NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.69 |
98.14 |
0.45 |
0.5% |
96.97 |
High |
98.60 |
98.50 |
-0.10 |
-0.1% |
98.60 |
Low |
97.58 |
97.55 |
-0.03 |
0.0% |
96.54 |
Close |
98.19 |
97.83 |
-0.36 |
-0.4% |
98.19 |
Range |
1.02 |
0.95 |
-0.07 |
-6.9% |
2.06 |
ATR |
1.01 |
1.01 |
0.00 |
-0.4% |
0.00 |
Volume |
11,290 |
24,232 |
12,942 |
114.6% |
75,267 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.81 |
100.27 |
98.35 |
|
R3 |
99.86 |
99.32 |
98.09 |
|
R2 |
98.91 |
98.91 |
98.00 |
|
R1 |
98.37 |
98.37 |
97.92 |
98.17 |
PP |
97.96 |
97.96 |
97.96 |
97.86 |
S1 |
97.42 |
97.42 |
97.74 |
97.22 |
S2 |
97.01 |
97.01 |
97.66 |
|
S3 |
96.06 |
96.47 |
97.57 |
|
S4 |
95.11 |
95.52 |
97.31 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.96 |
103.13 |
99.32 |
|
R3 |
101.90 |
101.07 |
98.76 |
|
R2 |
99.84 |
99.84 |
98.57 |
|
R1 |
99.01 |
99.01 |
98.38 |
99.43 |
PP |
97.78 |
97.78 |
97.78 |
97.98 |
S1 |
96.95 |
96.95 |
98.00 |
97.37 |
S2 |
95.72 |
95.72 |
97.81 |
|
S3 |
93.66 |
94.89 |
97.62 |
|
S4 |
91.60 |
92.83 |
97.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.60 |
96.54 |
2.06 |
2.1% |
0.77 |
0.8% |
63% |
False |
False |
19,899 |
10 |
98.60 |
95.10 |
3.50 |
3.6% |
0.87 |
0.9% |
78% |
False |
False |
25,682 |
20 |
98.60 |
92.95 |
5.65 |
5.8% |
0.97 |
1.0% |
86% |
False |
False |
33,569 |
40 |
98.60 |
92.21 |
6.39 |
6.5% |
1.11 |
1.1% |
88% |
False |
False |
33,979 |
60 |
99.46 |
92.21 |
7.25 |
7.4% |
1.17 |
1.2% |
78% |
False |
False |
33,220 |
80 |
99.49 |
92.21 |
7.28 |
7.4% |
1.21 |
1.2% |
77% |
False |
False |
30,186 |
100 |
100.65 |
92.21 |
8.44 |
8.6% |
1.22 |
1.2% |
67% |
False |
False |
28,091 |
120 |
100.65 |
92.21 |
8.44 |
8.6% |
1.19 |
1.2% |
67% |
False |
False |
26,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.54 |
2.618 |
100.99 |
1.618 |
100.04 |
1.000 |
99.45 |
0.618 |
99.09 |
HIGH |
98.50 |
0.618 |
98.14 |
0.500 |
98.03 |
0.382 |
97.91 |
LOW |
97.55 |
0.618 |
96.96 |
1.000 |
96.60 |
1.618 |
96.01 |
2.618 |
95.06 |
4.250 |
93.51 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.03 |
97.95 |
PP |
97.96 |
97.91 |
S1 |
97.90 |
97.87 |
|