NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.38 |
97.76 |
0.38 |
0.4% |
93.24 |
| High |
98.00 |
97.87 |
-0.13 |
-0.1% |
98.00 |
| Low |
97.19 |
97.00 |
-0.19 |
-0.2% |
92.86 |
| Close |
97.66 |
97.29 |
-0.37 |
-0.4% |
97.66 |
| Range |
0.81 |
0.87 |
0.06 |
7.4% |
5.14 |
| ATR |
1.35 |
1.32 |
-0.03 |
-2.5% |
0.00 |
| Volume |
23,762 |
21,957 |
-1,805 |
-7.6% |
124,310 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.00 |
99.51 |
97.77 |
|
| R3 |
99.13 |
98.64 |
97.53 |
|
| R2 |
98.26 |
98.26 |
97.45 |
|
| R1 |
97.77 |
97.77 |
97.37 |
97.58 |
| PP |
97.39 |
97.39 |
97.39 |
97.29 |
| S1 |
96.90 |
96.90 |
97.21 |
96.71 |
| S2 |
96.52 |
96.52 |
97.13 |
|
| S3 |
95.65 |
96.03 |
97.05 |
|
| S4 |
94.78 |
95.16 |
96.81 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.59 |
109.77 |
100.49 |
|
| R3 |
106.45 |
104.63 |
99.07 |
|
| R2 |
101.31 |
101.31 |
98.60 |
|
| R1 |
99.49 |
99.49 |
98.13 |
100.40 |
| PP |
96.17 |
96.17 |
96.17 |
96.63 |
| S1 |
94.35 |
94.35 |
97.19 |
95.26 |
| S2 |
91.03 |
91.03 |
96.72 |
|
| S3 |
85.89 |
89.21 |
96.25 |
|
| S4 |
80.75 |
84.07 |
94.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
94.14 |
3.86 |
4.0% |
1.20 |
1.2% |
82% |
False |
False |
28,009 |
| 10 |
98.00 |
92.42 |
5.58 |
5.7% |
1.34 |
1.4% |
87% |
False |
False |
20,704 |
| 20 |
98.00 |
92.42 |
5.58 |
5.7% |
1.30 |
1.3% |
87% |
False |
False |
20,395 |
| 40 |
101.00 |
92.42 |
8.58 |
8.8% |
1.28 |
1.3% |
57% |
False |
False |
17,805 |
| 60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.28 |
1.3% |
57% |
False |
False |
14,219 |
| 80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.23 |
1.3% |
46% |
False |
False |
11,779 |
| 100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.15 |
1.2% |
46% |
False |
False |
10,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.57 |
|
2.618 |
100.15 |
|
1.618 |
99.28 |
|
1.000 |
98.74 |
|
0.618 |
98.41 |
|
HIGH |
97.87 |
|
0.618 |
97.54 |
|
0.500 |
97.44 |
|
0.382 |
97.33 |
|
LOW |
97.00 |
|
0.618 |
96.46 |
|
1.000 |
96.13 |
|
1.618 |
95.59 |
|
2.618 |
94.72 |
|
4.250 |
93.30 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.44 |
97.50 |
| PP |
97.39 |
97.43 |
| S1 |
97.34 |
97.36 |
|