NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
98.14 |
98.90 |
0.76 |
0.8% |
96.55 |
| High |
99.01 |
99.37 |
0.36 |
0.4% |
98.76 |
| Low |
98.14 |
98.82 |
0.68 |
0.7% |
96.18 |
| Close |
98.98 |
99.21 |
0.23 |
0.2% |
98.73 |
| Range |
0.87 |
0.55 |
-0.32 |
-36.8% |
2.58 |
| ATR |
1.14 |
1.10 |
-0.04 |
-3.7% |
0.00 |
| Volume |
22,264 |
12,597 |
-9,667 |
-43.4% |
108,481 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.78 |
100.55 |
99.51 |
|
| R3 |
100.23 |
100.00 |
99.36 |
|
| R2 |
99.68 |
99.68 |
99.31 |
|
| R1 |
99.45 |
99.45 |
99.26 |
99.57 |
| PP |
99.13 |
99.13 |
99.13 |
99.19 |
| S1 |
98.90 |
98.90 |
99.16 |
99.02 |
| S2 |
98.58 |
98.58 |
99.11 |
|
| S3 |
98.03 |
98.35 |
99.06 |
|
| S4 |
97.48 |
97.80 |
98.91 |
|
|
| 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 |
99.37 |
97.07 |
2.30 |
2.3% |
0.87 |
0.9% |
93% |
True |
False |
23,118 |
| 10 |
99.37 |
96.18 |
3.19 |
3.2% |
0.93 |
0.9% |
95% |
True |
False |
24,000 |
| 20 |
99.37 |
92.42 |
6.95 |
7.0% |
1.14 |
1.1% |
98% |
True |
False |
23,278 |
| 40 |
99.37 |
92.42 |
6.95 |
7.0% |
1.18 |
1.2% |
98% |
True |
False |
20,770 |
| 60 |
101.00 |
92.42 |
8.58 |
8.6% |
1.23 |
1.2% |
79% |
False |
False |
17,991 |
| 80 |
101.62 |
92.42 |
9.20 |
9.3% |
1.21 |
1.2% |
74% |
False |
False |
14,832 |
| 100 |
103.06 |
92.42 |
10.64 |
10.7% |
1.18 |
1.2% |
64% |
False |
False |
12,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.71 |
|
2.618 |
100.81 |
|
1.618 |
100.26 |
|
1.000 |
99.92 |
|
0.618 |
99.71 |
|
HIGH |
99.37 |
|
0.618 |
99.16 |
|
0.500 |
99.10 |
|
0.382 |
99.03 |
|
LOW |
98.82 |
|
0.618 |
98.48 |
|
1.000 |
98.27 |
|
1.618 |
97.93 |
|
2.618 |
97.38 |
|
4.250 |
96.48 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.17 |
99.06 |
| PP |
99.13 |
98.91 |
| S1 |
99.10 |
98.76 |
|