NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.52 |
93.78 |
-0.74 |
-0.8% |
94.77 |
| High |
94.99 |
93.89 |
-1.10 |
-1.2% |
95.85 |
| Low |
93.74 |
92.10 |
-1.64 |
-1.7% |
93.49 |
| Close |
94.00 |
92.63 |
-1.37 |
-1.5% |
95.15 |
| Range |
1.25 |
1.79 |
0.54 |
43.2% |
2.36 |
| ATR |
1.47 |
1.50 |
0.03 |
2.1% |
0.00 |
| Volume |
67,975 |
32,183 |
-35,792 |
-52.7% |
211,728 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.24 |
97.23 |
93.61 |
|
| R3 |
96.45 |
95.44 |
93.12 |
|
| R2 |
94.66 |
94.66 |
92.96 |
|
| R1 |
93.65 |
93.65 |
92.79 |
93.26 |
| PP |
92.87 |
92.87 |
92.87 |
92.68 |
| S1 |
91.86 |
91.86 |
92.47 |
91.47 |
| S2 |
91.08 |
91.08 |
92.30 |
|
| S3 |
89.29 |
90.07 |
92.14 |
|
| S4 |
87.50 |
88.28 |
91.65 |
|
|
| 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 |
92.10 |
3.75 |
4.0% |
1.61 |
1.7% |
14% |
False |
True |
53,078 |
| 10 |
95.85 |
92.10 |
3.75 |
4.0% |
1.42 |
1.5% |
14% |
False |
True |
48,903 |
| 20 |
97.24 |
92.10 |
5.14 |
5.5% |
1.44 |
1.6% |
10% |
False |
True |
44,856 |
| 40 |
102.52 |
92.10 |
10.42 |
11.2% |
1.47 |
1.6% |
5% |
False |
True |
40,133 |
| 60 |
104.67 |
92.10 |
12.57 |
13.6% |
1.48 |
1.6% |
4% |
False |
True |
31,848 |
| 80 |
106.22 |
92.10 |
14.12 |
15.2% |
1.48 |
1.6% |
4% |
False |
True |
26,373 |
| 100 |
106.22 |
92.10 |
14.12 |
15.2% |
1.41 |
1.5% |
4% |
False |
True |
23,088 |
| 120 |
106.22 |
90.05 |
16.17 |
17.5% |
1.38 |
1.5% |
16% |
False |
False |
20,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.50 |
|
2.618 |
98.58 |
|
1.618 |
96.79 |
|
1.000 |
95.68 |
|
0.618 |
95.00 |
|
HIGH |
93.89 |
|
0.618 |
93.21 |
|
0.500 |
93.00 |
|
0.382 |
92.78 |
|
LOW |
92.10 |
|
0.618 |
90.99 |
|
1.000 |
90.31 |
|
1.618 |
89.20 |
|
2.618 |
87.41 |
|
4.250 |
84.49 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.00 |
93.55 |
| PP |
92.87 |
93.24 |
| S1 |
92.75 |
92.94 |
|