NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.36 |
97.80 |
0.44 |
0.5% |
97.97 |
| High |
98.06 |
99.28 |
1.22 |
1.2% |
98.82 |
| Low |
97.15 |
97.61 |
0.46 |
0.5% |
96.54 |
| Close |
97.92 |
98.94 |
1.02 |
1.0% |
96.91 |
| Range |
0.91 |
1.67 |
0.76 |
83.5% |
2.28 |
| ATR |
1.30 |
1.33 |
0.03 |
2.0% |
0.00 |
| Volume |
40,325 |
58,118 |
17,793 |
44.1% |
315,144 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.62 |
102.95 |
99.86 |
|
| R3 |
101.95 |
101.28 |
99.40 |
|
| R2 |
100.28 |
100.28 |
99.25 |
|
| R1 |
99.61 |
99.61 |
99.09 |
99.95 |
| PP |
98.61 |
98.61 |
98.61 |
98.78 |
| S1 |
97.94 |
97.94 |
98.79 |
98.28 |
| S2 |
96.94 |
96.94 |
98.63 |
|
| S3 |
95.27 |
96.27 |
98.48 |
|
| S4 |
93.60 |
94.60 |
98.02 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.26 |
102.87 |
98.16 |
|
| R3 |
101.98 |
100.59 |
97.54 |
|
| R2 |
99.70 |
99.70 |
97.33 |
|
| R1 |
98.31 |
98.31 |
97.12 |
97.87 |
| PP |
97.42 |
97.42 |
97.42 |
97.20 |
| S1 |
96.03 |
96.03 |
96.70 |
95.59 |
| S2 |
95.14 |
95.14 |
96.49 |
|
| S3 |
92.86 |
93.75 |
96.28 |
|
| S4 |
90.58 |
91.47 |
95.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.28 |
96.51 |
2.77 |
2.8% |
1.22 |
1.2% |
88% |
True |
False |
49,219 |
| 10 |
99.28 |
96.51 |
2.77 |
2.8% |
1.15 |
1.2% |
88% |
True |
False |
55,556 |
| 20 |
99.28 |
92.35 |
6.93 |
7.0% |
1.36 |
1.4% |
95% |
True |
False |
51,292 |
| 40 |
99.28 |
92.35 |
6.93 |
7.0% |
1.31 |
1.3% |
95% |
True |
False |
45,783 |
| 60 |
101.81 |
92.35 |
9.46 |
9.6% |
1.38 |
1.4% |
70% |
False |
False |
41,305 |
| 80 |
104.37 |
92.35 |
12.02 |
12.1% |
1.41 |
1.4% |
55% |
False |
False |
35,396 |
| 100 |
104.37 |
92.35 |
12.02 |
12.1% |
1.38 |
1.4% |
55% |
False |
False |
30,728 |
| 120 |
104.37 |
92.35 |
12.02 |
12.1% |
1.33 |
1.3% |
55% |
False |
False |
28,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.38 |
|
2.618 |
103.65 |
|
1.618 |
101.98 |
|
1.000 |
100.95 |
|
0.618 |
100.31 |
|
HIGH |
99.28 |
|
0.618 |
98.64 |
|
0.500 |
98.45 |
|
0.382 |
98.25 |
|
LOW |
97.61 |
|
0.618 |
96.58 |
|
1.000 |
95.94 |
|
1.618 |
94.91 |
|
2.618 |
93.24 |
|
4.250 |
90.51 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.78 |
98.70 |
| PP |
98.61 |
98.46 |
| S1 |
98.45 |
98.22 |
|