NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
98.09 |
98.59 |
0.50 |
0.5% |
96.55 |
| High |
98.76 |
98.75 |
-0.01 |
0.0% |
98.76 |
| Low |
97.95 |
98.20 |
0.25 |
0.3% |
96.18 |
| Close |
98.73 |
98.43 |
-0.30 |
-0.3% |
98.73 |
| Range |
0.81 |
0.55 |
-0.26 |
-32.1% |
2.58 |
| ATR |
1.21 |
1.16 |
-0.05 |
-3.9% |
0.00 |
| Volume |
27,277 |
26,803 |
-474 |
-1.7% |
108,481 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.11 |
99.82 |
98.73 |
|
| R3 |
99.56 |
99.27 |
98.58 |
|
| R2 |
99.01 |
99.01 |
98.53 |
|
| R1 |
98.72 |
98.72 |
98.48 |
98.59 |
| PP |
98.46 |
98.46 |
98.46 |
98.40 |
| S1 |
98.17 |
98.17 |
98.38 |
98.04 |
| S2 |
97.91 |
97.91 |
98.33 |
|
| S3 |
97.36 |
97.62 |
98.28 |
|
| S4 |
96.81 |
97.07 |
98.13 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
104.76 |
100.15 |
|
| R3 |
103.05 |
102.18 |
99.44 |
|
| R2 |
100.47 |
100.47 |
99.20 |
|
| R1 |
99.60 |
99.60 |
98.97 |
100.04 |
| PP |
97.89 |
97.89 |
97.89 |
98.11 |
| S1 |
97.02 |
97.02 |
98.49 |
97.46 |
| S2 |
95.31 |
95.31 |
98.26 |
|
| S3 |
92.73 |
94.44 |
98.02 |
|
| S4 |
90.15 |
91.86 |
97.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.76 |
96.72 |
2.04 |
2.1% |
0.91 |
0.9% |
84% |
False |
False |
23,392 |
| 10 |
98.76 |
96.18 |
2.58 |
2.6% |
1.05 |
1.1% |
87% |
False |
False |
26,119 |
| 20 |
98.76 |
92.42 |
6.34 |
6.4% |
1.19 |
1.2% |
95% |
False |
False |
23,411 |
| 40 |
98.76 |
92.42 |
6.34 |
6.4% |
1.19 |
1.2% |
95% |
False |
False |
20,453 |
| 60 |
101.00 |
92.42 |
8.58 |
8.7% |
1.25 |
1.3% |
70% |
False |
False |
17,598 |
| 80 |
101.62 |
92.42 |
9.20 |
9.3% |
1.23 |
1.2% |
65% |
False |
False |
14,528 |
| 100 |
103.06 |
92.42 |
10.64 |
10.8% |
1.18 |
1.2% |
56% |
False |
False |
12,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.09 |
|
2.618 |
100.19 |
|
1.618 |
99.64 |
|
1.000 |
99.30 |
|
0.618 |
99.09 |
|
HIGH |
98.75 |
|
0.618 |
98.54 |
|
0.500 |
98.48 |
|
0.382 |
98.41 |
|
LOW |
98.20 |
|
0.618 |
97.86 |
|
1.000 |
97.65 |
|
1.618 |
97.31 |
|
2.618 |
96.76 |
|
4.250 |
95.86 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.48 |
98.26 |
| PP |
98.46 |
98.09 |
| S1 |
98.45 |
97.92 |
|