NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
96.26 |
95.41 |
-0.85 |
-0.9% |
96.70 |
| High |
96.28 |
96.33 |
0.05 |
0.1% |
97.32 |
| Low |
95.11 |
95.10 |
-0.01 |
0.0% |
95.11 |
| Close |
95.39 |
96.02 |
0.63 |
0.7% |
95.39 |
| Range |
1.17 |
1.23 |
0.06 |
5.1% |
2.21 |
| ATR |
1.17 |
1.18 |
0.00 |
0.4% |
0.00 |
| Volume |
26,493 |
32,698 |
6,205 |
23.4% |
181,194 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.51 |
98.99 |
96.70 |
|
| R3 |
98.28 |
97.76 |
96.36 |
|
| R2 |
97.05 |
97.05 |
96.25 |
|
| R1 |
96.53 |
96.53 |
96.13 |
96.79 |
| PP |
95.82 |
95.82 |
95.82 |
95.95 |
| S1 |
95.30 |
95.30 |
95.91 |
95.56 |
| S2 |
94.59 |
94.59 |
95.79 |
|
| S3 |
93.36 |
94.07 |
95.68 |
|
| S4 |
92.13 |
92.84 |
95.34 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.57 |
101.19 |
96.61 |
|
| R3 |
100.36 |
98.98 |
96.00 |
|
| R2 |
98.15 |
98.15 |
95.80 |
|
| R1 |
96.77 |
96.77 |
95.59 |
96.36 |
| PP |
95.94 |
95.94 |
95.94 |
95.73 |
| S1 |
94.56 |
94.56 |
95.19 |
94.15 |
| S2 |
93.73 |
93.73 |
94.98 |
|
| S3 |
91.52 |
92.35 |
94.78 |
|
| S4 |
89.31 |
90.14 |
94.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.32 |
95.10 |
2.22 |
2.3% |
1.07 |
1.1% |
41% |
False |
True |
36,167 |
| 10 |
97.32 |
93.61 |
3.71 |
3.9% |
1.06 |
1.1% |
65% |
False |
False |
43,457 |
| 20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.16 |
1.2% |
75% |
False |
False |
35,640 |
| 40 |
97.87 |
92.21 |
5.66 |
5.9% |
1.19 |
1.2% |
67% |
False |
False |
36,581 |
| 60 |
99.46 |
92.21 |
7.25 |
7.6% |
1.23 |
1.3% |
53% |
False |
False |
32,643 |
| 80 |
100.65 |
92.21 |
8.44 |
8.8% |
1.29 |
1.3% |
45% |
False |
False |
29,837 |
| 100 |
100.65 |
92.21 |
8.44 |
8.8% |
1.24 |
1.3% |
45% |
False |
False |
27,140 |
| 120 |
100.65 |
90.08 |
10.57 |
11.0% |
1.21 |
1.3% |
56% |
False |
False |
26,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.56 |
|
2.618 |
99.55 |
|
1.618 |
98.32 |
|
1.000 |
97.56 |
|
0.618 |
97.09 |
|
HIGH |
96.33 |
|
0.618 |
95.86 |
|
0.500 |
95.72 |
|
0.382 |
95.57 |
|
LOW |
95.10 |
|
0.618 |
94.34 |
|
1.000 |
93.87 |
|
1.618 |
93.11 |
|
2.618 |
91.88 |
|
4.250 |
89.87 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.92 |
96.01 |
| PP |
95.82 |
96.00 |
| S1 |
95.72 |
96.00 |
|