NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.30 |
97.30 |
0.00 |
0.0% |
97.66 |
| High |
97.90 |
98.01 |
0.11 |
0.1% |
98.75 |
| Low |
97.00 |
97.02 |
0.02 |
0.0% |
96.26 |
| Close |
97.22 |
97.80 |
0.58 |
0.6% |
96.60 |
| Range |
0.90 |
0.99 |
0.09 |
10.0% |
2.49 |
| ATR |
1.44 |
1.41 |
-0.03 |
-2.2% |
0.00 |
| Volume |
120,127 |
84,627 |
-35,500 |
-29.6% |
1,188,032 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.58 |
100.18 |
98.34 |
|
| R3 |
99.59 |
99.19 |
98.07 |
|
| R2 |
98.60 |
98.60 |
97.98 |
|
| R1 |
98.20 |
98.20 |
97.89 |
98.40 |
| PP |
97.61 |
97.61 |
97.61 |
97.71 |
| S1 |
97.21 |
97.21 |
97.71 |
97.41 |
| S2 |
96.62 |
96.62 |
97.62 |
|
| S3 |
95.63 |
96.22 |
97.53 |
|
| S4 |
94.64 |
95.23 |
97.26 |
|
|
| 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 |
98.18 |
96.21 |
1.97 |
2.0% |
1.12 |
1.1% |
81% |
False |
False |
166,251 |
| 10 |
98.75 |
96.21 |
2.54 |
2.6% |
1.15 |
1.2% |
63% |
False |
False |
202,071 |
| 20 |
98.75 |
91.77 |
6.98 |
7.1% |
1.44 |
1.5% |
86% |
False |
False |
220,581 |
| 40 |
98.96 |
91.77 |
7.19 |
7.4% |
1.44 |
1.5% |
84% |
False |
False |
161,939 |
| 60 |
103.34 |
91.77 |
11.57 |
11.8% |
1.52 |
1.6% |
52% |
False |
False |
127,426 |
| 80 |
107.94 |
91.77 |
16.17 |
16.5% |
1.61 |
1.6% |
37% |
False |
False |
101,732 |
| 100 |
107.94 |
91.77 |
16.17 |
16.5% |
1.57 |
1.6% |
37% |
False |
False |
85,495 |
| 120 |
107.94 |
91.77 |
16.17 |
16.5% |
1.52 |
1.6% |
37% |
False |
False |
74,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.22 |
|
2.618 |
100.60 |
|
1.618 |
99.61 |
|
1.000 |
99.00 |
|
0.618 |
98.62 |
|
HIGH |
98.01 |
|
0.618 |
97.63 |
|
0.500 |
97.52 |
|
0.382 |
97.40 |
|
LOW |
97.02 |
|
0.618 |
96.41 |
|
1.000 |
96.03 |
|
1.618 |
95.42 |
|
2.618 |
94.43 |
|
4.250 |
92.81 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.71 |
97.57 |
| PP |
97.61 |
97.34 |
| S1 |
97.52 |
97.11 |
|