NYMEX Light Sweet Crude Oil Future April 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 |
96.99 |
97.25 |
0.26 |
0.3% |
97.76 |
| High |
97.53 |
98.64 |
1.11 |
1.1% |
98.46 |
| Low |
96.72 |
97.07 |
0.35 |
0.4% |
96.25 |
| Close |
97.41 |
98.40 |
0.99 |
1.0% |
96.55 |
| Range |
0.81 |
1.57 |
0.76 |
93.8% |
2.21 |
| ATR |
1.21 |
1.24 |
0.03 |
2.1% |
0.00 |
| Volume |
19,049 |
26,649 |
7,600 |
39.9% |
147,866 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.75 |
102.14 |
99.26 |
|
| R3 |
101.18 |
100.57 |
98.83 |
|
| R2 |
99.61 |
99.61 |
98.69 |
|
| R1 |
99.00 |
99.00 |
98.54 |
99.31 |
| PP |
98.04 |
98.04 |
98.04 |
98.19 |
| S1 |
97.43 |
97.43 |
98.26 |
97.74 |
| S2 |
96.47 |
96.47 |
98.11 |
|
| S3 |
94.90 |
95.86 |
97.97 |
|
| S4 |
93.33 |
94.29 |
97.54 |
|
|
| 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 |
98.64 |
96.18 |
2.46 |
2.5% |
1.14 |
1.2% |
90% |
True |
False |
22,236 |
| 10 |
98.64 |
96.18 |
2.46 |
2.5% |
1.08 |
1.1% |
90% |
True |
False |
25,283 |
| 20 |
98.64 |
92.42 |
6.22 |
6.3% |
1.28 |
1.3% |
96% |
True |
False |
22,342 |
| 40 |
98.64 |
92.42 |
6.22 |
6.3% |
1.21 |
1.2% |
96% |
True |
False |
20,007 |
| 60 |
101.00 |
92.42 |
8.58 |
8.7% |
1.26 |
1.3% |
70% |
False |
False |
16,868 |
| 80 |
103.06 |
92.42 |
10.64 |
10.8% |
1.25 |
1.3% |
56% |
False |
False |
13,981 |
| 100 |
103.06 |
92.42 |
10.64 |
10.8% |
1.19 |
1.2% |
56% |
False |
False |
11,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.31 |
|
2.618 |
102.75 |
|
1.618 |
101.18 |
|
1.000 |
100.21 |
|
0.618 |
99.61 |
|
HIGH |
98.64 |
|
0.618 |
98.04 |
|
0.500 |
97.86 |
|
0.382 |
97.67 |
|
LOW |
97.07 |
|
0.618 |
96.10 |
|
1.000 |
95.50 |
|
1.618 |
94.53 |
|
2.618 |
92.96 |
|
4.250 |
90.40 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.22 |
98.16 |
| PP |
98.04 |
97.92 |
| S1 |
97.86 |
97.68 |
|