NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.58 |
96.55 |
-1.03 |
-1.1% |
97.66 |
| High |
97.62 |
97.69 |
0.07 |
0.1% |
98.75 |
| Low |
96.26 |
96.21 |
-0.05 |
-0.1% |
96.26 |
| Close |
96.60 |
97.48 |
0.88 |
0.9% |
96.60 |
| Range |
1.36 |
1.48 |
0.12 |
8.8% |
2.49 |
| ATR |
1.48 |
1.48 |
0.00 |
0.0% |
0.00 |
| Volume |
233,161 |
187,591 |
-45,570 |
-19.5% |
1,188,032 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
101.00 |
98.29 |
|
| R3 |
100.09 |
99.52 |
97.89 |
|
| R2 |
98.61 |
98.61 |
97.75 |
|
| R1 |
98.04 |
98.04 |
97.62 |
98.33 |
| PP |
97.13 |
97.13 |
97.13 |
97.27 |
| S1 |
96.56 |
96.56 |
97.34 |
96.85 |
| S2 |
95.65 |
95.65 |
97.21 |
|
| S3 |
94.17 |
95.08 |
97.07 |
|
| S4 |
92.69 |
93.60 |
96.67 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.67 |
103.13 |
97.97 |
|
| R3 |
102.18 |
100.64 |
97.28 |
|
| R2 |
99.69 |
99.69 |
97.06 |
|
| R1 |
98.15 |
98.15 |
96.83 |
97.68 |
| PP |
97.20 |
97.20 |
97.20 |
96.97 |
| S1 |
95.66 |
95.66 |
96.37 |
95.19 |
| S2 |
94.71 |
94.71 |
96.14 |
|
| S3 |
92.22 |
93.17 |
95.92 |
|
| S4 |
89.73 |
90.68 |
95.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.75 |
96.21 |
2.54 |
2.6% |
1.35 |
1.4% |
50% |
False |
True |
233,106 |
| 10 |
98.75 |
93.67 |
5.08 |
5.2% |
1.42 |
1.5% |
75% |
False |
False |
246,108 |
| 20 |
98.75 |
91.77 |
6.98 |
7.2% |
1.47 |
1.5% |
82% |
False |
False |
230,353 |
| 40 |
101.09 |
91.77 |
9.32 |
9.6% |
1.49 |
1.5% |
61% |
False |
False |
160,334 |
| 60 |
103.34 |
91.77 |
11.57 |
11.9% |
1.54 |
1.6% |
49% |
False |
False |
125,314 |
| 80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.63 |
1.7% |
35% |
False |
False |
99,687 |
| 100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.57 |
1.6% |
35% |
False |
False |
83,764 |
| 120 |
107.94 |
91.77 |
16.17 |
16.6% |
1.53 |
1.6% |
35% |
False |
False |
73,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.98 |
|
2.618 |
101.56 |
|
1.618 |
100.08 |
|
1.000 |
99.17 |
|
0.618 |
98.60 |
|
HIGH |
97.69 |
|
0.618 |
97.12 |
|
0.500 |
96.95 |
|
0.382 |
96.78 |
|
LOW |
96.21 |
|
0.618 |
95.30 |
|
1.000 |
94.73 |
|
1.618 |
93.82 |
|
2.618 |
92.34 |
|
4.250 |
89.92 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.30 |
97.39 |
| PP |
97.13 |
97.29 |
| S1 |
96.95 |
97.20 |
|