NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.25 |
98.65 |
1.40 |
1.4% |
92.71 |
| High |
98.74 |
98.75 |
0.01 |
0.0% |
98.07 |
| Low |
97.24 |
97.20 |
-0.04 |
0.0% |
92.56 |
| Close |
98.51 |
97.44 |
-1.07 |
-1.1% |
97.65 |
| Range |
1.50 |
1.55 |
0.05 |
3.3% |
5.51 |
| ATR |
1.54 |
1.54 |
0.00 |
0.0% |
0.00 |
| Volume |
264,838 |
274,194 |
9,356 |
3.5% |
1,320,264 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.45 |
101.49 |
98.29 |
|
| R3 |
100.90 |
99.94 |
97.87 |
|
| R2 |
99.35 |
99.35 |
97.72 |
|
| R1 |
98.39 |
98.39 |
97.58 |
98.10 |
| PP |
97.80 |
97.80 |
97.80 |
97.65 |
| S1 |
96.84 |
96.84 |
97.30 |
96.55 |
| S2 |
96.25 |
96.25 |
97.16 |
|
| S3 |
94.70 |
95.29 |
97.01 |
|
| S4 |
93.15 |
93.74 |
96.59 |
|
|
| 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 |
97.01 |
1.74 |
1.8% |
1.18 |
1.2% |
25% |
True |
False |
237,891 |
| 10 |
98.75 |
91.77 |
6.98 |
7.2% |
1.57 |
1.6% |
81% |
True |
False |
244,346 |
| 20 |
98.75 |
91.77 |
6.98 |
7.2% |
1.50 |
1.5% |
81% |
True |
False |
219,456 |
| 40 |
102.99 |
91.77 |
11.22 |
11.5% |
1.54 |
1.6% |
51% |
False |
False |
150,581 |
| 60 |
105.15 |
91.77 |
13.38 |
13.7% |
1.59 |
1.6% |
42% |
False |
False |
116,384 |
| 80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.63 |
1.7% |
35% |
False |
False |
92,849 |
| 100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.58 |
1.6% |
35% |
False |
False |
77,970 |
| 120 |
107.94 |
90.40 |
17.54 |
18.0% |
1.54 |
1.6% |
40% |
False |
False |
68,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.34 |
|
2.618 |
102.81 |
|
1.618 |
101.26 |
|
1.000 |
100.30 |
|
0.618 |
99.71 |
|
HIGH |
98.75 |
|
0.618 |
98.16 |
|
0.500 |
97.98 |
|
0.382 |
97.79 |
|
LOW |
97.20 |
|
0.618 |
96.24 |
|
1.000 |
95.65 |
|
1.618 |
94.69 |
|
2.618 |
93.14 |
|
4.250 |
90.61 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.98 |
97.93 |
| PP |
97.80 |
97.76 |
| S1 |
97.62 |
97.60 |
|