NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.03 |
95.40 |
-0.63 |
-0.7% |
96.12 |
High |
96.03 |
95.40 |
-0.63 |
-0.7% |
96.60 |
Low |
95.39 |
94.51 |
-0.88 |
-0.9% |
94.51 |
Close |
95.59 |
94.65 |
-0.94 |
-1.0% |
94.65 |
Range |
0.64 |
0.89 |
0.25 |
39.1% |
2.09 |
ATR |
0.93 |
0.94 |
0.01 |
1.2% |
0.00 |
Volume |
10,007 |
5,683 |
-4,324 |
-43.2% |
46,678 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.52 |
96.98 |
95.14 |
|
R3 |
96.63 |
96.09 |
94.89 |
|
R2 |
95.74 |
95.74 |
94.81 |
|
R1 |
95.20 |
95.20 |
94.73 |
95.03 |
PP |
94.85 |
94.85 |
94.85 |
94.77 |
S1 |
94.31 |
94.31 |
94.57 |
94.14 |
S2 |
93.96 |
93.96 |
94.49 |
|
S3 |
93.07 |
93.42 |
94.41 |
|
S4 |
92.18 |
92.53 |
94.16 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.52 |
100.18 |
95.80 |
|
R3 |
99.43 |
98.09 |
95.22 |
|
R2 |
97.34 |
97.34 |
95.03 |
|
R1 |
96.00 |
96.00 |
94.84 |
95.63 |
PP |
95.25 |
95.25 |
95.25 |
95.07 |
S1 |
93.91 |
93.91 |
94.46 |
93.54 |
S2 |
93.16 |
93.16 |
94.27 |
|
S3 |
91.07 |
91.82 |
94.08 |
|
S4 |
88.98 |
89.73 |
93.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.60 |
94.51 |
2.09 |
2.2% |
0.80 |
0.8% |
7% |
False |
True |
9,335 |
10 |
96.60 |
93.15 |
3.45 |
3.6% |
0.76 |
0.8% |
43% |
False |
False |
8,521 |
20 |
96.60 |
91.97 |
4.63 |
4.9% |
0.84 |
0.9% |
58% |
False |
False |
7,583 |
40 |
97.33 |
91.97 |
5.36 |
5.7% |
0.88 |
0.9% |
50% |
False |
False |
6,216 |
60 |
98.67 |
91.97 |
6.70 |
7.1% |
0.86 |
0.9% |
40% |
False |
False |
4,839 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.84 |
0.9% |
36% |
False |
False |
4,127 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.80 |
0.8% |
36% |
False |
False |
3,664 |
120 |
99.49 |
89.60 |
9.89 |
10.4% |
0.74 |
0.8% |
51% |
False |
False |
3,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.18 |
2.618 |
97.73 |
1.618 |
96.84 |
1.000 |
96.29 |
0.618 |
95.95 |
HIGH |
95.40 |
0.618 |
95.06 |
0.500 |
94.96 |
0.382 |
94.85 |
LOW |
94.51 |
0.618 |
93.96 |
1.000 |
93.62 |
1.618 |
93.07 |
2.618 |
92.18 |
4.250 |
90.73 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
94.96 |
95.37 |
PP |
94.85 |
95.13 |
S1 |
94.75 |
94.89 |
|