NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
98.59 |
98.14 |
-0.45 |
-0.5% |
96.55 |
| High |
98.75 |
99.01 |
0.26 |
0.3% |
98.76 |
| Low |
98.20 |
98.14 |
-0.06 |
-0.1% |
96.18 |
| Close |
98.43 |
98.98 |
0.55 |
0.6% |
98.73 |
| Range |
0.55 |
0.87 |
0.32 |
58.2% |
2.58 |
| ATR |
1.16 |
1.14 |
-0.02 |
-1.8% |
0.00 |
| Volume |
26,803 |
22,264 |
-4,539 |
-16.9% |
108,481 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.32 |
101.02 |
99.46 |
|
| R3 |
100.45 |
100.15 |
99.22 |
|
| R2 |
99.58 |
99.58 |
99.14 |
|
| R1 |
99.28 |
99.28 |
99.06 |
99.43 |
| PP |
98.71 |
98.71 |
98.71 |
98.79 |
| S1 |
98.41 |
98.41 |
98.90 |
98.56 |
| S2 |
97.84 |
97.84 |
98.82 |
|
| S3 |
96.97 |
97.54 |
98.74 |
|
| S4 |
96.10 |
96.67 |
98.50 |
|
|
| 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 |
99.01 |
96.72 |
2.29 |
2.3% |
0.92 |
0.9% |
99% |
True |
False |
24,408 |
| 10 |
99.01 |
96.18 |
2.83 |
2.9% |
1.01 |
1.0% |
99% |
True |
False |
26,120 |
| 20 |
99.01 |
92.42 |
6.59 |
6.7% |
1.17 |
1.2% |
100% |
True |
False |
23,718 |
| 40 |
99.01 |
92.42 |
6.59 |
6.7% |
1.18 |
1.2% |
100% |
True |
False |
20,772 |
| 60 |
101.00 |
92.42 |
8.58 |
8.7% |
1.24 |
1.3% |
76% |
False |
False |
17,873 |
| 80 |
101.62 |
92.42 |
9.20 |
9.3% |
1.23 |
1.2% |
71% |
False |
False |
14,740 |
| 100 |
103.06 |
92.42 |
10.64 |
10.7% |
1.18 |
1.2% |
62% |
False |
False |
12,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.71 |
|
2.618 |
101.29 |
|
1.618 |
100.42 |
|
1.000 |
99.88 |
|
0.618 |
99.55 |
|
HIGH |
99.01 |
|
0.618 |
98.68 |
|
0.500 |
98.58 |
|
0.382 |
98.47 |
|
LOW |
98.14 |
|
0.618 |
97.60 |
|
1.000 |
97.27 |
|
1.618 |
96.73 |
|
2.618 |
95.86 |
|
4.250 |
94.44 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.85 |
98.81 |
| PP |
98.71 |
98.65 |
| S1 |
98.58 |
98.48 |
|