NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
94.99 |
94.93 |
-0.06 |
-0.1% |
96.12 |
| High |
95.42 |
95.28 |
-0.14 |
-0.1% |
96.60 |
| Low |
94.73 |
94.61 |
-0.12 |
-0.1% |
94.51 |
| Close |
94.82 |
95.04 |
0.22 |
0.2% |
94.65 |
| Range |
0.69 |
0.67 |
-0.02 |
-2.9% |
2.09 |
| ATR |
0.93 |
0.91 |
-0.02 |
-2.0% |
0.00 |
| Volume |
3,837 |
4,748 |
911 |
23.7% |
46,678 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.99 |
96.68 |
95.41 |
|
| R3 |
96.32 |
96.01 |
95.22 |
|
| R2 |
95.65 |
95.65 |
95.16 |
|
| R1 |
95.34 |
95.34 |
95.10 |
95.50 |
| PP |
94.98 |
94.98 |
94.98 |
95.05 |
| S1 |
94.67 |
94.67 |
94.98 |
94.83 |
| S2 |
94.31 |
94.31 |
94.92 |
|
| S3 |
93.64 |
94.00 |
94.86 |
|
| S4 |
92.97 |
93.33 |
94.67 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.52 |
100.18 |
95.80 |
|
| R3 |
99.43 |
98.09 |
95.22 |
|
| R2 |
97.34 |
97.34 |
95.03 |
|
| R1 |
96.00 |
96.00 |
94.84 |
95.63 |
| PP |
95.25 |
95.25 |
95.25 |
95.07 |
| S1 |
93.91 |
93.91 |
94.46 |
93.54 |
| S2 |
93.16 |
93.16 |
94.27 |
|
| S3 |
91.07 |
91.82 |
94.08 |
|
| S4 |
88.98 |
89.73 |
93.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.03 |
94.37 |
1.66 |
1.7% |
0.80 |
0.8% |
40% |
False |
False |
6,393 |
| 10 |
96.60 |
94.37 |
2.23 |
2.3% |
0.73 |
0.8% |
30% |
False |
False |
8,383 |
| 20 |
96.60 |
91.97 |
4.63 |
4.9% |
0.88 |
0.9% |
66% |
False |
False |
7,111 |
| 40 |
96.60 |
91.97 |
4.63 |
4.9% |
0.89 |
0.9% |
66% |
False |
False |
6,380 |
| 60 |
98.67 |
91.97 |
6.70 |
7.0% |
0.87 |
0.9% |
46% |
False |
False |
5,033 |
| 80 |
99.49 |
91.97 |
7.52 |
7.9% |
0.85 |
0.9% |
41% |
False |
False |
4,271 |
| 100 |
99.49 |
91.97 |
7.52 |
7.9% |
0.80 |
0.8% |
41% |
False |
False |
3,776 |
| 120 |
99.49 |
90.41 |
9.08 |
9.6% |
0.75 |
0.8% |
51% |
False |
False |
3,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.13 |
|
2.618 |
97.03 |
|
1.618 |
96.36 |
|
1.000 |
95.95 |
|
0.618 |
95.69 |
|
HIGH |
95.28 |
|
0.618 |
95.02 |
|
0.500 |
94.95 |
|
0.382 |
94.87 |
|
LOW |
94.61 |
|
0.618 |
94.20 |
|
1.000 |
93.94 |
|
1.618 |
93.53 |
|
2.618 |
92.86 |
|
4.250 |
91.76 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.01 |
95.00 |
| PP |
94.98 |
94.96 |
| S1 |
94.95 |
94.93 |
|