NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
94.93 |
95.05 |
0.12 |
0.1% |
96.12 |
High |
95.28 |
95.80 |
0.52 |
0.5% |
96.60 |
Low |
94.61 |
94.82 |
0.21 |
0.2% |
94.51 |
Close |
95.04 |
95.73 |
0.69 |
0.7% |
94.65 |
Range |
0.67 |
0.98 |
0.31 |
46.3% |
2.09 |
ATR |
0.91 |
0.92 |
0.00 |
0.5% |
0.00 |
Volume |
4,748 |
8,862 |
4,114 |
86.6% |
46,678 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.39 |
98.04 |
96.27 |
|
R3 |
97.41 |
97.06 |
96.00 |
|
R2 |
96.43 |
96.43 |
95.91 |
|
R1 |
96.08 |
96.08 |
95.82 |
96.26 |
PP |
95.45 |
95.45 |
95.45 |
95.54 |
S1 |
95.10 |
95.10 |
95.64 |
95.28 |
S2 |
94.47 |
94.47 |
95.55 |
|
S3 |
93.49 |
94.12 |
95.46 |
|
S4 |
92.51 |
93.14 |
95.19 |
|
|
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 |
95.80 |
94.37 |
1.43 |
1.5% |
0.87 |
0.9% |
95% |
True |
False |
6,164 |
10 |
96.60 |
94.37 |
2.23 |
2.3% |
0.77 |
0.8% |
61% |
False |
False |
8,043 |
20 |
96.60 |
91.97 |
4.63 |
4.8% |
0.89 |
0.9% |
81% |
False |
False |
7,372 |
40 |
96.60 |
91.97 |
4.63 |
4.8% |
0.87 |
0.9% |
81% |
False |
False |
6,465 |
60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.88 |
0.9% |
56% |
False |
False |
5,152 |
80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.85 |
0.9% |
50% |
False |
False |
4,371 |
100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.81 |
0.8% |
50% |
False |
False |
3,855 |
120 |
99.49 |
91.74 |
7.75 |
8.1% |
0.75 |
0.8% |
51% |
False |
False |
3,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.97 |
2.618 |
98.37 |
1.618 |
97.39 |
1.000 |
96.78 |
0.618 |
96.41 |
HIGH |
95.80 |
0.618 |
95.43 |
0.500 |
95.31 |
0.382 |
95.19 |
LOW |
94.82 |
0.618 |
94.21 |
1.000 |
93.84 |
1.618 |
93.23 |
2.618 |
92.25 |
4.250 |
90.66 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
95.59 |
95.56 |
PP |
95.45 |
95.38 |
S1 |
95.31 |
95.21 |
|