NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
95.56 |
95.64 |
0.08 |
0.1% |
96.70 |
| High |
96.11 |
96.84 |
0.73 |
0.8% |
97.32 |
| Low |
95.36 |
95.58 |
0.22 |
0.2% |
95.11 |
| Close |
95.89 |
96.70 |
0.81 |
0.8% |
95.39 |
| Range |
0.75 |
1.26 |
0.51 |
68.0% |
2.21 |
| ATR |
1.12 |
1.13 |
0.01 |
0.9% |
0.00 |
| Volume |
24,215 |
36,105 |
11,890 |
49.1% |
181,194 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.15 |
99.69 |
97.39 |
|
| R3 |
98.89 |
98.43 |
97.05 |
|
| R2 |
97.63 |
97.63 |
96.93 |
|
| R1 |
97.17 |
97.17 |
96.82 |
97.40 |
| PP |
96.37 |
96.37 |
96.37 |
96.49 |
| S1 |
95.91 |
95.91 |
96.58 |
96.14 |
| S2 |
95.11 |
95.11 |
96.47 |
|
| S3 |
93.85 |
94.65 |
96.35 |
|
| S4 |
92.59 |
93.39 |
96.01 |
|
|
| 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 |
96.84 |
95.10 |
1.74 |
1.8% |
1.05 |
1.1% |
92% |
True |
False |
27,697 |
| 10 |
97.32 |
95.10 |
2.22 |
2.3% |
0.99 |
1.0% |
72% |
False |
False |
33,475 |
| 20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.15 |
1.2% |
88% |
False |
False |
35,900 |
| 40 |
97.32 |
92.21 |
5.11 |
5.3% |
1.14 |
1.2% |
88% |
False |
False |
35,815 |
| 60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.22 |
1.3% |
62% |
False |
False |
32,853 |
| 80 |
100.65 |
92.21 |
8.44 |
8.7% |
1.27 |
1.3% |
53% |
False |
False |
30,239 |
| 100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.25 |
1.3% |
53% |
False |
False |
27,546 |
| 120 |
100.65 |
91.37 |
9.28 |
9.6% |
1.20 |
1.2% |
57% |
False |
False |
27,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.20 |
|
2.618 |
100.14 |
|
1.618 |
98.88 |
|
1.000 |
98.10 |
|
0.618 |
97.62 |
|
HIGH |
96.84 |
|
0.618 |
96.36 |
|
0.500 |
96.21 |
|
0.382 |
96.06 |
|
LOW |
95.58 |
|
0.618 |
94.80 |
|
1.000 |
94.32 |
|
1.618 |
93.54 |
|
2.618 |
92.28 |
|
4.250 |
90.23 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.54 |
96.50 |
| PP |
96.37 |
96.30 |
| S1 |
96.21 |
96.10 |
|