NYMEX Light Sweet Crude Oil Future February 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 |
94.55 |
94.52 |
-0.03 |
0.0% |
94.77 |
| High |
94.82 |
94.99 |
0.17 |
0.2% |
95.85 |
| Low |
93.38 |
93.74 |
0.36 |
0.4% |
93.49 |
| Close |
94.40 |
94.00 |
-0.40 |
-0.4% |
95.15 |
| Range |
1.44 |
1.25 |
-0.19 |
-13.2% |
2.36 |
| ATR |
1.49 |
1.47 |
-0.02 |
-1.1% |
0.00 |
| Volume |
53,645 |
67,975 |
14,330 |
26.7% |
211,728 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.99 |
97.25 |
94.69 |
|
| R3 |
96.74 |
96.00 |
94.34 |
|
| R2 |
95.49 |
95.49 |
94.23 |
|
| R1 |
94.75 |
94.75 |
94.11 |
94.50 |
| PP |
94.24 |
94.24 |
94.24 |
94.12 |
| S1 |
93.50 |
93.50 |
93.89 |
93.25 |
| S2 |
92.99 |
92.99 |
93.77 |
|
| S3 |
91.74 |
92.25 |
93.66 |
|
| S4 |
90.49 |
91.00 |
93.31 |
|
|
| 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% |
1.48 |
1.6% |
25% |
False |
False |
55,876 |
| 10 |
95.85 |
93.38 |
2.47 |
2.6% |
1.40 |
1.5% |
25% |
False |
False |
52,790 |
| 20 |
97.93 |
93.38 |
4.55 |
4.8% |
1.41 |
1.5% |
14% |
False |
False |
44,435 |
| 40 |
102.52 |
93.38 |
9.14 |
9.7% |
1.48 |
1.6% |
7% |
False |
False |
39,821 |
| 60 |
104.67 |
93.38 |
11.29 |
12.0% |
1.47 |
1.6% |
5% |
False |
False |
31,550 |
| 80 |
106.22 |
93.38 |
12.84 |
13.7% |
1.48 |
1.6% |
5% |
False |
False |
26,056 |
| 100 |
106.22 |
93.38 |
12.84 |
13.7% |
1.40 |
1.5% |
5% |
False |
False |
22,900 |
| 120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.37 |
1.5% |
24% |
False |
False |
19,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.30 |
|
2.618 |
98.26 |
|
1.618 |
97.01 |
|
1.000 |
96.24 |
|
0.618 |
95.76 |
|
HIGH |
94.99 |
|
0.618 |
94.51 |
|
0.500 |
94.37 |
|
0.382 |
94.22 |
|
LOW |
93.74 |
|
0.618 |
92.97 |
|
1.000 |
92.49 |
|
1.618 |
91.72 |
|
2.618 |
90.47 |
|
4.250 |
88.43 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.37 |
94.62 |
| PP |
94.24 |
94.41 |
| S1 |
94.12 |
94.21 |
|