NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.75 |
97.76 |
0.01 |
0.0% |
97.96 |
| High |
98.43 |
97.88 |
-0.55 |
-0.6% |
98.92 |
| Low |
97.59 |
96.56 |
-1.03 |
-1.1% |
96.56 |
| Close |
97.82 |
96.93 |
-0.89 |
-0.9% |
96.93 |
| Range |
0.84 |
1.32 |
0.48 |
57.1% |
2.36 |
| ATR |
1.45 |
1.44 |
-0.01 |
-0.6% |
0.00 |
| Volume |
110,793 |
122,415 |
11,622 |
10.5% |
551,044 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.08 |
100.33 |
97.66 |
|
| R3 |
99.76 |
99.01 |
97.29 |
|
| R2 |
98.44 |
98.44 |
97.17 |
|
| R1 |
97.69 |
97.69 |
97.05 |
97.41 |
| PP |
97.12 |
97.12 |
97.12 |
96.98 |
| S1 |
96.37 |
96.37 |
96.81 |
96.09 |
| S2 |
95.80 |
95.80 |
96.69 |
|
| S3 |
94.48 |
95.05 |
96.57 |
|
| S4 |
93.16 |
93.73 |
96.20 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.55 |
103.10 |
98.23 |
|
| R3 |
102.19 |
100.74 |
97.58 |
|
| R2 |
99.83 |
99.83 |
97.36 |
|
| R1 |
98.38 |
98.38 |
97.15 |
97.93 |
| PP |
97.47 |
97.47 |
97.47 |
97.24 |
| S1 |
96.02 |
96.02 |
96.71 |
95.57 |
| S2 |
95.11 |
95.11 |
96.50 |
|
| S3 |
92.75 |
93.66 |
96.28 |
|
| S4 |
90.39 |
91.30 |
95.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.92 |
96.56 |
2.36 |
2.4% |
1.21 |
1.2% |
16% |
False |
True |
110,208 |
| 10 |
98.92 |
92.84 |
6.08 |
6.3% |
1.39 |
1.4% |
67% |
False |
False |
98,389 |
| 20 |
98.92 |
92.10 |
6.82 |
7.0% |
1.40 |
1.4% |
71% |
False |
False |
73,047 |
| 40 |
101.25 |
92.10 |
9.15 |
9.4% |
1.42 |
1.5% |
53% |
False |
False |
56,769 |
| 60 |
102.52 |
92.10 |
10.42 |
10.8% |
1.45 |
1.5% |
46% |
False |
False |
46,522 |
| 80 |
106.22 |
92.10 |
14.12 |
14.6% |
1.51 |
1.6% |
34% |
False |
False |
38,136 |
| 100 |
106.22 |
92.10 |
14.12 |
14.6% |
1.45 |
1.5% |
34% |
False |
False |
32,224 |
| 120 |
106.22 |
91.35 |
14.87 |
15.3% |
1.38 |
1.4% |
38% |
False |
False |
28,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.49 |
|
2.618 |
101.34 |
|
1.618 |
100.02 |
|
1.000 |
99.20 |
|
0.618 |
98.70 |
|
HIGH |
97.88 |
|
0.618 |
97.38 |
|
0.500 |
97.22 |
|
0.382 |
97.06 |
|
LOW |
96.56 |
|
0.618 |
95.74 |
|
1.000 |
95.24 |
|
1.618 |
94.42 |
|
2.618 |
93.10 |
|
4.250 |
90.95 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.22 |
97.74 |
| PP |
97.12 |
97.47 |
| S1 |
97.03 |
97.20 |
|