NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.55 |
97.30 |
0.75 |
0.8% |
97.66 |
| High |
97.69 |
97.90 |
0.21 |
0.2% |
98.75 |
| Low |
96.21 |
97.00 |
0.79 |
0.8% |
96.26 |
| Close |
97.48 |
97.22 |
-0.26 |
-0.3% |
96.60 |
| Range |
1.48 |
0.90 |
-0.58 |
-39.2% |
2.49 |
| ATR |
1.48 |
1.44 |
-0.04 |
-2.8% |
0.00 |
| Volume |
187,591 |
120,127 |
-67,464 |
-36.0% |
1,188,032 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.07 |
99.55 |
97.72 |
|
| R3 |
99.17 |
98.65 |
97.47 |
|
| R2 |
98.27 |
98.27 |
97.39 |
|
| R1 |
97.75 |
97.75 |
97.30 |
97.56 |
| PP |
97.37 |
97.37 |
97.37 |
97.28 |
| S1 |
96.85 |
96.85 |
97.14 |
96.66 |
| S2 |
96.47 |
96.47 |
97.06 |
|
| S3 |
95.57 |
95.95 |
96.97 |
|
| S4 |
94.67 |
95.05 |
96.73 |
|
|
| 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% |
1.23 |
1.3% |
40% |
False |
False |
204,164 |
| 10 |
98.75 |
96.21 |
2.54 |
2.6% |
1.18 |
1.2% |
40% |
False |
False |
226,194 |
| 20 |
98.75 |
91.77 |
6.98 |
7.2% |
1.44 |
1.5% |
78% |
False |
False |
229,502 |
| 40 |
100.36 |
91.77 |
8.59 |
8.8% |
1.47 |
1.5% |
63% |
False |
False |
161,951 |
| 60 |
103.34 |
91.77 |
11.57 |
11.9% |
1.53 |
1.6% |
47% |
False |
False |
126,583 |
| 80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.61 |
1.7% |
34% |
False |
False |
100,897 |
| 100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.57 |
1.6% |
34% |
False |
False |
84,767 |
| 120 |
107.94 |
91.77 |
16.17 |
16.6% |
1.52 |
1.6% |
34% |
False |
False |
74,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.73 |
|
2.618 |
100.26 |
|
1.618 |
99.36 |
|
1.000 |
98.80 |
|
0.618 |
98.46 |
|
HIGH |
97.90 |
|
0.618 |
97.56 |
|
0.500 |
97.45 |
|
0.382 |
97.34 |
|
LOW |
97.00 |
|
0.618 |
96.44 |
|
1.000 |
96.10 |
|
1.618 |
95.54 |
|
2.618 |
94.64 |
|
4.250 |
93.18 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.45 |
97.17 |
| PP |
97.37 |
97.11 |
| S1 |
97.30 |
97.06 |
|