NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.87 |
97.52 |
0.65 |
0.7% |
94.75 |
| High |
97.73 |
98.20 |
0.47 |
0.5% |
95.16 |
| Low |
96.64 |
97.25 |
0.61 |
0.6% |
92.35 |
| Close |
97.45 |
97.64 |
0.19 |
0.2% |
93.24 |
| Range |
1.09 |
0.95 |
-0.14 |
-12.8% |
2.81 |
| ATR |
1.55 |
1.50 |
-0.04 |
-2.8% |
0.00 |
| Volume |
90,967 |
91,751 |
784 |
0.9% |
154,491 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
100.04 |
98.16 |
|
| R3 |
99.60 |
99.09 |
97.90 |
|
| R2 |
98.65 |
98.65 |
97.81 |
|
| R1 |
98.14 |
98.14 |
97.73 |
98.40 |
| PP |
97.70 |
97.70 |
97.70 |
97.82 |
| S1 |
97.19 |
97.19 |
97.55 |
97.45 |
| S2 |
96.75 |
96.75 |
97.47 |
|
| S3 |
95.80 |
96.24 |
97.38 |
|
| S4 |
94.85 |
95.29 |
97.12 |
|
|
| 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 |
98.20 |
92.68 |
5.52 |
5.7% |
1.61 |
1.6% |
90% |
True |
False |
53,930 |
| 10 |
98.20 |
92.35 |
5.85 |
6.0% |
1.58 |
1.6% |
90% |
True |
False |
47,029 |
| 20 |
98.20 |
92.35 |
5.85 |
6.0% |
1.43 |
1.5% |
90% |
True |
False |
44,145 |
| 40 |
101.81 |
92.35 |
9.46 |
9.7% |
1.43 |
1.5% |
56% |
False |
False |
41,838 |
| 60 |
102.29 |
92.35 |
9.94 |
10.2% |
1.43 |
1.5% |
53% |
False |
False |
35,294 |
| 80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.41 |
1.4% |
44% |
False |
False |
30,067 |
| 100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.39 |
1.4% |
44% |
False |
False |
26,310 |
| 120 |
104.37 |
89.48 |
14.89 |
15.2% |
1.35 |
1.4% |
55% |
False |
False |
24,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.24 |
|
2.618 |
100.69 |
|
1.618 |
99.74 |
|
1.000 |
99.15 |
|
0.618 |
98.79 |
|
HIGH |
98.20 |
|
0.618 |
97.84 |
|
0.500 |
97.73 |
|
0.382 |
97.61 |
|
LOW |
97.25 |
|
0.618 |
96.66 |
|
1.000 |
96.30 |
|
1.618 |
95.71 |
|
2.618 |
94.76 |
|
4.250 |
93.21 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.73 |
97.15 |
| PP |
97.70 |
96.66 |
| S1 |
97.67 |
96.17 |
|