NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
95.54 |
95.86 |
0.32 |
0.3% |
95.09 |
| High |
95.86 |
96.63 |
0.77 |
0.8% |
96.63 |
| Low |
95.54 |
95.86 |
0.32 |
0.3% |
94.70 |
| Close |
95.70 |
96.18 |
0.48 |
0.5% |
96.18 |
| Range |
0.32 |
0.77 |
0.45 |
140.6% |
1.93 |
| ATR |
0.72 |
0.73 |
0.02 |
2.1% |
0.00 |
| Volume |
2,384 |
1,497 |
-887 |
-37.2% |
12,008 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.53 |
98.13 |
96.60 |
|
| R3 |
97.76 |
97.36 |
96.39 |
|
| R2 |
96.99 |
96.99 |
96.32 |
|
| R1 |
96.59 |
96.59 |
96.25 |
96.79 |
| PP |
96.22 |
96.22 |
96.22 |
96.33 |
| S1 |
95.82 |
95.82 |
96.11 |
96.02 |
| S2 |
95.45 |
95.45 |
96.04 |
|
| S3 |
94.68 |
95.05 |
95.97 |
|
| S4 |
93.91 |
94.28 |
95.76 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.63 |
100.83 |
97.24 |
|
| R3 |
99.70 |
98.90 |
96.71 |
|
| R2 |
97.77 |
97.77 |
96.53 |
|
| R1 |
96.97 |
96.97 |
96.36 |
97.37 |
| PP |
95.84 |
95.84 |
95.84 |
96.04 |
| S1 |
95.04 |
95.04 |
96.00 |
95.44 |
| S2 |
93.91 |
93.91 |
95.83 |
|
| S3 |
91.98 |
93.11 |
95.65 |
|
| S4 |
90.05 |
91.18 |
95.12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.90 |
|
2.618 |
98.65 |
|
1.618 |
97.88 |
|
1.000 |
97.40 |
|
0.618 |
97.11 |
|
HIGH |
96.63 |
|
0.618 |
96.34 |
|
0.500 |
96.25 |
|
0.382 |
96.15 |
|
LOW |
95.86 |
|
0.618 |
95.38 |
|
1.000 |
95.09 |
|
1.618 |
94.61 |
|
2.618 |
93.84 |
|
4.250 |
92.59 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.25 |
96.08 |
| PP |
96.22 |
95.98 |
| S1 |
96.20 |
95.88 |
|