NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.12 |
95.73 |
-0.39 |
-0.4% |
93.15 |
High |
96.12 |
96.60 |
0.48 |
0.5% |
96.00 |
Low |
95.43 |
95.73 |
0.30 |
0.3% |
93.15 |
Close |
95.65 |
96.25 |
0.60 |
0.6% |
95.97 |
Range |
0.69 |
0.87 |
0.18 |
26.1% |
2.85 |
ATR |
0.95 |
0.95 |
0.00 |
0.0% |
0.00 |
Volume |
6,753 |
8,615 |
1,862 |
27.6% |
38,533 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.80 |
98.40 |
96.73 |
|
R3 |
97.93 |
97.53 |
96.49 |
|
R2 |
97.06 |
97.06 |
96.41 |
|
R1 |
96.66 |
96.66 |
96.33 |
96.86 |
PP |
96.19 |
96.19 |
96.19 |
96.30 |
S1 |
95.79 |
95.79 |
96.17 |
95.99 |
S2 |
95.32 |
95.32 |
96.09 |
|
S3 |
94.45 |
94.92 |
96.01 |
|
S4 |
93.58 |
94.05 |
95.77 |
|
|
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 |
96.60 |
94.82 |
1.78 |
1.8% |
0.64 |
0.7% |
80% |
True |
False |
9,155 |
10 |
96.60 |
91.97 |
4.63 |
4.8% |
0.87 |
0.9% |
92% |
True |
False |
7,253 |
20 |
96.60 |
91.97 |
4.63 |
4.8% |
0.92 |
1.0% |
92% |
True |
False |
6,963 |
40 |
98.67 |
91.97 |
6.70 |
7.0% |
0.89 |
0.9% |
64% |
False |
False |
5,655 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.88 |
0.9% |
64% |
False |
False |
4,403 |
80 |
99.49 |
91.97 |
7.52 |
7.8% |
0.83 |
0.9% |
57% |
False |
False |
3,797 |
100 |
99.49 |
91.97 |
7.52 |
7.8% |
0.79 |
0.8% |
57% |
False |
False |
3,443 |
120 |
99.49 |
88.01 |
11.48 |
11.9% |
0.73 |
0.8% |
72% |
False |
False |
3,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.30 |
2.618 |
98.88 |
1.618 |
98.01 |
1.000 |
97.47 |
0.618 |
97.14 |
HIGH |
96.60 |
0.618 |
96.27 |
0.500 |
96.17 |
0.382 |
96.06 |
LOW |
95.73 |
0.618 |
95.19 |
1.000 |
94.86 |
1.618 |
94.32 |
2.618 |
93.45 |
4.250 |
92.03 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.22 |
96.17 |
PP |
96.19 |
96.09 |
S1 |
96.17 |
96.02 |
|