NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.34 |
96.55 |
-0.79 |
-0.8% |
95.65 |
High |
97.34 |
96.63 |
-0.71 |
-0.7% |
97.59 |
Low |
96.77 |
96.10 |
-0.67 |
-0.7% |
95.63 |
Close |
96.95 |
96.45 |
-0.50 |
-0.5% |
97.18 |
Range |
0.57 |
0.53 |
-0.04 |
-7.0% |
1.96 |
ATR |
0.80 |
0.81 |
0.00 |
0.4% |
0.00 |
Volume |
9,310 |
6,132 |
-3,178 |
-34.1% |
23,277 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.98 |
97.75 |
96.74 |
|
R3 |
97.45 |
97.22 |
96.60 |
|
R2 |
96.92 |
96.92 |
96.55 |
|
R1 |
96.69 |
96.69 |
96.50 |
96.54 |
PP |
96.39 |
96.39 |
96.39 |
96.32 |
S1 |
96.16 |
96.16 |
96.40 |
96.01 |
S2 |
95.86 |
95.86 |
96.35 |
|
S3 |
95.33 |
95.63 |
96.30 |
|
S4 |
94.80 |
95.10 |
96.16 |
|
|
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 |
96.03 |
1.56 |
1.6% |
0.60 |
0.6% |
27% |
False |
False |
6,036 |
10 |
97.59 |
94.61 |
2.98 |
3.1% |
0.62 |
0.6% |
62% |
False |
False |
6,742 |
20 |
97.59 |
93.39 |
4.20 |
4.4% |
0.72 |
0.7% |
73% |
False |
False |
7,916 |
40 |
97.59 |
91.97 |
5.62 |
5.8% |
0.83 |
0.9% |
80% |
False |
False |
6,932 |
60 |
98.67 |
91.97 |
6.70 |
6.9% |
0.86 |
0.9% |
67% |
False |
False |
5,783 |
80 |
98.67 |
91.97 |
6.70 |
6.9% |
0.82 |
0.9% |
67% |
False |
False |
4,727 |
100 |
99.49 |
91.97 |
7.52 |
7.8% |
0.80 |
0.8% |
60% |
False |
False |
4,222 |
120 |
99.49 |
91.97 |
7.52 |
7.8% |
0.76 |
0.8% |
60% |
False |
False |
3,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.88 |
2.618 |
98.02 |
1.618 |
97.49 |
1.000 |
97.16 |
0.618 |
96.96 |
HIGH |
96.63 |
0.618 |
96.43 |
0.500 |
96.37 |
0.382 |
96.30 |
LOW |
96.10 |
0.618 |
95.77 |
1.000 |
95.57 |
1.618 |
95.24 |
2.618 |
94.71 |
4.250 |
93.85 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
96.42 |
96.85 |
PP |
96.39 |
96.71 |
S1 |
96.37 |
96.58 |
|