NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.70 |
96.28 |
-0.42 |
-0.4% |
93.23 |
| High |
96.88 |
97.32 |
0.44 |
0.5% |
97.06 |
| Low |
96.05 |
96.28 |
0.23 |
0.2% |
92.95 |
| Close |
96.32 |
97.03 |
0.71 |
0.7% |
96.65 |
| Range |
0.83 |
1.04 |
0.21 |
25.3% |
4.11 |
| ATR |
1.21 |
1.20 |
-0.01 |
-1.0% |
0.00 |
| Volume |
33,053 |
33,293 |
240 |
0.7% |
233,377 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.00 |
99.55 |
97.60 |
|
| R3 |
98.96 |
98.51 |
97.32 |
|
| R2 |
97.92 |
97.92 |
97.22 |
|
| R1 |
97.47 |
97.47 |
97.13 |
97.70 |
| PP |
96.88 |
96.88 |
96.88 |
96.99 |
| S1 |
96.43 |
96.43 |
96.93 |
96.66 |
| S2 |
95.84 |
95.84 |
96.84 |
|
| S3 |
94.80 |
95.39 |
96.74 |
|
| S4 |
93.76 |
94.35 |
96.46 |
|
|
| 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 |
97.32 |
95.31 |
2.01 |
2.1% |
0.89 |
0.9% |
86% |
True |
False |
50,587 |
| 10 |
97.32 |
92.21 |
5.11 |
5.3% |
1.16 |
1.2% |
94% |
True |
False |
38,870 |
| 20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.23 |
1.3% |
94% |
True |
False |
37,162 |
| 40 |
99.46 |
92.21 |
7.25 |
7.5% |
1.22 |
1.3% |
66% |
False |
False |
36,252 |
| 60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.28 |
1.3% |
66% |
False |
False |
31,836 |
| 80 |
100.65 |
92.21 |
8.44 |
8.7% |
1.28 |
1.3% |
57% |
False |
False |
29,057 |
| 100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.24 |
1.3% |
57% |
False |
False |
26,560 |
| 120 |
100.65 |
88.11 |
12.54 |
12.9% |
1.23 |
1.3% |
71% |
False |
False |
26,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.74 |
|
2.618 |
100.04 |
|
1.618 |
99.00 |
|
1.000 |
98.36 |
|
0.618 |
97.96 |
|
HIGH |
97.32 |
|
0.618 |
96.92 |
|
0.500 |
96.80 |
|
0.382 |
96.68 |
|
LOW |
96.28 |
|
0.618 |
95.64 |
|
1.000 |
95.24 |
|
1.618 |
94.60 |
|
2.618 |
93.56 |
|
4.250 |
91.86 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.95 |
96.92 |
| PP |
96.88 |
96.80 |
| S1 |
96.80 |
96.69 |
|