NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
95.40 |
94.54 |
-0.86 |
-0.9% |
96.12 |
High |
95.40 |
95.48 |
0.08 |
0.1% |
96.60 |
Low |
94.51 |
94.37 |
-0.14 |
-0.1% |
94.51 |
Close |
94.65 |
95.23 |
0.58 |
0.6% |
94.65 |
Range |
0.89 |
1.11 |
0.22 |
24.7% |
2.09 |
ATR |
0.94 |
0.95 |
0.01 |
1.3% |
0.00 |
Volume |
5,683 |
7,694 |
2,011 |
35.4% |
46,678 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.36 |
97.90 |
95.84 |
|
R3 |
97.25 |
96.79 |
95.54 |
|
R2 |
96.14 |
96.14 |
95.43 |
|
R1 |
95.68 |
95.68 |
95.33 |
95.91 |
PP |
95.03 |
95.03 |
95.03 |
95.14 |
S1 |
94.57 |
94.57 |
95.13 |
94.80 |
S2 |
93.92 |
93.92 |
95.03 |
|
S3 |
92.81 |
93.46 |
94.92 |
|
S4 |
91.70 |
92.35 |
94.62 |
|
|
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 |
94.37 |
2.23 |
2.3% |
0.88 |
0.9% |
39% |
False |
True |
9,523 |
10 |
96.60 |
93.39 |
3.21 |
3.4% |
0.82 |
0.9% |
57% |
False |
False |
9,090 |
20 |
96.60 |
91.97 |
4.63 |
4.9% |
0.89 |
0.9% |
70% |
False |
False |
7,316 |
40 |
96.76 |
91.97 |
4.79 |
5.0% |
0.90 |
0.9% |
68% |
False |
False |
6,331 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.87 |
0.9% |
49% |
False |
False |
4,926 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.85 |
0.9% |
43% |
False |
False |
4,199 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.80 |
0.8% |
43% |
False |
False |
3,718 |
120 |
99.49 |
90.26 |
9.23 |
9.7% |
0.75 |
0.8% |
54% |
False |
False |
3,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.20 |
2.618 |
98.39 |
1.618 |
97.28 |
1.000 |
96.59 |
0.618 |
96.17 |
HIGH |
95.48 |
0.618 |
95.06 |
0.500 |
94.93 |
0.382 |
94.79 |
LOW |
94.37 |
0.618 |
93.68 |
1.000 |
93.26 |
1.618 |
92.57 |
2.618 |
91.46 |
4.250 |
89.65 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.13 |
95.22 |
PP |
95.03 |
95.21 |
S1 |
94.93 |
95.20 |
|