NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.26 |
94.14 |
-0.12 |
-0.1% |
94.91 |
| High |
94.73 |
95.90 |
1.17 |
1.2% |
95.73 |
| Low |
93.60 |
93.97 |
0.37 |
0.4% |
93.64 |
| Close |
94.24 |
95.77 |
1.53 |
1.6% |
94.99 |
| Range |
1.13 |
1.93 |
0.80 |
70.8% |
2.09 |
| ATR |
1.35 |
1.39 |
0.04 |
3.1% |
0.00 |
| Volume |
33,160 |
35,342 |
2,182 |
6.6% |
248,806 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.00 |
100.32 |
96.83 |
|
| R3 |
99.07 |
98.39 |
96.30 |
|
| R2 |
97.14 |
97.14 |
96.12 |
|
| R1 |
96.46 |
96.46 |
95.95 |
96.80 |
| PP |
95.21 |
95.21 |
95.21 |
95.39 |
| S1 |
94.53 |
94.53 |
95.59 |
94.87 |
| S2 |
93.28 |
93.28 |
95.42 |
|
| S3 |
91.35 |
92.60 |
95.24 |
|
| S4 |
89.42 |
90.67 |
94.71 |
|
|
| 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 |
95.90 |
93.60 |
2.30 |
2.4% |
1.22 |
1.3% |
94% |
True |
False |
37,566 |
| 10 |
95.90 |
93.60 |
2.30 |
2.4% |
1.34 |
1.4% |
94% |
True |
False |
40,985 |
| 20 |
98.15 |
93.60 |
4.55 |
4.8% |
1.27 |
1.3% |
48% |
False |
False |
39,286 |
| 40 |
101.81 |
93.60 |
8.21 |
8.6% |
1.41 |
1.5% |
26% |
False |
False |
36,588 |
| 60 |
103.14 |
93.60 |
9.54 |
10.0% |
1.43 |
1.5% |
23% |
False |
False |
30,335 |
| 80 |
104.37 |
93.60 |
10.77 |
11.2% |
1.39 |
1.5% |
20% |
False |
False |
25,882 |
| 100 |
104.37 |
93.60 |
10.77 |
11.2% |
1.33 |
1.4% |
20% |
False |
False |
23,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.10 |
|
2.618 |
100.95 |
|
1.618 |
99.02 |
|
1.000 |
97.83 |
|
0.618 |
97.09 |
|
HIGH |
95.90 |
|
0.618 |
95.16 |
|
0.500 |
94.94 |
|
0.382 |
94.71 |
|
LOW |
93.97 |
|
0.618 |
92.78 |
|
1.000 |
92.04 |
|
1.618 |
90.85 |
|
2.618 |
88.92 |
|
4.250 |
85.77 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.49 |
95.43 |
| PP |
95.21 |
95.09 |
| S1 |
94.94 |
94.75 |
|