NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.84 |
96.36 |
-0.48 |
-0.5% |
93.23 |
| High |
96.98 |
96.89 |
-0.09 |
-0.1% |
97.06 |
| Low |
95.97 |
95.99 |
0.02 |
0.0% |
92.95 |
| Close |
96.36 |
96.32 |
-0.04 |
0.0% |
96.65 |
| Range |
1.01 |
0.90 |
-0.11 |
-10.9% |
4.11 |
| ATR |
1.19 |
1.17 |
-0.02 |
-1.7% |
0.00 |
| Volume |
47,690 |
40,665 |
-7,025 |
-14.7% |
233,377 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.10 |
98.61 |
96.82 |
|
| R3 |
98.20 |
97.71 |
96.57 |
|
| R2 |
97.30 |
97.30 |
96.49 |
|
| R1 |
96.81 |
96.81 |
96.40 |
96.61 |
| PP |
96.40 |
96.40 |
96.40 |
96.30 |
| S1 |
95.91 |
95.91 |
96.24 |
95.71 |
| S2 |
95.50 |
95.50 |
96.16 |
|
| S3 |
94.60 |
95.01 |
96.07 |
|
| S4 |
93.70 |
94.11 |
95.83 |
|
|
| 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 |
95.97 |
1.35 |
1.4% |
0.92 |
1.0% |
26% |
False |
False |
39,253 |
| 10 |
97.32 |
92.65 |
4.67 |
4.8% |
1.09 |
1.1% |
79% |
False |
False |
41,776 |
| 20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.16 |
1.2% |
80% |
False |
False |
38,062 |
| 40 |
98.82 |
92.21 |
6.61 |
6.9% |
1.20 |
1.2% |
62% |
False |
False |
37,261 |
| 60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.24 |
1.3% |
57% |
False |
False |
32,605 |
| 80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.28 |
1.3% |
49% |
False |
False |
29,756 |
| 100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.24 |
1.3% |
49% |
False |
False |
26,964 |
| 120 |
100.65 |
88.85 |
11.80 |
12.3% |
1.21 |
1.3% |
63% |
False |
False |
26,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.72 |
|
2.618 |
99.25 |
|
1.618 |
98.35 |
|
1.000 |
97.79 |
|
0.618 |
97.45 |
|
HIGH |
96.89 |
|
0.618 |
96.55 |
|
0.500 |
96.44 |
|
0.382 |
96.33 |
|
LOW |
95.99 |
|
0.618 |
95.43 |
|
1.000 |
95.09 |
|
1.618 |
94.53 |
|
2.618 |
93.63 |
|
4.250 |
92.17 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.44 |
96.65 |
| PP |
96.40 |
96.54 |
| S1 |
96.36 |
96.43 |
|