NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.08 |
92.91 |
-1.17 |
-1.2% |
94.75 |
High |
94.10 |
94.37 |
0.27 |
0.3% |
95.16 |
Low |
92.35 |
92.68 |
0.33 |
0.4% |
92.35 |
Close |
92.88 |
93.24 |
0.36 |
0.4% |
93.24 |
Range |
1.75 |
1.69 |
-0.06 |
-3.4% |
2.81 |
ATR |
1.44 |
1.45 |
0.02 |
1.3% |
0.00 |
Volume |
27,119 |
33,562 |
6,443 |
23.8% |
154,491 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.50 |
97.56 |
94.17 |
|
R3 |
96.81 |
95.87 |
93.70 |
|
R2 |
95.12 |
95.12 |
93.55 |
|
R1 |
94.18 |
94.18 |
93.39 |
94.65 |
PP |
93.43 |
93.43 |
93.43 |
93.67 |
S1 |
92.49 |
92.49 |
93.09 |
92.96 |
S2 |
91.74 |
91.74 |
92.93 |
|
S3 |
90.05 |
90.80 |
92.78 |
|
S4 |
88.36 |
89.11 |
92.31 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.01 |
100.44 |
94.79 |
|
R3 |
99.20 |
97.63 |
94.01 |
|
R2 |
96.39 |
96.39 |
93.76 |
|
R1 |
94.82 |
94.82 |
93.50 |
94.20 |
PP |
93.58 |
93.58 |
93.58 |
93.28 |
S1 |
92.01 |
92.01 |
92.98 |
91.39 |
S2 |
90.77 |
90.77 |
92.72 |
|
S3 |
87.96 |
89.20 |
92.47 |
|
S4 |
85.15 |
86.39 |
91.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.95 |
92.35 |
3.60 |
3.9% |
1.50 |
1.6% |
25% |
False |
False |
39,772 |
10 |
95.95 |
92.35 |
3.60 |
3.9% |
1.36 |
1.5% |
25% |
False |
False |
38,669 |
20 |
96.74 |
92.35 |
4.39 |
4.7% |
1.41 |
1.5% |
20% |
False |
False |
40,242 |
40 |
101.81 |
92.35 |
9.46 |
10.1% |
1.42 |
1.5% |
9% |
False |
False |
38,967 |
60 |
103.14 |
92.35 |
10.79 |
11.6% |
1.42 |
1.5% |
8% |
False |
False |
32,439 |
80 |
104.37 |
92.35 |
12.02 |
12.9% |
1.40 |
1.5% |
7% |
False |
False |
27,667 |
100 |
104.37 |
92.35 |
12.02 |
12.9% |
1.36 |
1.5% |
7% |
False |
False |
24,692 |
120 |
104.37 |
89.48 |
14.89 |
16.0% |
1.33 |
1.4% |
25% |
False |
False |
22,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.55 |
2.618 |
98.79 |
1.618 |
97.10 |
1.000 |
96.06 |
0.618 |
95.41 |
HIGH |
94.37 |
0.618 |
93.72 |
0.500 |
93.53 |
0.382 |
93.33 |
LOW |
92.68 |
0.618 |
91.64 |
1.000 |
90.99 |
1.618 |
89.95 |
2.618 |
88.26 |
4.250 |
85.50 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.53 |
93.76 |
PP |
93.43 |
93.58 |
S1 |
93.34 |
93.41 |
|