NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.47 |
96.62 |
0.15 |
0.2% |
95.65 |
High |
96.83 |
97.59 |
0.76 |
0.8% |
97.59 |
Low |
96.40 |
96.61 |
0.21 |
0.2% |
95.63 |
Close |
96.64 |
97.18 |
0.54 |
0.6% |
97.18 |
Range |
0.43 |
0.98 |
0.55 |
127.9% |
1.96 |
ATR |
0.81 |
0.82 |
0.01 |
1.5% |
0.00 |
Volume |
4,297 |
4,106 |
-191 |
-4.4% |
23,277 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.07 |
99.60 |
97.72 |
|
R3 |
99.09 |
98.62 |
97.45 |
|
R2 |
98.11 |
98.11 |
97.36 |
|
R1 |
97.64 |
97.64 |
97.27 |
97.88 |
PP |
97.13 |
97.13 |
97.13 |
97.24 |
S1 |
96.66 |
96.66 |
97.09 |
96.90 |
S2 |
96.15 |
96.15 |
97.00 |
|
S3 |
95.17 |
95.68 |
96.91 |
|
S4 |
94.19 |
94.70 |
96.64 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.68 |
101.89 |
98.26 |
|
R3 |
100.72 |
99.93 |
97.72 |
|
R2 |
98.76 |
98.76 |
97.54 |
|
R1 |
97.97 |
97.97 |
97.36 |
98.37 |
PP |
96.80 |
96.80 |
96.80 |
97.00 |
S1 |
96.01 |
96.01 |
97.00 |
96.41 |
S2 |
94.84 |
94.84 |
96.82 |
|
S3 |
92.88 |
94.05 |
96.64 |
|
S4 |
90.92 |
92.09 |
96.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.59 |
95.37 |
2.22 |
2.3% |
0.56 |
0.6% |
82% |
True |
False |
6,907 |
10 |
97.59 |
94.37 |
3.22 |
3.3% |
0.71 |
0.7% |
87% |
True |
False |
6,536 |
20 |
97.59 |
92.42 |
5.17 |
5.3% |
0.76 |
0.8% |
92% |
True |
False |
7,524 |
40 |
97.59 |
91.97 |
5.62 |
5.8% |
0.85 |
0.9% |
93% |
True |
False |
6,899 |
60 |
98.67 |
91.97 |
6.70 |
6.9% |
0.86 |
0.9% |
78% |
False |
False |
5,596 |
80 |
98.67 |
91.97 |
6.70 |
6.9% |
0.82 |
0.8% |
78% |
False |
False |
4,604 |
100 |
99.49 |
91.97 |
7.52 |
7.7% |
0.80 |
0.8% |
69% |
False |
False |
4,097 |
120 |
99.49 |
91.97 |
7.52 |
7.7% |
0.76 |
0.8% |
69% |
False |
False |
3,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.76 |
2.618 |
100.16 |
1.618 |
99.18 |
1.000 |
98.57 |
0.618 |
98.20 |
HIGH |
97.59 |
0.618 |
97.22 |
0.500 |
97.10 |
0.382 |
96.98 |
LOW |
96.61 |
0.618 |
96.00 |
1.000 |
95.63 |
1.618 |
95.02 |
2.618 |
94.04 |
4.250 |
92.45 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.15 |
97.06 |
PP |
97.13 |
96.93 |
S1 |
97.10 |
96.81 |
|