NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.04 |
97.53 |
0.49 |
0.5% |
94.55 |
| High |
97.80 |
98.20 |
0.40 |
0.4% |
94.99 |
| Low |
96.57 |
97.23 |
0.66 |
0.7% |
92.10 |
| Close |
97.43 |
97.61 |
0.18 |
0.2% |
93.01 |
| Range |
1.23 |
0.97 |
-0.26 |
-21.1% |
2.89 |
| ATR |
1.63 |
1.58 |
-0.05 |
-2.9% |
0.00 |
| Volume |
125,088 |
129,950 |
4,862 |
3.9% |
205,483 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.59 |
100.07 |
98.14 |
|
| R3 |
99.62 |
99.10 |
97.88 |
|
| R2 |
98.65 |
98.65 |
97.79 |
|
| R1 |
98.13 |
98.13 |
97.70 |
98.39 |
| PP |
97.68 |
97.68 |
97.68 |
97.81 |
| S1 |
97.16 |
97.16 |
97.52 |
97.42 |
| S2 |
96.71 |
96.71 |
97.43 |
|
| S3 |
95.74 |
96.19 |
97.34 |
|
| S4 |
94.77 |
95.22 |
97.08 |
|
|
| 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 |
98.20 |
92.39 |
5.81 |
6.0% |
1.73 |
1.8% |
90% |
True |
False |
80,275 |
| 10 |
98.20 |
92.10 |
6.10 |
6.2% |
1.67 |
1.7% |
90% |
True |
False |
66,676 |
| 20 |
98.20 |
92.10 |
6.10 |
6.2% |
1.50 |
1.5% |
90% |
True |
False |
54,483 |
| 40 |
102.49 |
92.10 |
10.39 |
10.6% |
1.51 |
1.5% |
53% |
False |
False |
46,335 |
| 60 |
103.73 |
92.10 |
11.63 |
11.9% |
1.51 |
1.5% |
47% |
False |
False |
37,463 |
| 80 |
106.22 |
92.10 |
14.12 |
14.5% |
1.50 |
1.5% |
39% |
False |
False |
30,840 |
| 100 |
106.22 |
92.10 |
14.12 |
14.5% |
1.45 |
1.5% |
39% |
False |
False |
26,427 |
| 120 |
106.22 |
90.05 |
16.17 |
16.6% |
1.40 |
1.4% |
47% |
False |
False |
23,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.32 |
|
2.618 |
100.74 |
|
1.618 |
99.77 |
|
1.000 |
99.17 |
|
0.618 |
98.80 |
|
HIGH |
98.20 |
|
0.618 |
97.83 |
|
0.500 |
97.72 |
|
0.382 |
97.60 |
|
LOW |
97.23 |
|
0.618 |
96.63 |
|
1.000 |
96.26 |
|
1.618 |
95.66 |
|
2.618 |
94.69 |
|
4.250 |
93.11 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.72 |
97.10 |
| PP |
97.68 |
96.59 |
| S1 |
97.65 |
96.08 |
|