NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
95.65 |
96.19 |
0.54 |
0.6% |
94.54 |
| High |
95.98 |
96.50 |
0.52 |
0.5% |
95.94 |
| Low |
95.63 |
96.03 |
0.40 |
0.4% |
94.37 |
| Close |
95.88 |
96.46 |
0.58 |
0.6% |
95.94 |
| Range |
0.35 |
0.47 |
0.12 |
34.3% |
1.57 |
| ATR |
0.85 |
0.84 |
-0.02 |
-2.0% |
0.00 |
| Volume |
8,539 |
6,335 |
-2,204 |
-25.8% |
36,401 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.74 |
97.57 |
96.72 |
|
| R3 |
97.27 |
97.10 |
96.59 |
|
| R2 |
96.80 |
96.80 |
96.55 |
|
| R1 |
96.63 |
96.63 |
96.50 |
96.72 |
| PP |
96.33 |
96.33 |
96.33 |
96.37 |
| S1 |
96.16 |
96.16 |
96.42 |
96.25 |
| S2 |
95.86 |
95.86 |
96.37 |
|
| S3 |
95.39 |
95.69 |
96.33 |
|
| S4 |
94.92 |
95.22 |
96.20 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.13 |
99.60 |
96.80 |
|
| R3 |
98.56 |
98.03 |
96.37 |
|
| R2 |
96.99 |
96.99 |
96.23 |
|
| R1 |
96.46 |
96.46 |
96.08 |
96.73 |
| PP |
95.42 |
95.42 |
95.42 |
95.55 |
| S1 |
94.89 |
94.89 |
95.80 |
95.16 |
| S2 |
93.85 |
93.85 |
95.65 |
|
| S3 |
92.28 |
93.32 |
95.51 |
|
| S4 |
90.71 |
91.75 |
95.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.50 |
94.61 |
1.89 |
2.0% |
0.61 |
0.6% |
98% |
True |
False |
7,948 |
| 10 |
96.50 |
94.37 |
2.13 |
2.2% |
0.73 |
0.8% |
98% |
True |
False |
8,258 |
| 20 |
96.60 |
91.97 |
4.63 |
4.8% |
0.80 |
0.8% |
97% |
False |
False |
7,756 |
| 40 |
96.60 |
91.97 |
4.63 |
4.8% |
0.84 |
0.9% |
97% |
False |
False |
6,834 |
| 60 |
98.67 |
91.97 |
6.70 |
6.9% |
0.88 |
0.9% |
67% |
False |
False |
5,523 |
| 80 |
98.67 |
91.97 |
6.70 |
6.9% |
0.83 |
0.9% |
67% |
False |
False |
4,576 |
| 100 |
99.49 |
91.97 |
7.52 |
7.8% |
0.80 |
0.8% |
60% |
False |
False |
4,054 |
| 120 |
99.49 |
91.97 |
7.52 |
7.8% |
0.76 |
0.8% |
60% |
False |
False |
3,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.50 |
|
2.618 |
97.73 |
|
1.618 |
97.26 |
|
1.000 |
96.97 |
|
0.618 |
96.79 |
|
HIGH |
96.50 |
|
0.618 |
96.32 |
|
0.500 |
96.27 |
|
0.382 |
96.21 |
|
LOW |
96.03 |
|
0.618 |
95.74 |
|
1.000 |
95.56 |
|
1.618 |
95.27 |
|
2.618 |
94.80 |
|
4.250 |
94.03 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.40 |
96.29 |
| PP |
96.33 |
96.11 |
| S1 |
96.27 |
95.94 |
|