NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
99.63 |
100.15 |
0.52 |
0.5% |
99.20 |
| High |
100.75 |
100.42 |
-0.33 |
-0.3% |
100.75 |
| Low |
99.37 |
99.13 |
-0.24 |
-0.2% |
98.53 |
| Close |
100.32 |
99.29 |
-1.03 |
-1.0% |
100.32 |
| Range |
1.38 |
1.29 |
-0.09 |
-6.5% |
2.22 |
| ATR |
1.24 |
1.24 |
0.00 |
0.3% |
0.00 |
| Volume |
127,198 |
118,356 |
-8,842 |
-7.0% |
352,014 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.48 |
102.68 |
100.00 |
|
| R3 |
102.19 |
101.39 |
99.64 |
|
| R2 |
100.90 |
100.90 |
99.53 |
|
| R1 |
100.10 |
100.10 |
99.41 |
99.86 |
| PP |
99.61 |
99.61 |
99.61 |
99.49 |
| S1 |
98.81 |
98.81 |
99.17 |
98.57 |
| S2 |
98.32 |
98.32 |
99.05 |
|
| S3 |
97.03 |
97.52 |
98.94 |
|
| S4 |
95.74 |
96.23 |
98.58 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.53 |
105.64 |
101.54 |
|
| R3 |
104.31 |
103.42 |
100.93 |
|
| R2 |
102.09 |
102.09 |
100.73 |
|
| R1 |
101.20 |
101.20 |
100.52 |
101.65 |
| PP |
99.87 |
99.87 |
99.87 |
100.09 |
| S1 |
98.98 |
98.98 |
100.12 |
99.43 |
| S2 |
97.65 |
97.65 |
99.91 |
|
| S3 |
95.43 |
96.76 |
99.71 |
|
| S4 |
93.21 |
94.54 |
99.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.75 |
98.53 |
2.22 |
2.2% |
0.95 |
1.0% |
34% |
False |
False |
94,074 |
| 10 |
100.75 |
96.52 |
4.23 |
4.3% |
1.07 |
1.1% |
65% |
False |
False |
125,616 |
| 20 |
100.75 |
92.84 |
7.91 |
8.0% |
1.23 |
1.2% |
82% |
False |
False |
112,002 |
| 40 |
100.75 |
92.10 |
8.65 |
8.7% |
1.36 |
1.4% |
83% |
False |
False |
78,234 |
| 60 |
102.52 |
92.10 |
10.42 |
10.5% |
1.40 |
1.4% |
69% |
False |
False |
64,318 |
| 80 |
104.67 |
92.10 |
12.57 |
12.7% |
1.43 |
1.4% |
57% |
False |
False |
52,390 |
| 100 |
106.22 |
92.10 |
14.12 |
14.2% |
1.44 |
1.4% |
51% |
False |
False |
43,960 |
| 120 |
106.22 |
92.10 |
14.12 |
14.2% |
1.39 |
1.4% |
51% |
False |
False |
38,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.90 |
|
2.618 |
103.80 |
|
1.618 |
102.51 |
|
1.000 |
101.71 |
|
0.618 |
101.22 |
|
HIGH |
100.42 |
|
0.618 |
99.93 |
|
0.500 |
99.78 |
|
0.382 |
99.62 |
|
LOW |
99.13 |
|
0.618 |
98.33 |
|
1.000 |
97.84 |
|
1.618 |
97.04 |
|
2.618 |
95.75 |
|
4.250 |
93.65 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.78 |
99.90 |
| PP |
99.61 |
99.70 |
| S1 |
99.45 |
99.49 |
|