NYMEX Light Sweet Crude Oil Future February 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 |
96.81 |
97.54 |
0.73 |
0.8% |
97.96 |
| High |
97.99 |
98.15 |
0.16 |
0.2% |
98.92 |
| Low |
96.52 |
97.26 |
0.74 |
0.8% |
96.56 |
| Close |
97.77 |
97.47 |
-0.30 |
-0.3% |
96.93 |
| Range |
1.47 |
0.89 |
-0.58 |
-39.5% |
2.36 |
| ATR |
1.44 |
1.40 |
-0.04 |
-2.7% |
0.00 |
| Volume |
110,434 |
125,215 |
14,781 |
13.4% |
551,044 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.30 |
99.77 |
97.96 |
|
| R3 |
99.41 |
98.88 |
97.71 |
|
| R2 |
98.52 |
98.52 |
97.63 |
|
| R1 |
97.99 |
97.99 |
97.55 |
97.81 |
| PP |
97.63 |
97.63 |
97.63 |
97.54 |
| S1 |
97.10 |
97.10 |
97.39 |
96.92 |
| S2 |
96.74 |
96.74 |
97.31 |
|
| S3 |
95.85 |
96.21 |
97.23 |
|
| S4 |
94.96 |
95.32 |
96.98 |
|
|
| 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 |
96.52 |
2.40 |
2.5% |
1.20 |
1.2% |
40% |
False |
False |
120,554 |
| 10 |
98.92 |
96.52 |
2.40 |
2.5% |
1.16 |
1.2% |
40% |
False |
False |
112,488 |
| 20 |
98.92 |
92.10 |
6.82 |
7.0% |
1.40 |
1.4% |
79% |
False |
False |
80,660 |
| 40 |
100.08 |
92.10 |
7.98 |
8.2% |
1.41 |
1.4% |
67% |
False |
False |
60,968 |
| 60 |
102.52 |
92.10 |
10.42 |
10.7% |
1.44 |
1.5% |
52% |
False |
False |
49,912 |
| 80 |
106.22 |
92.10 |
14.12 |
14.5% |
1.51 |
1.6% |
38% |
False |
False |
40,716 |
| 100 |
106.22 |
92.10 |
14.12 |
14.5% |
1.45 |
1.5% |
38% |
False |
False |
34,383 |
| 120 |
106.22 |
92.10 |
14.12 |
14.5% |
1.38 |
1.4% |
38% |
False |
False |
30,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.93 |
|
2.618 |
100.48 |
|
1.618 |
99.59 |
|
1.000 |
99.04 |
|
0.618 |
98.70 |
|
HIGH |
98.15 |
|
0.618 |
97.81 |
|
0.500 |
97.71 |
|
0.382 |
97.60 |
|
LOW |
97.26 |
|
0.618 |
96.71 |
|
1.000 |
96.37 |
|
1.618 |
95.82 |
|
2.618 |
94.93 |
|
4.250 |
93.48 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.71 |
97.43 |
| PP |
97.63 |
97.38 |
| S1 |
97.55 |
97.34 |
|