NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
92.71 |
93.86 |
1.15 |
1.2% |
94.15 |
| High |
94.08 |
96.96 |
2.88 |
3.1% |
94.69 |
| Low |
92.56 |
93.67 |
1.11 |
1.2% |
91.77 |
| Close |
93.82 |
96.04 |
2.22 |
2.4% |
92.72 |
| Range |
1.52 |
3.29 |
1.77 |
116.4% |
2.92 |
| ATR |
1.58 |
1.70 |
0.12 |
7.7% |
0.00 |
| Volume |
234,800 |
319,271 |
84,471 |
36.0% |
805,121 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.43 |
104.02 |
97.85 |
|
| R3 |
102.14 |
100.73 |
96.94 |
|
| R2 |
98.85 |
98.85 |
96.64 |
|
| R1 |
97.44 |
97.44 |
96.34 |
98.15 |
| PP |
95.56 |
95.56 |
95.56 |
95.91 |
| S1 |
94.15 |
94.15 |
95.74 |
94.86 |
| S2 |
92.27 |
92.27 |
95.44 |
|
| S3 |
88.98 |
90.86 |
95.14 |
|
| S4 |
85.69 |
87.57 |
94.23 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.82 |
100.19 |
94.33 |
|
| R3 |
98.90 |
97.27 |
93.52 |
|
| R2 |
95.98 |
95.98 |
93.26 |
|
| R1 |
94.35 |
94.35 |
92.99 |
93.71 |
| PP |
93.06 |
93.06 |
93.06 |
92.74 |
| S1 |
91.43 |
91.43 |
92.45 |
90.79 |
| S2 |
90.14 |
90.14 |
92.18 |
|
| S3 |
87.22 |
88.51 |
91.92 |
|
| S4 |
84.30 |
85.59 |
91.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.96 |
91.77 |
5.19 |
5.4% |
1.95 |
2.0% |
82% |
True |
False |
217,666 |
| 10 |
96.96 |
91.77 |
5.19 |
5.4% |
1.70 |
1.8% |
82% |
True |
False |
232,811 |
| 20 |
96.96 |
91.77 |
5.19 |
5.4% |
1.62 |
1.7% |
82% |
True |
False |
172,139 |
| 40 |
103.34 |
91.77 |
11.57 |
12.0% |
1.62 |
1.7% |
37% |
False |
False |
122,893 |
| 60 |
105.15 |
91.77 |
13.38 |
13.9% |
1.62 |
1.7% |
32% |
False |
False |
93,522 |
| 80 |
107.94 |
91.77 |
16.17 |
16.8% |
1.62 |
1.7% |
26% |
False |
False |
75,450 |
| 100 |
107.94 |
91.77 |
16.17 |
16.8% |
1.59 |
1.7% |
26% |
False |
False |
63,794 |
| 120 |
107.94 |
90.40 |
17.54 |
18.3% |
1.57 |
1.6% |
32% |
False |
False |
56,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.94 |
|
2.618 |
105.57 |
|
1.618 |
102.28 |
|
1.000 |
100.25 |
|
0.618 |
98.99 |
|
HIGH |
96.96 |
|
0.618 |
95.70 |
|
0.500 |
95.32 |
|
0.382 |
94.93 |
|
LOW |
93.67 |
|
0.618 |
91.64 |
|
1.000 |
90.38 |
|
1.618 |
88.35 |
|
2.618 |
85.06 |
|
4.250 |
79.69 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.80 |
95.53 |
| PP |
95.56 |
95.02 |
| S1 |
95.32 |
94.51 |
|