NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.15 |
94.21 |
0.06 |
0.1% |
94.43 |
| High |
94.50 |
94.69 |
0.19 |
0.2% |
95.63 |
| Low |
93.08 |
93.43 |
0.35 |
0.4% |
93.22 |
| Close |
94.09 |
93.68 |
-0.41 |
-0.4% |
94.84 |
| Range |
1.42 |
1.26 |
-0.16 |
-11.3% |
2.41 |
| ATR |
1.56 |
1.54 |
-0.02 |
-1.4% |
0.00 |
| Volume |
270,860 |
160,178 |
-110,682 |
-40.9% |
1,106,058 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.71 |
96.96 |
94.37 |
|
| R3 |
96.45 |
95.70 |
94.03 |
|
| R2 |
95.19 |
95.19 |
93.91 |
|
| R1 |
94.44 |
94.44 |
93.80 |
94.19 |
| PP |
93.93 |
93.93 |
93.93 |
93.81 |
| S1 |
93.18 |
93.18 |
93.56 |
92.93 |
| S2 |
92.67 |
92.67 |
93.45 |
|
| S3 |
91.41 |
91.92 |
93.33 |
|
| S4 |
90.15 |
90.66 |
92.99 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.79 |
100.73 |
96.17 |
|
| R3 |
99.38 |
98.32 |
95.50 |
|
| R2 |
96.97 |
96.97 |
95.28 |
|
| R1 |
95.91 |
95.91 |
95.06 |
96.44 |
| PP |
94.56 |
94.56 |
94.56 |
94.83 |
| S1 |
93.50 |
93.50 |
94.62 |
94.03 |
| S2 |
92.15 |
92.15 |
94.40 |
|
| S3 |
89.74 |
91.09 |
94.18 |
|
| S4 |
87.33 |
88.68 |
93.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.63 |
93.08 |
2.55 |
2.7% |
1.52 |
1.6% |
24% |
False |
False |
227,382 |
| 10 |
95.63 |
93.08 |
2.55 |
2.7% |
1.44 |
1.5% |
24% |
False |
False |
194,566 |
| 20 |
98.03 |
93.08 |
4.95 |
5.3% |
1.47 |
1.6% |
12% |
False |
False |
141,418 |
| 40 |
103.34 |
93.08 |
10.26 |
11.0% |
1.58 |
1.7% |
6% |
False |
False |
104,933 |
| 60 |
106.38 |
93.08 |
13.30 |
14.2% |
1.57 |
1.7% |
5% |
False |
False |
79,292 |
| 80 |
107.94 |
93.08 |
14.86 |
15.9% |
1.60 |
1.7% |
4% |
False |
False |
64,813 |
| 100 |
107.94 |
93.08 |
14.86 |
15.9% |
1.55 |
1.7% |
4% |
False |
False |
55,819 |
| 120 |
107.94 |
90.40 |
17.54 |
18.7% |
1.53 |
1.6% |
19% |
False |
False |
48,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.05 |
|
2.618 |
97.99 |
|
1.618 |
96.73 |
|
1.000 |
95.95 |
|
0.618 |
95.47 |
|
HIGH |
94.69 |
|
0.618 |
94.21 |
|
0.500 |
94.06 |
|
0.382 |
93.91 |
|
LOW |
93.43 |
|
0.618 |
92.65 |
|
1.000 |
92.17 |
|
1.618 |
91.39 |
|
2.618 |
90.13 |
|
4.250 |
88.08 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.06 |
94.33 |
| PP |
93.93 |
94.11 |
| S1 |
93.81 |
93.90 |
|