NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
95.99 |
96.43 |
0.44 |
0.5% |
93.23 |
| High |
96.73 |
97.06 |
0.33 |
0.3% |
97.06 |
| Low |
95.99 |
96.23 |
0.24 |
0.3% |
92.95 |
| Close |
96.33 |
96.65 |
0.32 |
0.3% |
96.65 |
| Range |
0.74 |
0.83 |
0.09 |
12.2% |
4.11 |
| ATR |
1.27 |
1.24 |
-0.03 |
-2.5% |
0.00 |
| Volume |
73,904 |
41,567 |
-32,337 |
-43.8% |
233,377 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.14 |
98.72 |
97.11 |
|
| R3 |
98.31 |
97.89 |
96.88 |
|
| R2 |
97.48 |
97.48 |
96.80 |
|
| R1 |
97.06 |
97.06 |
96.73 |
97.27 |
| PP |
96.65 |
96.65 |
96.65 |
96.75 |
| S1 |
96.23 |
96.23 |
96.57 |
96.44 |
| S2 |
95.82 |
95.82 |
96.50 |
|
| S3 |
94.99 |
95.40 |
96.42 |
|
| S4 |
94.16 |
94.57 |
96.19 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.88 |
106.38 |
98.91 |
|
| R3 |
103.77 |
102.27 |
97.78 |
|
| R2 |
99.66 |
99.66 |
97.40 |
|
| R1 |
98.16 |
98.16 |
97.03 |
98.91 |
| PP |
95.55 |
95.55 |
95.55 |
95.93 |
| S1 |
94.05 |
94.05 |
96.27 |
94.80 |
| S2 |
91.44 |
91.44 |
95.90 |
|
| S3 |
87.33 |
89.94 |
95.52 |
|
| S4 |
83.22 |
85.83 |
94.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.06 |
92.95 |
4.11 |
4.3% |
1.14 |
1.2% |
90% |
True |
False |
46,675 |
| 10 |
97.06 |
92.21 |
4.85 |
5.0% |
1.25 |
1.3% |
92% |
True |
False |
39,889 |
| 20 |
97.06 |
92.21 |
4.85 |
5.0% |
1.22 |
1.3% |
92% |
True |
False |
36,774 |
| 40 |
99.46 |
92.21 |
7.25 |
7.5% |
1.23 |
1.3% |
61% |
False |
False |
36,176 |
| 60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.28 |
1.3% |
61% |
False |
False |
31,222 |
| 80 |
100.65 |
92.21 |
8.44 |
8.7% |
1.28 |
1.3% |
53% |
False |
False |
28,634 |
| 100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.25 |
1.3% |
53% |
False |
False |
26,489 |
| 120 |
100.65 |
88.11 |
12.54 |
13.0% |
1.25 |
1.3% |
68% |
False |
False |
26,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.59 |
|
2.618 |
99.23 |
|
1.618 |
98.40 |
|
1.000 |
97.89 |
|
0.618 |
97.57 |
|
HIGH |
97.06 |
|
0.618 |
96.74 |
|
0.500 |
96.65 |
|
0.382 |
96.55 |
|
LOW |
96.23 |
|
0.618 |
95.72 |
|
1.000 |
95.40 |
|
1.618 |
94.89 |
|
2.618 |
94.06 |
|
4.250 |
92.70 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.65 |
96.50 |
| PP |
96.65 |
96.34 |
| S1 |
96.65 |
96.19 |
|