 |
97.27 |
96.90 |
|
R1 |
97.05 |
97.05 |
96.86 |
96.93 |
PP |
96.81 |
96.81 |
96.81 |
96.76 |
S1 |
96.59 |
96.59 |
96.78 |
96.47 |
S2 |
96.35 |
96.35 |
96.74 |
|
S3 |
95.89 |
96.13 |
96.69 |
|
S4 |
95.43 |
95.67 |
96.57 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.92 |
101.29 |
97.97 |
|
R3 |
100.06 |
99.43 |
97.46 |
|
R2 |
98.20 |
98.20 |
97.29 |
|
R1 |
97.57 |
97.57 |
97.12 |
97.89 |
PP |
96.34 |
96.34 |
96.34 |
96.49 |
S1 |
95.71 |
95.71 |
96.78 |
96.03 |
S2 |
94.48 |
94.48 |
96.61 |
|
S3 |
92.62 |
93.85 |
96.44 |
|
S4 |
90.76 |
91.99 |
95.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.04 |
95.36 |
1.68 |
1.7% |
0.81 |
0.8% |
87% |
True |
False |
30,980 |
10 |
97.32 |
95.10 |
2.22 |
2.3% |
0.94 |
1.0% |
77% |
False |
False |
33,573 |
20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.07 |
1.1% |
90% |
False |
False |
36,284 |
40 |
97.32 |
92.21 |
5.11 |
5.3% |
1.11 |
1.1% |
90% |
False |
False |
35,516 |
60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.20 |
1.2% |
64% |
False |
False |
33,516 |
80 |
99.49 |
92.21 |
7.28 |
7.5% |
1.24 |
1.3% |
63% |
False |
False |
30,399 |
100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.23 |
1.3% |
55% |
False |
False |
28,012 |
120 |
100.65 |
92.21 |
8.44 |
8.7% |
1.19 |
1.2% |
55% |
False |
False |
27,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.00 |
2.618 |
98.24 |
1.618 |
97.78 |
1.000 |
97.50 |
0.618 |
97.32 |
HIGH |
97.04 |
0.618 |
96.86 |
0.500 |
96.81 |
0.382 |
96.76 |
LOW |
96.58 |
0.618 |
96.30 |
1.000 |
96.12 |
1.618 |
95.84 |
2.618 |
95.38 |
4.250 |
94.63 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.82 |
96.65 |
PP |
96.81 |
96.48 |
S1 |
96.81 |
96.31 |
|