NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.64 |
94.75 |
-0.89 |
-0.9% |
94.98 |
High |
95.95 |
94.97 |
-0.98 |
-1.0% |
95.95 |
Low |
94.50 |
93.54 |
-0.96 |
-1.0% |
93.60 |
Close |
95.29 |
94.57 |
-0.72 |
-0.8% |
95.29 |
Range |
1.45 |
1.43 |
-0.02 |
-1.4% |
2.35 |
ATR |
1.39 |
1.42 |
0.03 |
1.8% |
0.00 |
Volume |
44,372 |
39,451 |
-4,921 |
-11.1% |
163,733 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.65 |
98.04 |
95.36 |
|
R3 |
97.22 |
96.61 |
94.96 |
|
R2 |
95.79 |
95.79 |
94.83 |
|
R1 |
95.18 |
95.18 |
94.70 |
94.77 |
PP |
94.36 |
94.36 |
94.36 |
94.16 |
S1 |
93.75 |
93.75 |
94.44 |
93.34 |
S2 |
92.93 |
92.93 |
94.31 |
|
S3 |
91.50 |
92.32 |
94.18 |
|
S4 |
90.07 |
90.89 |
93.78 |
|
|
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 |
93.54 |
2.41 |
2.5% |
1.34 |
1.4% |
43% |
False |
True |
36,345 |
10 |
95.95 |
93.54 |
2.41 |
2.5% |
1.42 |
1.5% |
43% |
False |
True |
42,473 |
20 |
97.95 |
93.54 |
4.41 |
4.7% |
1.31 |
1.4% |
23% |
False |
True |
40,013 |
40 |
101.81 |
93.54 |
8.27 |
8.7% |
1.42 |
1.5% |
12% |
False |
True |
37,876 |
60 |
103.14 |
93.54 |
9.60 |
10.2% |
1.43 |
1.5% |
11% |
False |
True |
31,201 |
80 |
104.37 |
93.54 |
10.83 |
11.5% |
1.39 |
1.5% |
10% |
False |
True |
26,568 |
100 |
104.37 |
93.54 |
10.83 |
11.5% |
1.34 |
1.4% |
10% |
False |
True |
24,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.05 |
2.618 |
98.71 |
1.618 |
97.28 |
1.000 |
96.40 |
0.618 |
95.85 |
HIGH |
94.97 |
0.618 |
94.42 |
0.500 |
94.26 |
0.382 |
94.09 |
LOW |
93.54 |
0.618 |
92.66 |
1.000 |
92.11 |
1.618 |
91.23 |
2.618 |
89.80 |
4.250 |
87.46 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.47 |
94.75 |
PP |
94.36 |
94.69 |
S1 |
94.26 |
94.63 |
|