NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
98.65 |
97.55 |
-1.10 |
-1.1% |
92.71 |
| High |
98.75 |
98.18 |
-0.57 |
-0.6% |
98.07 |
| Low |
97.20 |
97.31 |
0.11 |
0.1% |
92.56 |
| Close |
97.44 |
97.50 |
0.06 |
0.1% |
97.65 |
| Range |
1.55 |
0.87 |
-0.68 |
-43.9% |
5.51 |
| ATR |
1.54 |
1.49 |
-0.05 |
-3.1% |
0.00 |
| Volume |
274,194 |
205,749 |
-68,445 |
-25.0% |
1,320,264 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.27 |
99.76 |
97.98 |
|
| R3 |
99.40 |
98.89 |
97.74 |
|
| R2 |
98.53 |
98.53 |
97.66 |
|
| R1 |
98.02 |
98.02 |
97.58 |
97.84 |
| PP |
97.66 |
97.66 |
97.66 |
97.58 |
| S1 |
97.15 |
97.15 |
97.42 |
96.97 |
| S2 |
96.79 |
96.79 |
97.34 |
|
| S3 |
95.92 |
96.28 |
97.26 |
|
| S4 |
95.05 |
95.41 |
97.02 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.62 |
110.65 |
100.68 |
|
| R3 |
107.11 |
105.14 |
99.17 |
|
| R2 |
101.60 |
101.60 |
98.66 |
|
| R1 |
99.63 |
99.63 |
98.16 |
100.62 |
| PP |
96.09 |
96.09 |
96.09 |
96.59 |
| S1 |
94.12 |
94.12 |
97.14 |
95.11 |
| S2 |
90.58 |
90.58 |
96.64 |
|
| S3 |
85.07 |
88.61 |
96.13 |
|
| S4 |
79.56 |
83.10 |
94.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.75 |
97.08 |
1.67 |
1.7% |
1.16 |
1.2% |
25% |
False |
False |
235,763 |
| 10 |
98.75 |
92.06 |
6.69 |
6.9% |
1.47 |
1.5% |
81% |
False |
False |
241,834 |
| 20 |
98.75 |
91.77 |
6.98 |
7.2% |
1.47 |
1.5% |
82% |
False |
False |
222,521 |
| 40 |
102.32 |
91.77 |
10.55 |
10.8% |
1.50 |
1.5% |
54% |
False |
False |
154,353 |
| 60 |
105.15 |
91.77 |
13.38 |
13.7% |
1.55 |
1.6% |
43% |
False |
False |
119,396 |
| 80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.62 |
1.7% |
35% |
False |
False |
95,215 |
| 100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.58 |
1.6% |
35% |
False |
False |
79,893 |
| 120 |
107.94 |
91.40 |
16.54 |
17.0% |
1.53 |
1.6% |
37% |
False |
False |
69,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.88 |
|
2.618 |
100.46 |
|
1.618 |
99.59 |
|
1.000 |
99.05 |
|
0.618 |
98.72 |
|
HIGH |
98.18 |
|
0.618 |
97.85 |
|
0.500 |
97.75 |
|
0.382 |
97.64 |
|
LOW |
97.31 |
|
0.618 |
96.77 |
|
1.000 |
96.44 |
|
1.618 |
95.90 |
|
2.618 |
95.03 |
|
4.250 |
93.61 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.75 |
97.98 |
| PP |
97.66 |
97.82 |
| S1 |
97.58 |
97.66 |
|