NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
98.90 |
99.30 |
0.40 |
0.4% |
98.59 |
| High |
99.37 |
100.33 |
0.96 |
1.0% |
100.33 |
| Low |
98.82 |
99.16 |
0.34 |
0.3% |
98.14 |
| Close |
99.21 |
99.97 |
0.76 |
0.8% |
99.97 |
| Range |
0.55 |
1.17 |
0.62 |
112.7% |
2.19 |
| ATR |
1.10 |
1.10 |
0.01 |
0.5% |
0.00 |
| Volume |
12,597 |
9,111 |
-3,486 |
-27.7% |
70,775 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.33 |
102.82 |
100.61 |
|
| R3 |
102.16 |
101.65 |
100.29 |
|
| R2 |
100.99 |
100.99 |
100.18 |
|
| R1 |
100.48 |
100.48 |
100.08 |
100.74 |
| PP |
99.82 |
99.82 |
99.82 |
99.95 |
| S1 |
99.31 |
99.31 |
99.86 |
99.57 |
| S2 |
98.65 |
98.65 |
99.76 |
|
| S3 |
97.48 |
98.14 |
99.65 |
|
| S4 |
96.31 |
96.97 |
99.33 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.05 |
105.20 |
101.17 |
|
| R3 |
103.86 |
103.01 |
100.57 |
|
| R2 |
101.67 |
101.67 |
100.37 |
|
| R1 |
100.82 |
100.82 |
100.17 |
101.25 |
| PP |
99.48 |
99.48 |
99.48 |
99.69 |
| S1 |
98.63 |
98.63 |
99.77 |
99.06 |
| S2 |
97.29 |
97.29 |
99.57 |
|
| S3 |
95.10 |
96.44 |
99.37 |
|
| S4 |
92.91 |
94.25 |
98.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.33 |
97.95 |
2.38 |
2.4% |
0.79 |
0.8% |
85% |
True |
False |
19,610 |
| 10 |
100.33 |
96.18 |
4.15 |
4.2% |
0.96 |
1.0% |
91% |
True |
False |
20,923 |
| 20 |
100.33 |
92.79 |
7.54 |
7.5% |
1.12 |
1.1% |
95% |
True |
False |
23,169 |
| 40 |
100.33 |
92.42 |
7.91 |
7.9% |
1.19 |
1.2% |
95% |
True |
False |
20,802 |
| 60 |
101.00 |
92.42 |
8.58 |
8.6% |
1.22 |
1.2% |
88% |
False |
False |
18,028 |
| 80 |
101.62 |
92.42 |
9.20 |
9.2% |
1.22 |
1.2% |
82% |
False |
False |
14,895 |
| 100 |
103.06 |
92.42 |
10.64 |
10.6% |
1.18 |
1.2% |
71% |
False |
False |
12,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.30 |
|
2.618 |
103.39 |
|
1.618 |
102.22 |
|
1.000 |
101.50 |
|
0.618 |
101.05 |
|
HIGH |
100.33 |
|
0.618 |
99.88 |
|
0.500 |
99.75 |
|
0.382 |
99.61 |
|
LOW |
99.16 |
|
0.618 |
98.44 |
|
1.000 |
97.99 |
|
1.618 |
97.27 |
|
2.618 |
96.10 |
|
4.250 |
94.19 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.90 |
99.73 |
| PP |
99.82 |
99.48 |
| S1 |
99.75 |
99.24 |
|