NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
92.73 |
93.00 |
0.27 |
0.3% |
94.55 |
| High |
94.19 |
94.34 |
0.15 |
0.2% |
94.99 |
| Low |
92.39 |
92.84 |
0.45 |
0.5% |
92.10 |
| Close |
93.01 |
94.10 |
1.09 |
1.2% |
93.01 |
| Range |
1.80 |
1.50 |
-0.30 |
-16.7% |
2.89 |
| ATR |
1.52 |
1.52 |
0.00 |
-0.1% |
0.00 |
| Volume |
51,680 |
27,953 |
-23,727 |
-45.9% |
205,483 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.26 |
97.68 |
94.93 |
|
| R3 |
96.76 |
96.18 |
94.51 |
|
| R2 |
95.26 |
95.26 |
94.38 |
|
| R1 |
94.68 |
94.68 |
94.24 |
94.97 |
| PP |
93.76 |
93.76 |
93.76 |
93.91 |
| S1 |
93.18 |
93.18 |
93.96 |
93.47 |
| S2 |
92.26 |
92.26 |
93.83 |
|
| S3 |
90.76 |
91.68 |
93.69 |
|
| S4 |
89.26 |
90.18 |
93.28 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.04 |
100.41 |
94.60 |
|
| R3 |
99.15 |
97.52 |
93.80 |
|
| R2 |
96.26 |
96.26 |
93.54 |
|
| R1 |
94.63 |
94.63 |
93.27 |
94.00 |
| PP |
93.37 |
93.37 |
93.37 |
93.05 |
| S1 |
91.74 |
91.74 |
92.75 |
91.11 |
| S2 |
90.48 |
90.48 |
92.48 |
|
| S3 |
87.59 |
88.85 |
92.22 |
|
| S4 |
84.70 |
85.96 |
91.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.99 |
92.10 |
2.89 |
3.1% |
1.56 |
1.7% |
69% |
False |
False |
46,687 |
| 10 |
95.85 |
92.10 |
3.75 |
4.0% |
1.48 |
1.6% |
53% |
False |
False |
44,516 |
| 20 |
95.87 |
92.10 |
3.77 |
4.0% |
1.46 |
1.5% |
53% |
False |
False |
43,810 |
| 40 |
102.52 |
92.10 |
10.42 |
11.1% |
1.50 |
1.6% |
19% |
False |
False |
40,515 |
| 60 |
104.39 |
92.10 |
12.29 |
13.1% |
1.50 |
1.6% |
16% |
False |
False |
32,850 |
| 80 |
106.22 |
92.10 |
14.12 |
15.0% |
1.48 |
1.6% |
14% |
False |
False |
27,186 |
| 100 |
106.22 |
92.10 |
14.12 |
15.0% |
1.43 |
1.5% |
14% |
False |
False |
23,520 |
| 120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.38 |
1.5% |
25% |
False |
False |
20,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.72 |
|
2.618 |
98.27 |
|
1.618 |
96.77 |
|
1.000 |
95.84 |
|
0.618 |
95.27 |
|
HIGH |
94.34 |
|
0.618 |
93.77 |
|
0.500 |
93.59 |
|
0.382 |
93.41 |
|
LOW |
92.84 |
|
0.618 |
91.91 |
|
1.000 |
91.34 |
|
1.618 |
90.41 |
|
2.618 |
88.91 |
|
4.250 |
86.47 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.93 |
93.81 |
| PP |
93.76 |
93.51 |
| S1 |
93.59 |
93.22 |
|