NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.14 |
95.64 |
1.50 |
1.6% |
94.98 |
| High |
95.90 |
95.95 |
0.05 |
0.1% |
95.95 |
| Low |
93.97 |
94.50 |
0.53 |
0.6% |
93.60 |
| Close |
95.77 |
95.29 |
-0.48 |
-0.5% |
95.29 |
| Range |
1.93 |
1.45 |
-0.48 |
-24.9% |
2.35 |
| ATR |
1.39 |
1.39 |
0.00 |
0.3% |
0.00 |
| Volume |
35,342 |
44,372 |
9,030 |
25.6% |
163,733 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.60 |
98.89 |
96.09 |
|
| R3 |
98.15 |
97.44 |
95.69 |
|
| R2 |
96.70 |
96.70 |
95.56 |
|
| R1 |
95.99 |
95.99 |
95.42 |
95.62 |
| PP |
95.25 |
95.25 |
95.25 |
95.06 |
| S1 |
94.54 |
94.54 |
95.16 |
94.17 |
| S2 |
93.80 |
93.80 |
95.02 |
|
| S3 |
92.35 |
93.09 |
94.89 |
|
| S4 |
90.90 |
91.64 |
94.49 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.00 |
100.99 |
96.58 |
|
| R3 |
99.65 |
98.64 |
95.94 |
|
| R2 |
97.30 |
97.30 |
95.72 |
|
| R1 |
96.29 |
96.29 |
95.51 |
96.80 |
| PP |
94.95 |
94.95 |
94.95 |
95.20 |
| S1 |
93.94 |
93.94 |
95.07 |
94.45 |
| S2 |
92.60 |
92.60 |
94.86 |
|
| S3 |
90.25 |
91.59 |
94.64 |
|
| S4 |
87.90 |
89.24 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.95 |
93.60 |
2.35 |
2.5% |
1.34 |
1.4% |
72% |
True |
False |
32,746 |
| 10 |
95.95 |
93.60 |
2.35 |
2.5% |
1.39 |
1.5% |
72% |
True |
False |
41,253 |
| 20 |
98.15 |
93.60 |
4.55 |
4.8% |
1.30 |
1.4% |
37% |
False |
False |
39,519 |
| 40 |
101.81 |
93.60 |
8.21 |
8.6% |
1.42 |
1.5% |
21% |
False |
False |
37,301 |
| 60 |
103.14 |
93.60 |
9.54 |
10.0% |
1.43 |
1.5% |
18% |
False |
False |
30,776 |
| 80 |
104.37 |
93.60 |
10.77 |
11.3% |
1.39 |
1.5% |
16% |
False |
False |
26,295 |
| 100 |
104.37 |
93.60 |
10.77 |
11.3% |
1.34 |
1.4% |
16% |
False |
False |
23,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.11 |
|
2.618 |
99.75 |
|
1.618 |
98.30 |
|
1.000 |
97.40 |
|
0.618 |
96.85 |
|
HIGH |
95.95 |
|
0.618 |
95.40 |
|
0.500 |
95.23 |
|
0.382 |
95.05 |
|
LOW |
94.50 |
|
0.618 |
93.60 |
|
1.000 |
93.05 |
|
1.618 |
92.15 |
|
2.618 |
90.70 |
|
4.250 |
88.34 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.27 |
95.12 |
| PP |
95.25 |
94.95 |
| S1 |
95.23 |
94.78 |
|