NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
99.82 |
99.24 |
-0.58 |
-0.6% |
98.59 |
| High |
100.15 |
99.29 |
-0.86 |
-0.9% |
100.33 |
| Low |
99.07 |
98.16 |
-0.91 |
-0.9% |
98.14 |
| Close |
99.24 |
98.44 |
-0.80 |
-0.8% |
99.97 |
| Range |
1.08 |
1.13 |
0.05 |
4.6% |
2.19 |
| ATR |
1.10 |
1.10 |
0.00 |
0.2% |
0.00 |
| Volume |
22,777 |
27,284 |
4,507 |
19.8% |
70,775 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.02 |
101.36 |
99.06 |
|
| R3 |
100.89 |
100.23 |
98.75 |
|
| R2 |
99.76 |
99.76 |
98.65 |
|
| R1 |
99.10 |
99.10 |
98.54 |
98.87 |
| PP |
98.63 |
98.63 |
98.63 |
98.51 |
| S1 |
97.97 |
97.97 |
98.34 |
97.74 |
| S2 |
97.50 |
97.50 |
98.23 |
|
| S3 |
96.37 |
96.84 |
98.13 |
|
| S4 |
95.24 |
95.71 |
97.82 |
|
|
| 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% |
0.96 |
1.0% |
14% |
False |
False |
18,806 |
| 10 |
100.33 |
96.72 |
3.61 |
3.7% |
0.94 |
0.9% |
48% |
False |
False |
21,099 |
| 20 |
100.33 |
94.14 |
6.19 |
6.3% |
1.06 |
1.1% |
69% |
False |
False |
24,763 |
| 40 |
100.33 |
92.42 |
7.91 |
8.0% |
1.18 |
1.2% |
76% |
False |
False |
21,108 |
| 60 |
101.00 |
92.42 |
8.58 |
8.7% |
1.23 |
1.2% |
70% |
False |
False |
18,518 |
| 80 |
101.36 |
92.42 |
8.94 |
9.1% |
1.22 |
1.2% |
67% |
False |
False |
15,414 |
| 100 |
103.06 |
92.42 |
10.64 |
10.8% |
1.18 |
1.2% |
57% |
False |
False |
13,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.09 |
|
2.618 |
102.25 |
|
1.618 |
101.12 |
|
1.000 |
100.42 |
|
0.618 |
99.99 |
|
HIGH |
99.29 |
|
0.618 |
98.86 |
|
0.500 |
98.73 |
|
0.382 |
98.59 |
|
LOW |
98.16 |
|
0.618 |
97.46 |
|
1.000 |
97.03 |
|
1.618 |
96.33 |
|
2.618 |
95.20 |
|
4.250 |
93.36 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.73 |
99.25 |
| PP |
98.63 |
98.98 |
| S1 |
98.54 |
98.71 |
|