NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.09 |
96.03 |
-0.06 |
-0.1% |
93.15 |
High |
96.23 |
96.03 |
-0.20 |
-0.2% |
96.00 |
Low |
95.33 |
95.39 |
0.06 |
0.1% |
93.15 |
Close |
95.68 |
95.59 |
-0.09 |
-0.1% |
95.97 |
Range |
0.90 |
0.64 |
-0.26 |
-28.9% |
2.85 |
ATR |
0.95 |
0.93 |
-0.02 |
-2.3% |
0.00 |
Volume |
15,620 |
10,007 |
-5,613 |
-35.9% |
38,533 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.59 |
97.23 |
95.94 |
|
R3 |
96.95 |
96.59 |
95.77 |
|
R2 |
96.31 |
96.31 |
95.71 |
|
R1 |
95.95 |
95.95 |
95.65 |
95.81 |
PP |
95.67 |
95.67 |
95.67 |
95.60 |
S1 |
95.31 |
95.31 |
95.53 |
95.17 |
S2 |
95.03 |
95.03 |
95.47 |
|
S3 |
94.39 |
94.67 |
95.41 |
|
S4 |
93.75 |
94.03 |
95.24 |
|
|
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 |
95.33 |
1.27 |
1.3% |
0.66 |
0.7% |
20% |
False |
False |
9,922 |
10 |
96.60 |
92.42 |
4.18 |
4.4% |
0.80 |
0.8% |
76% |
False |
False |
8,513 |
20 |
96.60 |
91.97 |
4.63 |
4.8% |
0.86 |
0.9% |
78% |
False |
False |
7,706 |
40 |
97.78 |
91.97 |
5.81 |
6.1% |
0.89 |
0.9% |
62% |
False |
False |
6,162 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.86 |
0.9% |
54% |
False |
False |
4,784 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.84 |
0.9% |
48% |
False |
False |
4,084 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.80 |
0.8% |
48% |
False |
False |
3,640 |
120 |
99.49 |
89.40 |
10.09 |
10.6% |
0.73 |
0.8% |
61% |
False |
False |
3,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.75 |
2.618 |
97.71 |
1.618 |
97.07 |
1.000 |
96.67 |
0.618 |
96.43 |
HIGH |
96.03 |
0.618 |
95.79 |
0.500 |
95.71 |
0.382 |
95.63 |
LOW |
95.39 |
0.618 |
94.99 |
1.000 |
94.75 |
1.618 |
94.35 |
2.618 |
93.71 |
4.250 |
92.67 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.71 |
95.97 |
PP |
95.67 |
95.84 |
S1 |
95.63 |
95.72 |
|