NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
93.24 |
94.31 |
1.07 |
1.1% |
94.75 |
| High |
94.53 |
97.00 |
2.47 |
2.6% |
95.16 |
| Low |
93.08 |
94.13 |
1.05 |
1.1% |
92.35 |
| Close |
94.28 |
96.31 |
2.03 |
2.2% |
93.24 |
| Range |
1.45 |
2.87 |
1.42 |
97.9% |
2.81 |
| ATR |
1.45 |
1.55 |
0.10 |
7.0% |
0.00 |
| Volume |
17,946 |
35,428 |
17,482 |
97.4% |
154,491 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
103.24 |
97.89 |
|
| R3 |
101.55 |
100.37 |
97.10 |
|
| R2 |
98.68 |
98.68 |
96.84 |
|
| R1 |
97.50 |
97.50 |
96.57 |
98.09 |
| PP |
95.81 |
95.81 |
95.81 |
96.11 |
| S1 |
94.63 |
94.63 |
96.05 |
95.22 |
| S2 |
92.94 |
92.94 |
95.78 |
|
| S3 |
90.07 |
91.76 |
95.52 |
|
| S4 |
87.20 |
88.89 |
94.73 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.01 |
100.44 |
94.79 |
|
| R3 |
99.20 |
97.63 |
94.01 |
|
| R2 |
96.39 |
96.39 |
93.76 |
|
| R1 |
94.82 |
94.82 |
93.50 |
94.20 |
| PP |
93.58 |
93.58 |
93.58 |
93.28 |
| S1 |
92.01 |
92.01 |
92.98 |
91.39 |
| S2 |
90.77 |
90.77 |
92.72 |
|
| S3 |
87.96 |
89.20 |
92.47 |
|
| S4 |
85.15 |
86.39 |
91.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.00 |
92.35 |
4.65 |
4.8% |
1.79 |
1.9% |
85% |
True |
False |
33,682 |
| 10 |
97.00 |
92.35 |
4.65 |
4.8% |
1.57 |
1.6% |
85% |
True |
False |
35,013 |
| 20 |
97.00 |
92.35 |
4.65 |
4.8% |
1.48 |
1.5% |
85% |
True |
False |
38,452 |
| 40 |
101.81 |
92.35 |
9.46 |
9.8% |
1.46 |
1.5% |
42% |
False |
False |
39,217 |
| 60 |
102.29 |
92.35 |
9.94 |
10.3% |
1.45 |
1.5% |
40% |
False |
False |
32,863 |
| 80 |
104.37 |
92.35 |
12.02 |
12.5% |
1.41 |
1.5% |
33% |
False |
False |
28,032 |
| 100 |
104.37 |
92.35 |
12.02 |
12.5% |
1.38 |
1.4% |
33% |
False |
False |
24,721 |
| 120 |
104.37 |
89.48 |
14.89 |
15.5% |
1.34 |
1.4% |
46% |
False |
False |
22,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.20 |
|
2.618 |
104.51 |
|
1.618 |
101.64 |
|
1.000 |
99.87 |
|
0.618 |
98.77 |
|
HIGH |
97.00 |
|
0.618 |
95.90 |
|
0.500 |
95.57 |
|
0.382 |
95.23 |
|
LOW |
94.13 |
|
0.618 |
92.36 |
|
1.000 |
91.26 |
|
1.618 |
89.49 |
|
2.618 |
86.62 |
|
4.250 |
81.93 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.06 |
95.82 |
| PP |
95.81 |
95.33 |
| S1 |
95.57 |
94.84 |
|