NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.59 |
97.47 |
0.88 |
0.9% |
95.41 |
High |
97.46 |
97.79 |
0.33 |
0.3% |
96.96 |
Low |
96.54 |
97.30 |
0.76 |
0.8% |
95.10 |
Close |
97.42 |
97.59 |
0.17 |
0.2% |
96.95 |
Range |
0.92 |
0.49 |
-0.43 |
-46.7% |
1.86 |
ATR |
1.05 |
1.01 |
-0.04 |
-3.8% |
0.00 |
Volume |
21,085 |
12,619 |
-8,466 |
-40.2% |
157,325 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.03 |
98.80 |
97.86 |
|
R3 |
98.54 |
98.31 |
97.72 |
|
R2 |
98.05 |
98.05 |
97.68 |
|
R1 |
97.82 |
97.82 |
97.63 |
97.94 |
PP |
97.56 |
97.56 |
97.56 |
97.62 |
S1 |
97.33 |
97.33 |
97.55 |
97.45 |
S2 |
97.07 |
97.07 |
97.50 |
|
S3 |
96.58 |
96.84 |
97.46 |
|
S4 |
96.09 |
96.35 |
97.32 |
|
|
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 |
97.79 |
95.58 |
2.21 |
2.3% |
0.77 |
0.8% |
91% |
True |
False |
29,082 |
10 |
97.79 |
95.10 |
2.69 |
2.8% |
0.88 |
0.9% |
93% |
True |
False |
28,846 |
20 |
97.79 |
92.21 |
5.58 |
5.7% |
1.02 |
1.0% |
96% |
True |
False |
34,449 |
40 |
97.79 |
92.21 |
5.58 |
5.7% |
1.10 |
1.1% |
96% |
True |
False |
34,924 |
60 |
99.46 |
92.21 |
7.25 |
7.4% |
1.18 |
1.2% |
74% |
False |
False |
33,461 |
80 |
99.49 |
92.21 |
7.28 |
7.5% |
1.21 |
1.2% |
74% |
False |
False |
30,186 |
100 |
100.65 |
92.21 |
8.44 |
8.6% |
1.22 |
1.2% |
64% |
False |
False |
27,955 |
120 |
100.65 |
92.21 |
8.44 |
8.6% |
1.19 |
1.2% |
64% |
False |
False |
27,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.87 |
2.618 |
99.07 |
1.618 |
98.58 |
1.000 |
98.28 |
0.618 |
98.09 |
HIGH |
97.79 |
0.618 |
97.60 |
0.500 |
97.55 |
0.382 |
97.49 |
LOW |
97.30 |
0.618 |
97.00 |
1.000 |
96.81 |
1.618 |
96.51 |
2.618 |
96.02 |
4.250 |
95.22 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.58 |
97.45 |
PP |
97.56 |
97.31 |
S1 |
97.55 |
97.17 |
|