NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.89 |
93.78 |
-0.11 |
-0.1% |
94.45 |
High |
94.55 |
94.30 |
-0.25 |
-0.3% |
95.38 |
Low |
93.58 |
92.72 |
-0.86 |
-0.9% |
92.51 |
Close |
93.84 |
93.03 |
-0.81 |
-0.9% |
93.84 |
Range |
0.97 |
1.58 |
0.61 |
62.9% |
2.87 |
ATR |
1.63 |
1.63 |
0.00 |
-0.2% |
0.00 |
Volume |
204,366 |
169,443 |
-34,923 |
-17.1% |
1,384,851 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.09 |
97.14 |
93.90 |
|
R3 |
96.51 |
95.56 |
93.46 |
|
R2 |
94.93 |
94.93 |
93.32 |
|
R1 |
93.98 |
93.98 |
93.17 |
93.67 |
PP |
93.35 |
93.35 |
93.35 |
93.19 |
S1 |
92.40 |
92.40 |
92.89 |
92.09 |
S2 |
91.77 |
91.77 |
92.74 |
|
S3 |
90.19 |
90.82 |
92.60 |
|
S4 |
88.61 |
89.24 |
92.16 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.52 |
101.05 |
95.42 |
|
R3 |
99.65 |
98.18 |
94.63 |
|
R2 |
96.78 |
96.78 |
94.37 |
|
R1 |
95.31 |
95.31 |
94.10 |
94.61 |
PP |
93.91 |
93.91 |
93.91 |
93.56 |
S1 |
92.44 |
92.44 |
93.58 |
91.74 |
S2 |
91.04 |
91.04 |
93.31 |
|
S3 |
88.17 |
89.57 |
93.05 |
|
S4 |
85.30 |
86.70 |
92.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.22 |
92.51 |
2.71 |
2.9% |
1.69 |
1.8% |
19% |
False |
False |
269,514 |
10 |
95.40 |
92.51 |
2.89 |
3.1% |
1.58 |
1.7% |
18% |
False |
False |
256,575 |
20 |
100.30 |
92.51 |
7.79 |
8.4% |
1.54 |
1.7% |
7% |
False |
False |
257,441 |
40 |
103.96 |
92.51 |
11.45 |
12.3% |
1.64 |
1.8% |
5% |
False |
False |
204,235 |
60 |
109.70 |
92.51 |
17.19 |
18.5% |
1.78 |
1.9% |
3% |
False |
False |
163,580 |
80 |
109.70 |
92.51 |
17.19 |
18.5% |
1.73 |
1.9% |
3% |
False |
False |
139,118 |
100 |
109.70 |
92.51 |
17.19 |
18.5% |
1.70 |
1.8% |
3% |
False |
False |
128,918 |
120 |
109.70 |
90.69 |
19.01 |
20.4% |
1.72 |
1.8% |
12% |
False |
False |
119,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.02 |
2.618 |
98.44 |
1.618 |
96.86 |
1.000 |
95.88 |
0.618 |
95.28 |
HIGH |
94.30 |
0.618 |
93.70 |
0.500 |
93.51 |
0.382 |
93.32 |
LOW |
92.72 |
0.618 |
91.74 |
1.000 |
91.14 |
1.618 |
90.16 |
2.618 |
88.58 |
4.250 |
86.01 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.51 |
93.53 |
PP |
93.35 |
93.36 |
S1 |
93.19 |
93.20 |
|