NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
95.79 |
96.12 |
0.33 |
0.3% |
93.15 |
High |
96.00 |
96.12 |
0.12 |
0.1% |
96.00 |
Low |
95.78 |
95.43 |
-0.35 |
-0.4% |
93.15 |
Close |
95.97 |
95.65 |
-0.32 |
-0.3% |
95.97 |
Range |
0.22 |
0.69 |
0.47 |
213.6% |
2.85 |
ATR |
0.97 |
0.95 |
-0.02 |
-2.1% |
0.00 |
Volume |
8,616 |
6,753 |
-1,863 |
-21.6% |
38,533 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.80 |
97.42 |
96.03 |
|
R3 |
97.11 |
96.73 |
95.84 |
|
R2 |
96.42 |
96.42 |
95.78 |
|
R1 |
96.04 |
96.04 |
95.71 |
95.89 |
PP |
95.73 |
95.73 |
95.73 |
95.66 |
S1 |
95.35 |
95.35 |
95.59 |
95.20 |
S2 |
95.04 |
95.04 |
95.52 |
|
S3 |
94.35 |
94.66 |
95.46 |
|
S4 |
93.66 |
93.97 |
95.27 |
|
|
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 |
96.12 |
93.39 |
2.73 |
2.9% |
0.75 |
0.8% |
83% |
True |
False |
8,656 |
10 |
96.12 |
91.97 |
4.15 |
4.3% |
0.88 |
0.9% |
89% |
True |
False |
6,891 |
20 |
96.12 |
91.97 |
4.15 |
4.3% |
0.92 |
1.0% |
89% |
True |
False |
6,871 |
40 |
98.67 |
91.97 |
6.70 |
7.0% |
0.89 |
0.9% |
55% |
False |
False |
5,524 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.87 |
0.9% |
55% |
False |
False |
4,272 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.82 |
0.9% |
49% |
False |
False |
3,710 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.79 |
0.8% |
49% |
False |
False |
3,392 |
120 |
99.49 |
88.01 |
11.48 |
12.0% |
0.72 |
0.8% |
67% |
False |
False |
3,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.05 |
2.618 |
97.93 |
1.618 |
97.24 |
1.000 |
96.81 |
0.618 |
96.55 |
HIGH |
96.12 |
0.618 |
95.86 |
0.500 |
95.78 |
0.382 |
95.69 |
LOW |
95.43 |
0.618 |
95.00 |
1.000 |
94.74 |
1.618 |
94.31 |
2.618 |
93.62 |
4.250 |
92.50 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.78 |
95.73 |
PP |
95.73 |
95.70 |
S1 |
95.69 |
95.68 |
|