NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
99.30 |
99.82 |
0.52 |
0.5% |
98.59 |
| High |
100.33 |
100.15 |
-0.18 |
-0.2% |
100.33 |
| Low |
99.16 |
99.07 |
-0.09 |
-0.1% |
98.14 |
| Close |
99.97 |
99.24 |
-0.73 |
-0.7% |
99.97 |
| Range |
1.17 |
1.08 |
-0.09 |
-7.7% |
2.19 |
| ATR |
1.10 |
1.10 |
0.00 |
-0.1% |
0.00 |
| Volume |
9,111 |
22,777 |
13,666 |
150.0% |
70,775 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.73 |
102.06 |
99.83 |
|
| R3 |
101.65 |
100.98 |
99.54 |
|
| R2 |
100.57 |
100.57 |
99.44 |
|
| R1 |
99.90 |
99.90 |
99.34 |
99.70 |
| PP |
99.49 |
99.49 |
99.49 |
99.38 |
| S1 |
98.82 |
98.82 |
99.14 |
98.62 |
| S2 |
98.41 |
98.41 |
99.04 |
|
| S3 |
97.33 |
97.74 |
98.94 |
|
| S4 |
96.25 |
96.66 |
98.65 |
|
|
| 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 |
98.14 |
2.19 |
2.2% |
0.84 |
0.9% |
50% |
False |
False |
18,710 |
| 10 |
100.33 |
96.18 |
4.15 |
4.2% |
0.95 |
1.0% |
74% |
False |
False |
20,203 |
| 20 |
100.33 |
92.86 |
7.47 |
7.5% |
1.09 |
1.1% |
85% |
False |
False |
23,710 |
| 40 |
100.33 |
92.42 |
7.91 |
8.0% |
1.20 |
1.2% |
86% |
False |
False |
20,846 |
| 60 |
101.00 |
92.42 |
8.58 |
8.6% |
1.22 |
1.2% |
79% |
False |
False |
18,201 |
| 80 |
101.62 |
92.42 |
9.20 |
9.3% |
1.22 |
1.2% |
74% |
False |
False |
15,142 |
| 100 |
103.06 |
92.42 |
10.64 |
10.7% |
1.18 |
1.2% |
64% |
False |
False |
12,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.74 |
|
2.618 |
102.98 |
|
1.618 |
101.90 |
|
1.000 |
101.23 |
|
0.618 |
100.82 |
|
HIGH |
100.15 |
|
0.618 |
99.74 |
|
0.500 |
99.61 |
|
0.382 |
99.48 |
|
LOW |
99.07 |
|
0.618 |
98.40 |
|
1.000 |
97.99 |
|
1.618 |
97.32 |
|
2.618 |
96.24 |
|
4.250 |
94.48 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.61 |
99.58 |
| PP |
99.49 |
99.46 |
| S1 |
99.36 |
99.35 |
|