NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
95.64 |
96.39 |
0.75 |
0.8% |
95.41 |
| High |
96.84 |
96.96 |
0.12 |
0.1% |
96.96 |
| Low |
95.58 |
96.22 |
0.64 |
0.7% |
95.10 |
| Close |
96.70 |
96.95 |
0.25 |
0.3% |
96.95 |
| Range |
1.26 |
0.74 |
-0.52 |
-41.3% |
1.86 |
| ATR |
1.13 |
1.11 |
-0.03 |
-2.5% |
0.00 |
| Volume |
36,105 |
45,331 |
9,226 |
25.6% |
157,325 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.93 |
98.68 |
97.36 |
|
| R3 |
98.19 |
97.94 |
97.15 |
|
| R2 |
97.45 |
97.45 |
97.09 |
|
| R1 |
97.20 |
97.20 |
97.02 |
97.33 |
| PP |
96.71 |
96.71 |
96.71 |
96.77 |
| S1 |
96.46 |
96.46 |
96.88 |
96.59 |
| S2 |
95.97 |
95.97 |
96.81 |
|
| S3 |
95.23 |
95.72 |
96.75 |
|
| S4 |
94.49 |
94.98 |
96.54 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.92 |
101.29 |
97.97 |
|
| R3 |
100.06 |
99.43 |
97.46 |
|
| R2 |
98.20 |
98.20 |
97.29 |
|
| R1 |
97.57 |
97.57 |
97.12 |
97.89 |
| PP |
96.34 |
96.34 |
96.34 |
96.49 |
| S1 |
95.71 |
95.71 |
96.78 |
96.03 |
| S2 |
94.48 |
94.48 |
96.61 |
|
| S3 |
92.62 |
93.85 |
96.44 |
|
| S4 |
90.76 |
91.99 |
95.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.96 |
95.10 |
1.86 |
1.9% |
0.97 |
1.0% |
99% |
True |
False |
31,465 |
| 10 |
97.32 |
95.10 |
2.22 |
2.3% |
0.98 |
1.0% |
83% |
False |
False |
33,851 |
| 20 |
97.32 |
92.21 |
5.11 |
5.3% |
1.11 |
1.1% |
93% |
False |
False |
36,870 |
| 40 |
97.32 |
92.21 |
5.11 |
5.3% |
1.12 |
1.2% |
93% |
False |
False |
35,651 |
| 60 |
99.46 |
92.21 |
7.25 |
7.5% |
1.21 |
1.3% |
65% |
False |
False |
33,250 |
| 80 |
99.49 |
92.21 |
7.28 |
7.5% |
1.26 |
1.3% |
65% |
False |
False |
30,393 |
| 100 |
100.65 |
92.21 |
8.44 |
8.7% |
1.24 |
1.3% |
56% |
False |
False |
27,840 |
| 120 |
100.65 |
92.21 |
8.44 |
8.7% |
1.20 |
1.2% |
56% |
False |
False |
27,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
98.90 |
|
1.618 |
98.16 |
|
1.000 |
97.70 |
|
0.618 |
97.42 |
|
HIGH |
96.96 |
|
0.618 |
96.68 |
|
0.500 |
96.59 |
|
0.382 |
96.50 |
|
LOW |
96.22 |
|
0.618 |
95.76 |
|
1.000 |
95.48 |
|
1.618 |
95.02 |
|
2.618 |
94.28 |
|
4.250 |
93.08 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.83 |
96.69 |
| PP |
96.71 |
96.42 |
| S1 |
96.59 |
96.16 |
|