NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
94.31 |
96.87 |
2.56 |
2.7% |
94.75 |
| High |
97.00 |
97.73 |
0.73 |
0.8% |
95.16 |
| Low |
94.13 |
96.64 |
2.51 |
2.7% |
92.35 |
| Close |
96.31 |
97.45 |
1.14 |
1.2% |
93.24 |
| Range |
2.87 |
1.09 |
-1.78 |
-62.0% |
2.81 |
| ATR |
1.55 |
1.55 |
-0.01 |
-0.6% |
0.00 |
| Volume |
35,428 |
90,967 |
55,539 |
156.8% |
154,491 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.54 |
100.09 |
98.05 |
|
| R3 |
99.45 |
99.00 |
97.75 |
|
| R2 |
98.36 |
98.36 |
97.65 |
|
| R1 |
97.91 |
97.91 |
97.55 |
98.14 |
| PP |
97.27 |
97.27 |
97.27 |
97.39 |
| S1 |
96.82 |
96.82 |
97.35 |
97.05 |
| S2 |
96.18 |
96.18 |
97.25 |
|
| S3 |
95.09 |
95.73 |
97.15 |
|
| S4 |
94.00 |
94.64 |
96.85 |
|
|
| 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 |
97.73 |
92.35 |
5.38 |
5.5% |
1.77 |
1.8% |
95% |
True |
False |
41,004 |
| 10 |
97.73 |
92.35 |
5.38 |
5.5% |
1.60 |
1.6% |
95% |
True |
False |
41,170 |
| 20 |
97.73 |
92.35 |
5.38 |
5.5% |
1.46 |
1.5% |
95% |
True |
False |
41,272 |
| 40 |
101.81 |
92.35 |
9.46 |
9.7% |
1.46 |
1.5% |
54% |
False |
False |
40,335 |
| 60 |
102.29 |
92.35 |
9.94 |
10.2% |
1.43 |
1.5% |
51% |
False |
False |
34,059 |
| 80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.41 |
1.4% |
42% |
False |
False |
29,051 |
| 100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.38 |
1.4% |
42% |
False |
False |
25,512 |
| 120 |
104.37 |
89.48 |
14.89 |
15.3% |
1.35 |
1.4% |
54% |
False |
False |
23,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.36 |
|
2.618 |
100.58 |
|
1.618 |
99.49 |
|
1.000 |
98.82 |
|
0.618 |
98.40 |
|
HIGH |
97.73 |
|
0.618 |
97.31 |
|
0.500 |
97.19 |
|
0.382 |
97.06 |
|
LOW |
96.64 |
|
0.618 |
95.97 |
|
1.000 |
95.55 |
|
1.618 |
94.88 |
|
2.618 |
93.79 |
|
4.250 |
92.01 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.36 |
96.77 |
| PP |
97.27 |
96.09 |
| S1 |
97.19 |
95.41 |
|