NYMEX Light Sweet Crude Oil Future February 2014
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 |
94.77 |
93.98 |
-0.79 |
-0.8% |
94.93 |
High |
95.21 |
94.40 |
-0.81 |
-0.9% |
95.80 |
Low |
93.72 |
93.56 |
-0.16 |
-0.2% |
93.52 |
Close |
94.01 |
94.15 |
0.14 |
0.1% |
94.83 |
Range |
1.49 |
0.84 |
-0.65 |
-43.6% |
2.28 |
ATR |
1.48 |
1.44 |
-0.05 |
-3.1% |
0.00 |
Volume |
23,535 |
30,431 |
6,896 |
29.3% |
251,939 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.56 |
96.19 |
94.61 |
|
R3 |
95.72 |
95.35 |
94.38 |
|
R2 |
94.88 |
94.88 |
94.30 |
|
R1 |
94.51 |
94.51 |
94.23 |
94.70 |
PP |
94.04 |
94.04 |
94.04 |
94.13 |
S1 |
93.67 |
93.67 |
94.07 |
93.86 |
S2 |
93.20 |
93.20 |
94.00 |
|
S3 |
92.36 |
92.83 |
93.92 |
|
S4 |
91.52 |
91.99 |
93.69 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.56 |
100.47 |
96.08 |
|
R3 |
99.28 |
98.19 |
95.46 |
|
R2 |
97.00 |
97.00 |
95.25 |
|
R1 |
95.91 |
95.91 |
95.04 |
95.32 |
PP |
94.72 |
94.72 |
94.72 |
94.42 |
S1 |
93.63 |
93.63 |
94.62 |
93.04 |
S2 |
92.44 |
92.44 |
94.41 |
|
S3 |
90.16 |
91.35 |
94.20 |
|
S4 |
87.88 |
89.07 |
93.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.44 |
93.52 |
1.92 |
2.0% |
1.31 |
1.4% |
33% |
False |
False |
49,703 |
10 |
95.87 |
93.52 |
2.35 |
2.5% |
1.40 |
1.5% |
27% |
False |
False |
41,239 |
20 |
98.68 |
93.52 |
5.16 |
5.5% |
1.36 |
1.4% |
12% |
False |
False |
40,403 |
40 |
102.52 |
93.52 |
9.00 |
9.6% |
1.45 |
1.5% |
7% |
False |
False |
34,900 |
60 |
106.22 |
93.52 |
12.70 |
13.5% |
1.55 |
1.6% |
5% |
False |
False |
27,763 |
80 |
106.22 |
93.52 |
12.70 |
13.5% |
1.46 |
1.6% |
5% |
False |
False |
23,124 |
100 |
106.22 |
93.50 |
12.72 |
13.5% |
1.37 |
1.5% |
5% |
False |
False |
20,546 |
120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.35 |
1.4% |
25% |
False |
False |
17,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.97 |
2.618 |
96.60 |
1.618 |
95.76 |
1.000 |
95.24 |
0.618 |
94.92 |
HIGH |
94.40 |
0.618 |
94.08 |
0.500 |
93.98 |
0.382 |
93.88 |
LOW |
93.56 |
0.618 |
93.04 |
1.000 |
92.72 |
1.618 |
92.20 |
2.618 |
91.36 |
4.250 |
89.99 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.09 |
94.50 |
PP |
94.04 |
94.38 |
S1 |
93.98 |
94.27 |
|