NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.00 |
93.33 |
0.33 |
0.4% |
94.45 |
High |
93.46 |
93.93 |
0.47 |
0.5% |
95.38 |
Low |
92.43 |
92.73 |
0.30 |
0.3% |
92.51 |
Close |
93.34 |
93.33 |
-0.01 |
0.0% |
93.84 |
Range |
1.03 |
1.20 |
0.17 |
16.5% |
2.87 |
ATR |
1.58 |
1.56 |
-0.03 |
-1.7% |
0.00 |
Volume |
131,463 |
20,364 |
-111,099 |
-84.5% |
1,384,851 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.93 |
96.33 |
93.99 |
|
R3 |
95.73 |
95.13 |
93.66 |
|
R2 |
94.53 |
94.53 |
93.55 |
|
R1 |
93.93 |
93.93 |
93.44 |
93.93 |
PP |
93.33 |
93.33 |
93.33 |
93.33 |
S1 |
92.73 |
92.73 |
93.22 |
92.73 |
S2 |
92.13 |
92.13 |
93.11 |
|
S3 |
90.93 |
91.53 |
93.00 |
|
S4 |
89.73 |
90.33 |
92.67 |
|
|
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% |
1.34 |
1.4% |
42% |
False |
False |
168,140 |
10 |
95.38 |
92.43 |
2.95 |
3.2% |
1.45 |
1.6% |
31% |
False |
False |
220,840 |
20 |
98.82 |
92.43 |
6.39 |
6.8% |
1.44 |
1.5% |
14% |
False |
False |
229,857 |
40 |
103.96 |
92.43 |
11.53 |
12.4% |
1.62 |
1.7% |
8% |
False |
False |
202,156 |
60 |
109.70 |
92.43 |
17.27 |
18.5% |
1.74 |
1.9% |
5% |
False |
False |
164,265 |
80 |
109.70 |
92.43 |
17.27 |
18.5% |
1.73 |
1.9% |
5% |
False |
False |
140,002 |
100 |
109.70 |
92.43 |
17.27 |
18.5% |
1.69 |
1.8% |
5% |
False |
False |
129,140 |
120 |
109.70 |
91.05 |
18.65 |
20.0% |
1.70 |
1.8% |
12% |
False |
False |
119,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.03 |
2.618 |
97.07 |
1.618 |
95.87 |
1.000 |
95.13 |
0.618 |
94.67 |
HIGH |
93.93 |
0.618 |
93.47 |
0.500 |
93.33 |
0.382 |
93.19 |
LOW |
92.73 |
0.618 |
91.99 |
1.000 |
91.53 |
1.618 |
90.79 |
2.618 |
89.59 |
4.250 |
87.63 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.33 |
93.37 |
PP |
93.33 |
93.35 |
S1 |
93.33 |
93.34 |
|