NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.03 |
94.98 |
-0.05 |
-0.1% |
94.91 |
High |
95.57 |
95.32 |
-0.25 |
-0.3% |
95.73 |
Low |
94.73 |
93.90 |
-0.83 |
-0.9% |
93.64 |
Close |
94.99 |
94.18 |
-0.81 |
-0.9% |
94.99 |
Range |
0.84 |
1.42 |
0.58 |
69.0% |
2.09 |
ATR |
1.41 |
1.41 |
0.00 |
0.0% |
0.00 |
Volume |
68,471 |
21,459 |
-47,012 |
-68.7% |
248,806 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.73 |
97.87 |
94.96 |
|
R3 |
97.31 |
96.45 |
94.57 |
|
R2 |
95.89 |
95.89 |
94.44 |
|
R1 |
95.03 |
95.03 |
94.31 |
94.75 |
PP |
94.47 |
94.47 |
94.47 |
94.33 |
S1 |
93.61 |
93.61 |
94.05 |
93.33 |
S2 |
93.05 |
93.05 |
93.92 |
|
S3 |
91.63 |
92.19 |
93.79 |
|
S4 |
90.21 |
90.77 |
93.40 |
|
|
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 |
95.67 |
93.64 |
2.03 |
2.2% |
1.49 |
1.6% |
27% |
False |
False |
48,602 |
10 |
95.80 |
93.64 |
2.16 |
2.3% |
1.40 |
1.5% |
25% |
False |
False |
41,890 |
20 |
99.57 |
93.64 |
5.93 |
6.3% |
1.35 |
1.4% |
9% |
False |
False |
41,763 |
40 |
101.81 |
93.64 |
8.17 |
8.7% |
1.40 |
1.5% |
7% |
False |
False |
35,833 |
60 |
104.37 |
93.64 |
10.73 |
11.4% |
1.45 |
1.5% |
5% |
False |
False |
29,345 |
80 |
104.37 |
93.64 |
10.73 |
11.4% |
1.38 |
1.5% |
5% |
False |
False |
24,923 |
100 |
104.37 |
92.16 |
12.21 |
13.0% |
1.31 |
1.4% |
17% |
False |
False |
22,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.36 |
2.618 |
99.04 |
1.618 |
97.62 |
1.000 |
96.74 |
0.618 |
96.20 |
HIGH |
95.32 |
0.618 |
94.78 |
0.500 |
94.61 |
0.382 |
94.44 |
LOW |
93.90 |
0.618 |
93.02 |
1.000 |
92.48 |
1.618 |
91.60 |
2.618 |
90.18 |
4.250 |
87.87 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.61 |
94.67 |
PP |
94.47 |
94.51 |
S1 |
94.32 |
94.34 |
|