NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
93.68 |
94.82 |
1.14 |
1.2% |
93.60 |
High |
94.83 |
95.57 |
0.74 |
0.8% |
94.28 |
Low |
93.39 |
94.82 |
1.43 |
1.5% |
91.97 |
Close |
94.59 |
95.48 |
0.89 |
0.9% |
92.83 |
Range |
1.44 |
0.75 |
-0.69 |
-47.9% |
2.31 |
ATR |
1.05 |
1.05 |
-0.01 |
-0.5% |
0.00 |
Volume |
6,119 |
9,529 |
3,410 |
55.7% |
23,627 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.54 |
97.26 |
95.89 |
|
R3 |
96.79 |
96.51 |
95.69 |
|
R2 |
96.04 |
96.04 |
95.62 |
|
R1 |
95.76 |
95.76 |
95.55 |
95.90 |
PP |
95.29 |
95.29 |
95.29 |
95.36 |
S1 |
95.01 |
95.01 |
95.41 |
95.15 |
S2 |
94.54 |
94.54 |
95.34 |
|
S3 |
93.79 |
94.26 |
95.27 |
|
S4 |
93.04 |
93.51 |
95.07 |
|
|
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 |
95.57 |
91.97 |
3.60 |
3.8% |
1.09 |
1.1% |
98% |
True |
False |
5,836 |
10 |
95.57 |
91.97 |
3.60 |
3.8% |
1.03 |
1.1% |
98% |
True |
False |
5,839 |
20 |
95.57 |
91.97 |
3.60 |
3.8% |
0.95 |
1.0% |
98% |
True |
False |
6,235 |
40 |
98.67 |
91.97 |
6.70 |
7.0% |
0.94 |
1.0% |
52% |
False |
False |
5,027 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.87 |
0.9% |
52% |
False |
False |
3,868 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.83 |
0.9% |
47% |
False |
False |
3,444 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.79 |
0.8% |
47% |
False |
False |
3,243 |
120 |
99.49 |
88.01 |
11.48 |
12.0% |
0.71 |
0.7% |
65% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.76 |
2.618 |
97.53 |
1.618 |
96.78 |
1.000 |
96.32 |
0.618 |
96.03 |
HIGH |
95.57 |
0.618 |
95.28 |
0.500 |
95.20 |
0.382 |
95.11 |
LOW |
94.82 |
0.618 |
94.36 |
1.000 |
94.07 |
1.618 |
93.61 |
2.618 |
92.86 |
4.250 |
91.63 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.39 |
95.11 |
PP |
95.29 |
94.73 |
S1 |
95.20 |
94.36 |
|