NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
97.33 |
0.43 |
0.4% |
94.15 |
| High |
97.58 |
97.99 |
0.41 |
0.4% |
94.69 |
| Low |
96.30 |
97.01 |
0.71 |
0.7% |
91.77 |
| Close |
97.20 |
97.38 |
0.18 |
0.2% |
92.72 |
| Range |
1.28 |
0.98 |
-0.30 |
-23.4% |
2.92 |
| ATR |
1.69 |
1.64 |
-0.05 |
-3.0% |
0.00 |
| Volume |
325,857 |
216,392 |
-109,465 |
-33.6% |
805,121 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
99.87 |
97.92 |
|
| R3 |
99.42 |
98.89 |
97.65 |
|
| R2 |
98.44 |
98.44 |
97.56 |
|
| R1 |
97.91 |
97.91 |
97.47 |
98.18 |
| PP |
97.46 |
97.46 |
97.46 |
97.59 |
| S1 |
96.93 |
96.93 |
97.29 |
97.20 |
| S2 |
96.48 |
96.48 |
97.20 |
|
| S3 |
95.50 |
95.95 |
97.11 |
|
| S4 |
94.52 |
94.97 |
96.84 |
|
|
| 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 |
97.99 |
92.06 |
5.93 |
6.1% |
1.78 |
1.8% |
90% |
True |
False |
247,905 |
| 10 |
97.99 |
91.77 |
6.22 |
6.4% |
1.71 |
1.8% |
90% |
True |
False |
238,142 |
| 20 |
97.99 |
91.77 |
6.22 |
6.4% |
1.56 |
1.6% |
90% |
True |
False |
192,062 |
| 40 |
102.99 |
91.77 |
11.22 |
11.5% |
1.59 |
1.6% |
50% |
False |
False |
133,234 |
| 60 |
105.15 |
91.77 |
13.38 |
13.7% |
1.61 |
1.7% |
42% |
False |
False |
101,738 |
| 80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.62 |
1.7% |
35% |
False |
False |
81,693 |
| 100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.59 |
1.6% |
35% |
False |
False |
68,881 |
| 120 |
107.94 |
90.40 |
17.54 |
18.0% |
1.56 |
1.6% |
40% |
False |
False |
60,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.16 |
|
2.618 |
100.56 |
|
1.618 |
99.58 |
|
1.000 |
98.97 |
|
0.618 |
98.60 |
|
HIGH |
97.99 |
|
0.618 |
97.62 |
|
0.500 |
97.50 |
|
0.382 |
97.38 |
|
LOW |
97.01 |
|
0.618 |
96.40 |
|
1.000 |
96.03 |
|
1.618 |
95.42 |
|
2.618 |
94.44 |
|
4.250 |
92.85 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.50 |
96.86 |
| PP |
97.46 |
96.35 |
| S1 |
97.42 |
95.83 |
|