NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
98.71 |
97.83 |
-0.88 |
-0.9% |
93.24 |
| High |
98.75 |
98.37 |
-0.38 |
-0.4% |
98.35 |
| Low |
97.38 |
97.55 |
0.17 |
0.2% |
93.08 |
| Close |
97.72 |
97.77 |
0.05 |
0.1% |
97.94 |
| Range |
1.37 |
0.82 |
-0.55 |
-40.1% |
5.27 |
| ATR |
1.41 |
1.37 |
-0.04 |
-3.0% |
0.00 |
| Volume |
68,240 |
88,088 |
19,848 |
29.1% |
287,907 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.36 |
99.88 |
98.22 |
|
| R3 |
99.54 |
99.06 |
98.00 |
|
| R2 |
98.72 |
98.72 |
97.92 |
|
| R1 |
98.24 |
98.24 |
97.85 |
98.07 |
| PP |
97.90 |
97.90 |
97.90 |
97.81 |
| S1 |
97.42 |
97.42 |
97.69 |
97.25 |
| S2 |
97.08 |
97.08 |
97.62 |
|
| S3 |
96.26 |
96.60 |
97.54 |
|
| S4 |
95.44 |
95.78 |
97.32 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.27 |
110.37 |
100.84 |
|
| R3 |
107.00 |
105.10 |
99.39 |
|
| R2 |
101.73 |
101.73 |
98.91 |
|
| R1 |
99.83 |
99.83 |
98.42 |
100.78 |
| PP |
96.46 |
96.46 |
96.46 |
96.93 |
| S1 |
94.56 |
94.56 |
97.46 |
95.51 |
| S2 |
91.19 |
91.19 |
96.97 |
|
| S3 |
85.92 |
89.29 |
96.49 |
|
| S4 |
80.65 |
84.02 |
95.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.82 |
97.29 |
1.53 |
1.6% |
1.07 |
1.1% |
31% |
False |
False |
61,892 |
| 10 |
98.82 |
92.68 |
6.14 |
6.3% |
1.34 |
1.4% |
83% |
False |
False |
57,911 |
| 20 |
98.82 |
92.35 |
6.47 |
6.6% |
1.35 |
1.4% |
84% |
False |
False |
50,052 |
| 40 |
101.21 |
92.35 |
8.86 |
9.1% |
1.37 |
1.4% |
61% |
False |
False |
45,107 |
| 60 |
102.29 |
92.35 |
9.94 |
10.2% |
1.39 |
1.4% |
55% |
False |
False |
39,035 |
| 80 |
104.37 |
92.35 |
12.02 |
12.3% |
1.41 |
1.4% |
45% |
False |
False |
33,218 |
| 100 |
104.37 |
92.35 |
12.02 |
12.3% |
1.38 |
1.4% |
45% |
False |
False |
28,709 |
| 120 |
104.37 |
90.14 |
14.23 |
14.6% |
1.32 |
1.3% |
54% |
False |
False |
26,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.86 |
|
2.618 |
100.52 |
|
1.618 |
99.70 |
|
1.000 |
99.19 |
|
0.618 |
98.88 |
|
HIGH |
98.37 |
|
0.618 |
98.06 |
|
0.500 |
97.96 |
|
0.382 |
97.86 |
|
LOW |
97.55 |
|
0.618 |
97.04 |
|
1.000 |
96.73 |
|
1.618 |
96.22 |
|
2.618 |
95.40 |
|
4.250 |
94.07 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.96 |
98.10 |
| PP |
97.90 |
97.99 |
| S1 |
97.83 |
97.88 |
|