NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.66 |
95.03 |
0.37 |
0.4% |
94.91 |
High |
95.48 |
95.57 |
0.09 |
0.1% |
95.73 |
Low |
93.77 |
94.73 |
0.96 |
1.0% |
93.64 |
Close |
94.97 |
94.99 |
0.02 |
0.0% |
94.99 |
Range |
1.71 |
0.84 |
-0.87 |
-50.9% |
2.09 |
ATR |
1.45 |
1.41 |
-0.04 |
-3.0% |
0.00 |
Volume |
68,809 |
68,471 |
-338 |
-0.5% |
248,806 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.62 |
97.14 |
95.45 |
|
R3 |
96.78 |
96.30 |
95.22 |
|
R2 |
95.94 |
95.94 |
95.14 |
|
R1 |
95.46 |
95.46 |
95.07 |
95.28 |
PP |
95.10 |
95.10 |
95.10 |
95.01 |
S1 |
94.62 |
94.62 |
94.91 |
94.44 |
S2 |
94.26 |
94.26 |
94.84 |
|
S3 |
93.42 |
93.78 |
94.76 |
|
S4 |
92.58 |
92.94 |
94.53 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.06 |
100.11 |
96.14 |
|
R3 |
98.97 |
98.02 |
95.56 |
|
R2 |
96.88 |
96.88 |
95.37 |
|
R1 |
95.93 |
95.93 |
95.18 |
96.41 |
PP |
94.79 |
94.79 |
94.79 |
95.02 |
S1 |
93.84 |
93.84 |
94.80 |
94.32 |
S2 |
92.70 |
92.70 |
94.61 |
|
S3 |
90.61 |
91.75 |
94.42 |
|
S4 |
88.52 |
89.66 |
93.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.73 |
93.64 |
2.09 |
2.2% |
1.43 |
1.5% |
65% |
False |
False |
49,761 |
10 |
95.80 |
93.64 |
2.16 |
2.3% |
1.35 |
1.4% |
63% |
False |
False |
43,810 |
20 |
99.98 |
93.64 |
6.34 |
6.7% |
1.35 |
1.4% |
21% |
False |
False |
42,029 |
40 |
101.81 |
93.64 |
8.17 |
8.6% |
1.40 |
1.5% |
17% |
False |
False |
35,858 |
60 |
104.37 |
93.64 |
10.73 |
11.3% |
1.45 |
1.5% |
13% |
False |
False |
29,228 |
80 |
104.37 |
93.64 |
10.73 |
11.3% |
1.37 |
1.4% |
13% |
False |
False |
24,801 |
100 |
104.37 |
91.74 |
12.63 |
13.3% |
1.31 |
1.4% |
26% |
False |
False |
22,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.14 |
2.618 |
97.77 |
1.618 |
96.93 |
1.000 |
96.41 |
0.618 |
96.09 |
HIGH |
95.57 |
0.618 |
95.25 |
0.500 |
95.15 |
0.382 |
95.05 |
LOW |
94.73 |
0.618 |
94.21 |
1.000 |
93.89 |
1.618 |
93.37 |
2.618 |
92.53 |
4.250 |
91.16 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.15 |
94.88 |
PP |
95.10 |
94.78 |
S1 |
95.04 |
94.67 |
|