NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.82 |
97.63 |
0.81 |
0.8% |
93.73 |
| High |
97.95 |
97.68 |
-0.27 |
-0.3% |
97.56 |
| Low |
96.82 |
96.55 |
-0.27 |
-0.3% |
93.17 |
| Close |
97.69 |
96.95 |
-0.74 |
-0.8% |
97.24 |
| Range |
1.13 |
1.13 |
0.00 |
0.0% |
4.39 |
| ATR |
1.16 |
1.15 |
0.00 |
-0.1% |
0.00 |
| Volume |
18,640 |
22,271 |
3,631 |
19.5% |
94,899 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.45 |
99.83 |
97.57 |
|
| R3 |
99.32 |
98.70 |
97.26 |
|
| R2 |
98.19 |
98.19 |
97.16 |
|
| R1 |
97.57 |
97.57 |
97.05 |
97.32 |
| PP |
97.06 |
97.06 |
97.06 |
96.93 |
| S1 |
96.44 |
96.44 |
96.85 |
96.19 |
| S2 |
95.93 |
95.93 |
96.74 |
|
| S3 |
94.80 |
95.31 |
96.64 |
|
| S4 |
93.67 |
94.18 |
96.33 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.16 |
107.59 |
99.65 |
|
| R3 |
104.77 |
103.20 |
98.45 |
|
| R2 |
100.38 |
100.38 |
98.04 |
|
| R1 |
98.81 |
98.81 |
97.64 |
99.60 |
| PP |
95.99 |
95.99 |
95.99 |
96.38 |
| S1 |
94.42 |
94.42 |
96.84 |
95.21 |
| S2 |
91.60 |
91.60 |
96.44 |
|
| S3 |
87.21 |
90.03 |
96.03 |
|
| S4 |
82.82 |
85.64 |
94.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.95 |
96.55 |
1.40 |
1.4% |
0.87 |
0.9% |
29% |
False |
True |
20,649 |
| 10 |
97.95 |
92.38 |
5.57 |
5.7% |
1.15 |
1.2% |
82% |
False |
False |
16,811 |
| 20 |
97.95 |
92.38 |
5.57 |
5.7% |
1.14 |
1.2% |
82% |
False |
False |
14,607 |
| 40 |
100.11 |
92.38 |
7.73 |
8.0% |
1.13 |
1.2% |
59% |
False |
False |
12,669 |
| 60 |
100.11 |
92.38 |
7.73 |
8.0% |
1.13 |
1.2% |
59% |
False |
False |
10,041 |
| 80 |
101.55 |
92.38 |
9.17 |
9.5% |
1.02 |
1.1% |
50% |
False |
False |
8,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.48 |
|
2.618 |
100.64 |
|
1.618 |
99.51 |
|
1.000 |
98.81 |
|
0.618 |
98.38 |
|
HIGH |
97.68 |
|
0.618 |
97.25 |
|
0.500 |
97.12 |
|
0.382 |
96.98 |
|
LOW |
96.55 |
|
0.618 |
95.85 |
|
1.000 |
95.42 |
|
1.618 |
94.72 |
|
2.618 |
93.59 |
|
4.250 |
91.75 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.12 |
97.25 |
| PP |
97.06 |
97.15 |
| S1 |
97.01 |
97.05 |
|