NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
96.62 |
97.34 |
0.72 |
0.7% |
95.65 |
High |
97.59 |
97.34 |
-0.25 |
-0.3% |
97.59 |
Low |
96.61 |
96.77 |
0.16 |
0.2% |
95.63 |
Close |
97.18 |
96.95 |
-0.23 |
-0.2% |
97.18 |
Range |
0.98 |
0.57 |
-0.41 |
-41.8% |
1.96 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.2% |
0.00 |
Volume |
4,106 |
9,310 |
5,204 |
126.7% |
23,277 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.73 |
98.41 |
97.26 |
|
R3 |
98.16 |
97.84 |
97.11 |
|
R2 |
97.59 |
97.59 |
97.05 |
|
R1 |
97.27 |
97.27 |
97.00 |
97.15 |
PP |
97.02 |
97.02 |
97.02 |
96.96 |
S1 |
96.70 |
96.70 |
96.90 |
96.58 |
S2 |
96.45 |
96.45 |
96.85 |
|
S3 |
95.88 |
96.13 |
96.79 |
|
S4 |
95.31 |
95.56 |
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 |
95.63 |
1.96 |
2.0% |
0.56 |
0.6% |
67% |
False |
False |
6,517 |
10 |
97.59 |
94.37 |
3.22 |
3.3% |
0.68 |
0.7% |
80% |
False |
False |
6,898 |
20 |
97.59 |
93.15 |
4.44 |
4.6% |
0.72 |
0.7% |
86% |
False |
False |
7,709 |
40 |
97.59 |
91.97 |
5.62 |
5.8% |
0.85 |
0.9% |
89% |
False |
False |
6,942 |
60 |
98.67 |
91.97 |
6.70 |
6.9% |
0.86 |
0.9% |
74% |
False |
False |
5,701 |
80 |
98.67 |
91.97 |
6.70 |
6.9% |
0.82 |
0.8% |
74% |
False |
False |
4,690 |
100 |
99.49 |
91.97 |
7.52 |
7.8% |
0.80 |
0.8% |
66% |
False |
False |
4,173 |
120 |
99.49 |
91.97 |
7.52 |
7.8% |
0.76 |
0.8% |
66% |
False |
False |
3,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.76 |
2.618 |
98.83 |
1.618 |
98.26 |
1.000 |
97.91 |
0.618 |
97.69 |
HIGH |
97.34 |
0.618 |
97.12 |
0.500 |
97.06 |
0.382 |
96.99 |
LOW |
96.77 |
0.618 |
96.42 |
1.000 |
96.20 |
1.618 |
95.85 |
2.618 |
95.28 |
4.250 |
94.35 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.06 |
97.00 |
PP |
97.02 |
96.98 |
S1 |
96.99 |
96.97 |
|