NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
98.14 |
97.94 |
-0.20 |
-0.2% |
96.97 |
High |
98.50 |
97.94 |
-0.56 |
-0.6% |
98.60 |
Low |
97.55 |
96.91 |
-0.64 |
-0.7% |
96.54 |
Close |
97.83 |
97.28 |
-0.55 |
-0.6% |
98.19 |
Range |
0.95 |
1.03 |
0.08 |
8.4% |
2.06 |
ATR |
1.01 |
1.01 |
0.00 |
0.2% |
0.00 |
Volume |
24,232 |
24,885 |
653 |
2.7% |
75,267 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.47 |
99.90 |
97.85 |
|
R3 |
99.44 |
98.87 |
97.56 |
|
R2 |
98.41 |
98.41 |
97.47 |
|
R1 |
97.84 |
97.84 |
97.37 |
97.61 |
PP |
97.38 |
97.38 |
97.38 |
97.26 |
S1 |
96.81 |
96.81 |
97.19 |
96.58 |
S2 |
96.35 |
96.35 |
97.09 |
|
S3 |
95.32 |
95.78 |
97.00 |
|
S4 |
94.29 |
94.75 |
96.71 |
|
|
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% |
0.88 |
0.9% |
36% |
False |
False |
18,822 |
10 |
98.60 |
95.36 |
3.24 |
3.3% |
0.85 |
0.9% |
59% |
False |
False |
24,901 |
20 |
98.60 |
93.61 |
4.99 |
5.1% |
0.96 |
1.0% |
74% |
False |
False |
34,179 |
40 |
98.60 |
92.21 |
6.39 |
6.6% |
1.09 |
1.1% |
79% |
False |
False |
33,431 |
60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.17 |
1.2% |
70% |
False |
False |
33,293 |
80 |
99.46 |
92.21 |
7.25 |
7.5% |
1.21 |
1.2% |
70% |
False |
False |
30,264 |
100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.21 |
1.2% |
60% |
False |
False |
28,186 |
120 |
100.65 |
92.21 |
8.44 |
8.7% |
1.19 |
1.2% |
60% |
False |
False |
26,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.32 |
2.618 |
100.64 |
1.618 |
99.61 |
1.000 |
98.97 |
0.618 |
98.58 |
HIGH |
97.94 |
0.618 |
97.55 |
0.500 |
97.43 |
0.382 |
97.30 |
LOW |
96.91 |
0.618 |
96.27 |
1.000 |
95.88 |
1.618 |
95.24 |
2.618 |
94.21 |
4.250 |
92.53 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.43 |
97.76 |
PP |
97.38 |
97.60 |
S1 |
97.33 |
97.44 |
|