NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.16 |
94.26 |
0.10 |
0.1% |
94.91 |
| High |
94.53 |
94.73 |
0.20 |
0.2% |
95.73 |
| Low |
93.75 |
93.60 |
-0.15 |
-0.2% |
93.64 |
| Close |
94.26 |
94.24 |
-0.02 |
0.0% |
94.99 |
| Range |
0.78 |
1.13 |
0.35 |
44.9% |
2.09 |
| ATR |
1.37 |
1.35 |
-0.02 |
-1.2% |
0.00 |
| Volume |
29,400 |
33,160 |
3,760 |
12.8% |
248,806 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.58 |
97.04 |
94.86 |
|
| R3 |
96.45 |
95.91 |
94.55 |
|
| R2 |
95.32 |
95.32 |
94.45 |
|
| R1 |
94.78 |
94.78 |
94.34 |
94.49 |
| PP |
94.19 |
94.19 |
94.19 |
94.04 |
| S1 |
93.65 |
93.65 |
94.14 |
93.36 |
| S2 |
93.06 |
93.06 |
94.03 |
|
| S3 |
91.93 |
92.52 |
93.93 |
|
| S4 |
90.80 |
91.39 |
93.62 |
|
|
| 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 |
95.57 |
93.60 |
1.97 |
2.1% |
1.18 |
1.2% |
32% |
False |
True |
44,259 |
| 10 |
95.73 |
93.60 |
2.13 |
2.3% |
1.28 |
1.4% |
30% |
False |
True |
41,261 |
| 20 |
98.15 |
93.60 |
4.55 |
4.8% |
1.25 |
1.3% |
14% |
False |
True |
40,274 |
| 40 |
101.81 |
93.60 |
8.21 |
8.7% |
1.38 |
1.5% |
8% |
False |
True |
36,312 |
| 60 |
104.37 |
93.60 |
10.77 |
11.4% |
1.43 |
1.5% |
6% |
False |
True |
30,097 |
| 80 |
104.37 |
93.60 |
10.77 |
11.4% |
1.39 |
1.5% |
6% |
False |
True |
25,587 |
| 100 |
104.37 |
93.17 |
11.20 |
11.9% |
1.32 |
1.4% |
10% |
False |
False |
23,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.53 |
|
2.618 |
97.69 |
|
1.618 |
96.56 |
|
1.000 |
95.86 |
|
0.618 |
95.43 |
|
HIGH |
94.73 |
|
0.618 |
94.30 |
|
0.500 |
94.17 |
|
0.382 |
94.03 |
|
LOW |
93.60 |
|
0.618 |
92.90 |
|
1.000 |
92.47 |
|
1.618 |
91.77 |
|
2.618 |
90.64 |
|
4.250 |
88.80 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.22 |
94.46 |
| PP |
94.19 |
94.39 |
| S1 |
94.17 |
94.31 |
|