NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.33 |
97.38 |
0.05 |
0.1% |
92.71 |
| High |
97.99 |
98.07 |
0.08 |
0.1% |
98.07 |
| Low |
97.01 |
97.08 |
0.07 |
0.1% |
92.56 |
| Close |
97.38 |
97.65 |
0.27 |
0.3% |
97.65 |
| Range |
0.98 |
0.99 |
0.01 |
1.0% |
5.51 |
| ATR |
1.64 |
1.59 |
-0.05 |
-2.8% |
0.00 |
| Volume |
216,392 |
223,944 |
7,552 |
3.5% |
1,320,264 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.57 |
100.10 |
98.19 |
|
| R3 |
99.58 |
99.11 |
97.92 |
|
| R2 |
98.59 |
98.59 |
97.83 |
|
| R1 |
98.12 |
98.12 |
97.74 |
98.36 |
| PP |
97.60 |
97.60 |
97.60 |
97.72 |
| S1 |
97.13 |
97.13 |
97.56 |
97.37 |
| S2 |
96.61 |
96.61 |
97.47 |
|
| S3 |
95.62 |
96.14 |
97.38 |
|
| S4 |
94.63 |
95.15 |
97.11 |
|
|
| 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 |
98.07 |
92.56 |
5.51 |
5.6% |
1.61 |
1.7% |
92% |
True |
False |
264,052 |
| 10 |
98.07 |
91.77 |
6.30 |
6.5% |
1.59 |
1.6% |
93% |
True |
False |
238,322 |
| 20 |
98.07 |
91.77 |
6.30 |
6.5% |
1.54 |
1.6% |
93% |
True |
False |
198,539 |
| 40 |
102.99 |
91.77 |
11.22 |
11.5% |
1.56 |
1.6% |
52% |
False |
False |
137,191 |
| 60 |
105.15 |
91.77 |
13.38 |
13.7% |
1.60 |
1.6% |
44% |
False |
False |
105,135 |
| 80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.62 |
1.7% |
36% |
False |
False |
84,265 |
| 100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.59 |
1.6% |
36% |
False |
False |
70,992 |
| 120 |
107.94 |
90.40 |
17.54 |
18.0% |
1.57 |
1.6% |
41% |
False |
False |
62,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.28 |
|
2.618 |
100.66 |
|
1.618 |
99.67 |
|
1.000 |
99.06 |
|
0.618 |
98.68 |
|
HIGH |
98.07 |
|
0.618 |
97.69 |
|
0.500 |
97.58 |
|
0.382 |
97.46 |
|
LOW |
97.08 |
|
0.618 |
96.47 |
|
1.000 |
96.09 |
|
1.618 |
95.48 |
|
2.618 |
94.49 |
|
4.250 |
92.87 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.63 |
97.50 |
| PP |
97.60 |
97.34 |
| S1 |
97.58 |
97.19 |
|