NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.25 |
96.55 |
-0.70 |
-0.7% |
97.76 |
| High |
97.46 |
97.47 |
0.01 |
0.0% |
98.46 |
| Low |
96.25 |
96.18 |
-0.07 |
-0.1% |
96.25 |
| Close |
96.55 |
97.28 |
0.73 |
0.8% |
96.55 |
| Range |
1.21 |
1.29 |
0.08 |
6.6% |
2.21 |
| ATR |
1.27 |
1.28 |
0.00 |
0.1% |
0.00 |
| Volume |
29,980 |
18,323 |
-11,657 |
-38.9% |
147,866 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.85 |
100.35 |
97.99 |
|
| R3 |
99.56 |
99.06 |
97.63 |
|
| R2 |
98.27 |
98.27 |
97.52 |
|
| R1 |
97.77 |
97.77 |
97.40 |
98.02 |
| PP |
96.98 |
96.98 |
96.98 |
97.10 |
| S1 |
96.48 |
96.48 |
97.16 |
96.73 |
| S2 |
95.69 |
95.69 |
97.04 |
|
| S3 |
94.40 |
95.19 |
96.93 |
|
| S4 |
93.11 |
93.90 |
96.57 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.72 |
102.34 |
97.77 |
|
| R3 |
101.51 |
100.13 |
97.16 |
|
| R2 |
99.30 |
99.30 |
96.96 |
|
| R1 |
97.92 |
97.92 |
96.75 |
97.51 |
| PP |
97.09 |
97.09 |
97.09 |
96.88 |
| S1 |
95.71 |
95.71 |
96.35 |
95.30 |
| S2 |
94.88 |
94.88 |
96.14 |
|
| S3 |
92.67 |
93.50 |
95.94 |
|
| S4 |
90.46 |
91.29 |
95.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.46 |
96.18 |
2.28 |
2.3% |
1.18 |
1.2% |
48% |
False |
True |
28,846 |
| 10 |
98.46 |
94.14 |
4.32 |
4.4% |
1.19 |
1.2% |
73% |
False |
False |
28,428 |
| 20 |
98.46 |
92.42 |
6.04 |
6.2% |
1.27 |
1.3% |
80% |
False |
False |
21,420 |
| 40 |
99.14 |
92.42 |
6.72 |
6.9% |
1.25 |
1.3% |
72% |
False |
False |
19,410 |
| 60 |
101.00 |
92.42 |
8.58 |
8.8% |
1.26 |
1.3% |
57% |
False |
False |
16,101 |
| 80 |
103.06 |
92.42 |
10.64 |
10.9% |
1.26 |
1.3% |
46% |
False |
False |
13,287 |
| 100 |
103.06 |
92.42 |
10.64 |
10.9% |
1.17 |
1.2% |
46% |
False |
False |
11,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.95 |
|
2.618 |
100.85 |
|
1.618 |
99.56 |
|
1.000 |
98.76 |
|
0.618 |
98.27 |
|
HIGH |
97.47 |
|
0.618 |
96.98 |
|
0.500 |
96.83 |
|
0.382 |
96.67 |
|
LOW |
96.18 |
|
0.618 |
95.38 |
|
1.000 |
94.89 |
|
1.618 |
94.09 |
|
2.618 |
92.80 |
|
4.250 |
90.70 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.13 |
97.22 |
| PP |
96.98 |
97.15 |
| S1 |
96.83 |
97.09 |
|