NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.55 |
94.55 |
-1.00 |
-1.0% |
94.77 |
High |
95.85 |
94.82 |
-1.03 |
-1.1% |
95.85 |
Low |
94.35 |
93.38 |
-0.97 |
-1.0% |
93.49 |
Close |
95.15 |
94.40 |
-0.75 |
-0.8% |
95.15 |
Range |
1.50 |
1.44 |
-0.06 |
-4.0% |
2.36 |
ATR |
1.47 |
1.49 |
0.02 |
1.5% |
0.00 |
Volume |
58,136 |
53,645 |
-4,491 |
-7.7% |
211,728 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.52 |
97.90 |
95.19 |
|
R3 |
97.08 |
96.46 |
94.80 |
|
R2 |
95.64 |
95.64 |
94.66 |
|
R1 |
95.02 |
95.02 |
94.53 |
94.61 |
PP |
94.20 |
94.20 |
94.20 |
94.00 |
S1 |
93.58 |
93.58 |
94.27 |
93.17 |
S2 |
92.76 |
92.76 |
94.14 |
|
S3 |
91.32 |
92.14 |
94.00 |
|
S4 |
89.88 |
90.70 |
93.61 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.91 |
100.89 |
96.45 |
|
R3 |
99.55 |
98.53 |
95.80 |
|
R2 |
97.19 |
97.19 |
95.58 |
|
R1 |
96.17 |
96.17 |
95.37 |
96.68 |
PP |
94.83 |
94.83 |
94.83 |
95.09 |
S1 |
93.81 |
93.81 |
94.93 |
94.32 |
S2 |
92.47 |
92.47 |
94.72 |
|
S3 |
90.11 |
91.45 |
94.50 |
|
S4 |
87.75 |
89.09 |
93.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.85 |
93.38 |
2.47 |
2.6% |
1.40 |
1.5% |
41% |
False |
True |
48,367 |
10 |
95.85 |
93.38 |
2.47 |
2.6% |
1.48 |
1.6% |
41% |
False |
True |
49,132 |
20 |
98.46 |
93.38 |
5.08 |
5.4% |
1.37 |
1.5% |
20% |
False |
True |
42,442 |
40 |
102.52 |
93.38 |
9.14 |
9.7% |
1.48 |
1.6% |
11% |
False |
True |
38,457 |
60 |
104.67 |
93.38 |
11.29 |
12.0% |
1.50 |
1.6% |
9% |
False |
True |
30,571 |
80 |
106.22 |
93.38 |
12.84 |
13.6% |
1.47 |
1.6% |
8% |
False |
True |
25,300 |
100 |
106.22 |
93.38 |
12.84 |
13.6% |
1.40 |
1.5% |
8% |
False |
True |
22,303 |
120 |
106.22 |
90.05 |
16.17 |
17.1% |
1.37 |
1.5% |
27% |
False |
False |
19,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.94 |
2.618 |
98.59 |
1.618 |
97.15 |
1.000 |
96.26 |
0.618 |
95.71 |
HIGH |
94.82 |
0.618 |
94.27 |
0.500 |
94.10 |
0.382 |
93.93 |
LOW |
93.38 |
0.618 |
92.49 |
1.000 |
91.94 |
1.618 |
91.05 |
2.618 |
89.61 |
4.250 |
87.26 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.30 |
94.62 |
PP |
94.20 |
94.54 |
S1 |
94.10 |
94.47 |
|