NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.55 |
97.09 |
0.54 |
0.6% |
97.76 |
| High |
97.47 |
97.56 |
0.09 |
0.1% |
98.46 |
| Low |
96.18 |
96.75 |
0.57 |
0.6% |
96.25 |
| Close |
97.28 |
96.92 |
-0.36 |
-0.4% |
96.55 |
| Range |
1.29 |
0.81 |
-0.48 |
-37.2% |
2.21 |
| ATR |
1.28 |
1.24 |
-0.03 |
-2.6% |
0.00 |
| Volume |
18,323 |
17,183 |
-1,140 |
-6.2% |
147,866 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.51 |
99.02 |
97.37 |
|
| R3 |
98.70 |
98.21 |
97.14 |
|
| R2 |
97.89 |
97.89 |
97.07 |
|
| R1 |
97.40 |
97.40 |
96.99 |
97.24 |
| PP |
97.08 |
97.08 |
97.08 |
97.00 |
| S1 |
96.59 |
96.59 |
96.85 |
96.43 |
| S2 |
96.27 |
96.27 |
96.77 |
|
| S3 |
95.46 |
95.78 |
96.70 |
|
| S4 |
94.65 |
94.97 |
96.47 |
|
|
| 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 |
98.30 |
96.18 |
2.12 |
2.2% |
1.09 |
1.1% |
35% |
False |
False |
27,832 |
| 10 |
98.46 |
96.18 |
2.28 |
2.4% |
1.02 |
1.1% |
32% |
False |
False |
28,320 |
| 20 |
98.46 |
92.42 |
6.04 |
6.2% |
1.24 |
1.3% |
75% |
False |
False |
21,743 |
| 40 |
98.87 |
92.42 |
6.45 |
6.7% |
1.24 |
1.3% |
70% |
False |
False |
19,654 |
| 60 |
101.00 |
92.42 |
8.58 |
8.9% |
1.25 |
1.3% |
52% |
False |
False |
16,305 |
| 80 |
103.06 |
92.42 |
10.64 |
11.0% |
1.25 |
1.3% |
42% |
False |
False |
13,463 |
| 100 |
103.06 |
92.42 |
10.64 |
11.0% |
1.17 |
1.2% |
42% |
False |
False |
11,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.00 |
|
2.618 |
99.68 |
|
1.618 |
98.87 |
|
1.000 |
98.37 |
|
0.618 |
98.06 |
|
HIGH |
97.56 |
|
0.618 |
97.25 |
|
0.500 |
97.16 |
|
0.382 |
97.06 |
|
LOW |
96.75 |
|
0.618 |
96.25 |
|
1.000 |
95.94 |
|
1.618 |
95.44 |
|
2.618 |
94.63 |
|
4.250 |
93.31 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.16 |
96.90 |
| PP |
97.08 |
96.89 |
| S1 |
97.00 |
96.87 |
|