NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
94.82 |
95.34 |
0.52 |
0.5% |
93.60 |
High |
95.57 |
96.00 |
0.43 |
0.4% |
94.28 |
Low |
94.82 |
95.34 |
0.52 |
0.5% |
91.97 |
Close |
95.48 |
95.65 |
0.17 |
0.2% |
92.83 |
Range |
0.75 |
0.66 |
-0.09 |
-12.0% |
2.31 |
ATR |
1.05 |
1.02 |
-0.03 |
-2.6% |
0.00 |
Volume |
9,529 |
12,264 |
2,735 |
28.7% |
23,627 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.64 |
97.31 |
96.01 |
|
R3 |
96.98 |
96.65 |
95.83 |
|
R2 |
96.32 |
96.32 |
95.77 |
|
R1 |
95.99 |
95.99 |
95.71 |
96.16 |
PP |
95.66 |
95.66 |
95.66 |
95.75 |
S1 |
95.33 |
95.33 |
95.59 |
95.50 |
S2 |
95.00 |
95.00 |
95.53 |
|
S3 |
94.34 |
94.67 |
95.47 |
|
S4 |
93.68 |
94.01 |
95.29 |
|
|
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 |
96.00 |
92.42 |
3.58 |
3.7% |
0.93 |
1.0% |
90% |
True |
False |
7,103 |
10 |
96.00 |
91.97 |
4.03 |
4.2% |
1.01 |
1.1% |
91% |
True |
False |
6,701 |
20 |
96.00 |
91.97 |
4.03 |
4.2% |
0.93 |
1.0% |
91% |
True |
False |
6,648 |
40 |
98.67 |
91.97 |
6.70 |
7.0% |
0.92 |
1.0% |
55% |
False |
False |
5,291 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.87 |
0.9% |
55% |
False |
False |
4,050 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.83 |
0.9% |
49% |
False |
False |
3,559 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.79 |
0.8% |
49% |
False |
False |
3,342 |
120 |
99.49 |
88.01 |
11.48 |
12.0% |
0.72 |
0.8% |
67% |
False |
False |
3,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.81 |
2.618 |
97.73 |
1.618 |
97.07 |
1.000 |
96.66 |
0.618 |
96.41 |
HIGH |
96.00 |
0.618 |
95.75 |
0.500 |
95.67 |
0.382 |
95.59 |
LOW |
95.34 |
0.618 |
94.93 |
1.000 |
94.68 |
1.618 |
94.27 |
2.618 |
93.61 |
4.250 |
92.54 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.67 |
95.33 |
PP |
95.66 |
95.01 |
S1 |
95.66 |
94.70 |
|