NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.94 |
94.94 |
0.00 |
0.0% |
94.97 |
High |
95.51 |
95.23 |
-0.28 |
-0.3% |
95.51 |
Low |
94.80 |
93.88 |
-0.92 |
-1.0% |
93.51 |
Close |
94.97 |
94.14 |
-0.83 |
-0.9% |
94.97 |
Range |
0.71 |
1.35 |
0.64 |
90.1% |
2.00 |
ATR |
1.30 |
1.30 |
0.00 |
0.3% |
0.00 |
Volume |
37,369 |
10,719 |
-26,650 |
-71.3% |
123,745 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.47 |
97.65 |
94.88 |
|
R3 |
97.12 |
96.30 |
94.51 |
|
R2 |
95.77 |
95.77 |
94.39 |
|
R1 |
94.95 |
94.95 |
94.26 |
94.69 |
PP |
94.42 |
94.42 |
94.42 |
94.28 |
S1 |
93.60 |
93.60 |
94.02 |
93.34 |
S2 |
93.07 |
93.07 |
93.89 |
|
S3 |
91.72 |
92.25 |
93.77 |
|
S4 |
90.37 |
90.90 |
93.40 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.66 |
99.82 |
96.07 |
|
R3 |
98.66 |
97.82 |
95.52 |
|
R2 |
96.66 |
96.66 |
95.34 |
|
R1 |
95.82 |
95.82 |
95.15 |
95.97 |
PP |
94.66 |
94.66 |
94.66 |
94.74 |
S1 |
93.82 |
93.82 |
94.79 |
93.97 |
S2 |
92.66 |
92.66 |
94.60 |
|
S3 |
90.66 |
91.82 |
94.42 |
|
S4 |
88.66 |
89.82 |
93.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.51 |
93.51 |
2.00 |
2.1% |
1.38 |
1.5% |
32% |
False |
False |
24,207 |
10 |
95.52 |
93.51 |
2.01 |
2.1% |
1.30 |
1.4% |
31% |
False |
False |
19,806 |
20 |
98.87 |
93.51 |
5.36 |
5.7% |
1.24 |
1.3% |
12% |
False |
False |
17,564 |
40 |
101.00 |
93.51 |
7.49 |
8.0% |
1.26 |
1.3% |
8% |
False |
False |
13,586 |
60 |
103.06 |
93.51 |
9.55 |
10.1% |
1.26 |
1.3% |
7% |
False |
False |
10,703 |
80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.15 |
1.2% |
7% |
False |
False |
8,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.97 |
2.618 |
98.76 |
1.618 |
97.41 |
1.000 |
96.58 |
0.618 |
96.06 |
HIGH |
95.23 |
0.618 |
94.71 |
0.500 |
94.56 |
0.382 |
94.40 |
LOW |
93.88 |
0.618 |
93.05 |
1.000 |
92.53 |
1.618 |
91.70 |
2.618 |
90.35 |
4.250 |
88.14 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.56 |
94.70 |
PP |
94.42 |
94.51 |
S1 |
94.28 |
94.33 |
|