NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.78 |
93.00 |
-0.78 |
-0.8% |
94.45 |
High |
94.30 |
93.46 |
-0.84 |
-0.9% |
95.38 |
Low |
92.72 |
92.43 |
-0.29 |
-0.3% |
92.51 |
Close |
93.03 |
93.34 |
0.31 |
0.3% |
93.84 |
Range |
1.58 |
1.03 |
-0.55 |
-34.8% |
2.87 |
ATR |
1.63 |
1.58 |
-0.04 |
-2.6% |
0.00 |
Volume |
169,443 |
131,463 |
-37,980 |
-22.4% |
1,384,851 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.17 |
95.78 |
93.91 |
|
R3 |
95.14 |
94.75 |
93.62 |
|
R2 |
94.11 |
94.11 |
93.53 |
|
R1 |
93.72 |
93.72 |
93.43 |
93.92 |
PP |
93.08 |
93.08 |
93.08 |
93.17 |
S1 |
92.69 |
92.69 |
93.25 |
92.89 |
S2 |
92.05 |
92.05 |
93.15 |
|
S3 |
91.02 |
91.66 |
93.06 |
|
S4 |
89.99 |
90.63 |
92.77 |
|
|
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 |
94.55 |
92.43 |
2.12 |
2.3% |
1.42 |
1.5% |
43% |
False |
True |
225,069 |
10 |
95.40 |
92.43 |
2.97 |
3.2% |
1.50 |
1.6% |
31% |
False |
True |
247,076 |
20 |
98.82 |
92.43 |
6.39 |
6.8% |
1.49 |
1.6% |
14% |
False |
True |
246,648 |
40 |
103.96 |
92.43 |
11.53 |
12.4% |
1.63 |
1.7% |
8% |
False |
True |
204,950 |
60 |
109.70 |
92.43 |
17.27 |
18.5% |
1.77 |
1.9% |
5% |
False |
True |
164,535 |
80 |
109.70 |
92.43 |
17.27 |
18.5% |
1.73 |
1.9% |
5% |
False |
True |
140,288 |
100 |
109.70 |
92.43 |
17.27 |
18.5% |
1.70 |
1.8% |
5% |
False |
True |
129,628 |
120 |
109.70 |
90.69 |
19.01 |
20.4% |
1.71 |
1.8% |
14% |
False |
False |
119,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.84 |
2.618 |
96.16 |
1.618 |
95.13 |
1.000 |
94.49 |
0.618 |
94.10 |
HIGH |
93.46 |
0.618 |
93.07 |
0.500 |
92.95 |
0.382 |
92.82 |
LOW |
92.43 |
0.618 |
91.79 |
1.000 |
91.40 |
1.618 |
90.76 |
2.618 |
89.73 |
4.250 |
88.05 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.21 |
93.49 |
PP |
93.08 |
93.44 |
S1 |
92.95 |
93.39 |
|