NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
94.12 |
95.50 |
1.38 |
1.5% |
94.22 |
| High |
95.50 |
96.30 |
0.80 |
0.8% |
94.70 |
| Low |
93.61 |
95.31 |
1.70 |
1.8% |
92.21 |
| Close |
95.15 |
96.14 |
0.99 |
1.0% |
93.12 |
| Range |
1.89 |
0.99 |
-0.90 |
-47.6% |
2.49 |
| ATR |
1.33 |
1.31 |
-0.01 |
-0.9% |
0.00 |
| Volume |
34,089 |
71,121 |
37,032 |
108.6% |
123,522 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.89 |
98.50 |
96.68 |
|
| R3 |
97.90 |
97.51 |
96.41 |
|
| R2 |
96.91 |
96.91 |
96.32 |
|
| R1 |
96.52 |
96.52 |
96.23 |
96.72 |
| PP |
95.92 |
95.92 |
95.92 |
96.01 |
| S1 |
95.53 |
95.53 |
96.05 |
95.73 |
| S2 |
94.93 |
94.93 |
95.96 |
|
| S3 |
93.94 |
94.54 |
95.87 |
|
| S4 |
92.95 |
93.55 |
95.60 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.81 |
99.46 |
94.49 |
|
| R3 |
98.32 |
96.97 |
93.80 |
|
| R2 |
95.83 |
95.83 |
93.58 |
|
| R1 |
94.48 |
94.48 |
93.35 |
93.91 |
| PP |
93.34 |
93.34 |
93.34 |
93.06 |
| S1 |
91.99 |
91.99 |
92.89 |
91.42 |
| S2 |
90.85 |
90.85 |
92.66 |
|
| S3 |
88.36 |
89.50 |
92.44 |
|
| S4 |
85.87 |
87.01 |
91.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.30 |
92.21 |
4.09 |
4.3% |
1.43 |
1.5% |
96% |
True |
False |
34,202 |
| 10 |
96.30 |
92.21 |
4.09 |
4.3% |
1.34 |
1.4% |
96% |
True |
False |
33,404 |
| 20 |
96.30 |
92.21 |
4.09 |
4.3% |
1.27 |
1.3% |
96% |
True |
False |
34,622 |
| 40 |
99.46 |
92.21 |
7.25 |
7.5% |
1.28 |
1.3% |
54% |
False |
False |
34,400 |
| 60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.30 |
1.3% |
54% |
False |
False |
29,954 |
| 80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
47% |
False |
False |
27,615 |
| 100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.25 |
1.3% |
47% |
False |
False |
25,694 |
| 120 |
100.65 |
88.11 |
12.54 |
13.0% |
1.25 |
1.3% |
64% |
False |
False |
25,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.51 |
|
2.618 |
98.89 |
|
1.618 |
97.90 |
|
1.000 |
97.29 |
|
0.618 |
96.91 |
|
HIGH |
96.30 |
|
0.618 |
95.92 |
|
0.500 |
95.81 |
|
0.382 |
95.69 |
|
LOW |
95.31 |
|
0.618 |
94.70 |
|
1.000 |
94.32 |
|
1.618 |
93.71 |
|
2.618 |
92.72 |
|
4.250 |
91.10 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.03 |
95.64 |
| PP |
95.92 |
95.13 |
| S1 |
95.81 |
94.63 |
|