NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
93.15 |
93.68 |
0.53 |
0.6% |
93.60 |
High |
93.73 |
94.83 |
1.10 |
1.2% |
94.28 |
Low |
93.15 |
93.39 |
0.24 |
0.3% |
91.97 |
Close |
93.51 |
94.59 |
1.08 |
1.2% |
92.83 |
Range |
0.58 |
1.44 |
0.86 |
148.3% |
2.31 |
ATR |
1.02 |
1.05 |
0.03 |
2.9% |
0.00 |
Volume |
2,005 |
6,119 |
4,114 |
205.2% |
23,627 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.59 |
98.03 |
95.38 |
|
R3 |
97.15 |
96.59 |
94.99 |
|
R2 |
95.71 |
95.71 |
94.85 |
|
R1 |
95.15 |
95.15 |
94.72 |
95.43 |
PP |
94.27 |
94.27 |
94.27 |
94.41 |
S1 |
93.71 |
93.71 |
94.46 |
93.99 |
S2 |
92.83 |
92.83 |
94.33 |
|
S3 |
91.39 |
92.27 |
94.19 |
|
S4 |
89.95 |
90.83 |
93.80 |
|
|
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 |
94.83 |
91.97 |
2.86 |
3.0% |
1.11 |
1.2% |
92% |
True |
False |
5,352 |
10 |
94.83 |
91.97 |
2.86 |
3.0% |
0.99 |
1.0% |
92% |
True |
False |
5,785 |
20 |
94.83 |
91.97 |
2.86 |
3.0% |
0.97 |
1.0% |
92% |
True |
False |
5,953 |
40 |
98.67 |
91.97 |
6.70 |
7.1% |
0.93 |
1.0% |
39% |
False |
False |
4,842 |
60 |
98.67 |
91.97 |
6.70 |
7.1% |
0.87 |
0.9% |
39% |
False |
False |
3,741 |
80 |
99.49 |
91.97 |
7.52 |
8.0% |
0.83 |
0.9% |
35% |
False |
False |
3,353 |
100 |
99.49 |
91.97 |
7.52 |
8.0% |
0.78 |
0.8% |
35% |
False |
False |
3,175 |
120 |
99.49 |
88.01 |
11.48 |
12.1% |
0.71 |
0.8% |
57% |
False |
False |
3,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.95 |
2.618 |
98.60 |
1.618 |
97.16 |
1.000 |
96.27 |
0.618 |
95.72 |
HIGH |
94.83 |
0.618 |
94.28 |
0.500 |
94.11 |
0.382 |
93.94 |
LOW |
93.39 |
0.618 |
92.50 |
1.000 |
91.95 |
1.618 |
91.06 |
2.618 |
89.62 |
4.250 |
87.27 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
94.43 |
94.27 |
PP |
94.27 |
93.95 |
S1 |
94.11 |
93.63 |
|