NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
95.34 |
95.79 |
0.45 |
0.5% |
93.15 |
High |
96.00 |
96.00 |
0.00 |
0.0% |
96.00 |
Low |
95.34 |
95.78 |
0.44 |
0.5% |
93.15 |
Close |
95.65 |
95.97 |
0.32 |
0.3% |
95.97 |
Range |
0.66 |
0.22 |
-0.44 |
-66.7% |
2.85 |
ATR |
1.02 |
0.97 |
-0.05 |
-4.7% |
0.00 |
Volume |
12,264 |
8,616 |
-3,648 |
-29.7% |
38,533 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.58 |
96.49 |
96.09 |
|
R3 |
96.36 |
96.27 |
96.03 |
|
R2 |
96.14 |
96.14 |
96.01 |
|
R1 |
96.05 |
96.05 |
95.99 |
96.10 |
PP |
95.92 |
95.92 |
95.92 |
95.94 |
S1 |
95.83 |
95.83 |
95.95 |
95.88 |
S2 |
95.70 |
95.70 |
95.93 |
|
S3 |
95.48 |
95.61 |
95.91 |
|
S4 |
95.26 |
95.39 |
95.85 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.59 |
102.63 |
97.54 |
|
R3 |
100.74 |
99.78 |
96.75 |
|
R2 |
97.89 |
97.89 |
96.49 |
|
R1 |
96.93 |
96.93 |
96.23 |
97.41 |
PP |
95.04 |
95.04 |
95.04 |
95.28 |
S1 |
94.08 |
94.08 |
95.71 |
94.56 |
S2 |
92.19 |
92.19 |
95.45 |
|
S3 |
89.34 |
91.23 |
95.19 |
|
S4 |
86.49 |
88.38 |
94.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.00 |
93.15 |
2.85 |
3.0% |
0.73 |
0.8% |
99% |
True |
False |
7,706 |
10 |
96.00 |
91.97 |
4.03 |
4.2% |
0.92 |
1.0% |
99% |
True |
False |
6,939 |
20 |
96.00 |
91.97 |
4.03 |
4.2% |
0.90 |
0.9% |
99% |
True |
False |
6,807 |
40 |
98.67 |
91.97 |
6.70 |
7.0% |
0.89 |
0.9% |
60% |
False |
False |
5,449 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.87 |
0.9% |
60% |
False |
False |
4,180 |
80 |
99.49 |
91.97 |
7.52 |
7.8% |
0.82 |
0.9% |
53% |
False |
False |
3,641 |
100 |
99.49 |
91.97 |
7.52 |
7.8% |
0.79 |
0.8% |
53% |
False |
False |
3,419 |
120 |
99.49 |
88.01 |
11.48 |
12.0% |
0.72 |
0.7% |
69% |
False |
False |
3,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.94 |
2.618 |
96.58 |
1.618 |
96.36 |
1.000 |
96.22 |
0.618 |
96.14 |
HIGH |
96.00 |
0.618 |
95.92 |
0.500 |
95.89 |
0.382 |
95.86 |
LOW |
95.78 |
0.618 |
95.64 |
1.000 |
95.56 |
1.618 |
95.42 |
2.618 |
95.20 |
4.250 |
94.85 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.94 |
95.78 |
PP |
95.92 |
95.60 |
S1 |
95.89 |
95.41 |
|