NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
92.42 |
93.15 |
0.73 |
0.8% |
93.60 |
High |
93.65 |
93.73 |
0.08 |
0.1% |
94.28 |
Low |
92.42 |
93.15 |
0.73 |
0.8% |
91.97 |
Close |
92.83 |
93.51 |
0.68 |
0.7% |
92.83 |
Range |
1.23 |
0.58 |
-0.65 |
-52.8% |
2.31 |
ATR |
1.03 |
1.02 |
-0.01 |
-0.9% |
0.00 |
Volume |
5,602 |
2,005 |
-3,597 |
-64.2% |
23,627 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.20 |
94.94 |
93.83 |
|
R3 |
94.62 |
94.36 |
93.67 |
|
R2 |
94.04 |
94.04 |
93.62 |
|
R1 |
93.78 |
93.78 |
93.56 |
93.91 |
PP |
93.46 |
93.46 |
93.46 |
93.53 |
S1 |
93.20 |
93.20 |
93.46 |
93.33 |
S2 |
92.88 |
92.88 |
93.40 |
|
S3 |
92.30 |
92.62 |
93.35 |
|
S4 |
91.72 |
92.04 |
93.19 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.96 |
98.70 |
94.10 |
|
R3 |
97.65 |
96.39 |
93.47 |
|
R2 |
95.34 |
95.34 |
93.25 |
|
R1 |
94.08 |
94.08 |
93.04 |
93.56 |
PP |
93.03 |
93.03 |
93.03 |
92.76 |
S1 |
91.77 |
91.77 |
92.62 |
91.25 |
S2 |
90.72 |
90.72 |
92.41 |
|
S3 |
88.41 |
89.46 |
92.19 |
|
S4 |
86.10 |
87.15 |
91.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.28 |
91.97 |
2.31 |
2.5% |
1.01 |
1.1% |
67% |
False |
False |
5,126 |
10 |
94.72 |
91.97 |
2.75 |
2.9% |
0.96 |
1.0% |
56% |
False |
False |
5,543 |
20 |
94.72 |
91.97 |
2.75 |
2.9% |
0.94 |
1.0% |
56% |
False |
False |
5,948 |
40 |
98.67 |
91.97 |
6.70 |
7.2% |
0.93 |
1.0% |
23% |
False |
False |
4,716 |
60 |
98.67 |
91.97 |
6.70 |
7.2% |
0.86 |
0.9% |
23% |
False |
False |
3,664 |
80 |
99.49 |
91.97 |
7.52 |
8.0% |
0.82 |
0.9% |
20% |
False |
False |
3,299 |
100 |
99.49 |
91.97 |
7.52 |
8.0% |
0.77 |
0.8% |
20% |
False |
False |
3,150 |
120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.70 |
0.7% |
48% |
False |
False |
3,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.20 |
2.618 |
95.25 |
1.618 |
94.67 |
1.000 |
94.31 |
0.618 |
94.09 |
HIGH |
93.73 |
0.618 |
93.51 |
0.500 |
93.44 |
0.382 |
93.37 |
LOW |
93.15 |
0.618 |
92.79 |
1.000 |
92.57 |
1.618 |
92.21 |
2.618 |
91.63 |
4.250 |
90.69 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
93.49 |
93.29 |
PP |
93.46 |
93.07 |
S1 |
93.44 |
92.85 |
|