NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.94 |
94.01 |
-0.93 |
-1.0% |
94.97 |
High |
95.23 |
94.39 |
-0.84 |
-0.9% |
95.51 |
Low |
93.88 |
93.82 |
-0.06 |
-0.1% |
93.51 |
Close |
94.14 |
94.16 |
0.02 |
0.0% |
94.97 |
Range |
1.35 |
0.57 |
-0.78 |
-57.8% |
2.00 |
ATR |
1.30 |
1.25 |
-0.05 |
-4.0% |
0.00 |
Volume |
10,719 |
18,130 |
7,411 |
69.1% |
123,745 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.83 |
95.57 |
94.47 |
|
R3 |
95.26 |
95.00 |
94.32 |
|
R2 |
94.69 |
94.69 |
94.26 |
|
R1 |
94.43 |
94.43 |
94.21 |
94.56 |
PP |
94.12 |
94.12 |
94.12 |
94.19 |
S1 |
93.86 |
93.86 |
94.11 |
93.99 |
S2 |
93.55 |
93.55 |
94.06 |
|
S3 |
92.98 |
93.29 |
94.00 |
|
S4 |
92.41 |
92.72 |
93.85 |
|
|
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 |
93.82 |
1.69 |
1.8% |
1.09 |
1.2% |
20% |
False |
True |
24,626 |
10 |
95.52 |
93.51 |
2.01 |
2.1% |
1.21 |
1.3% |
32% |
False |
False |
20,125 |
20 |
97.41 |
93.51 |
3.90 |
4.1% |
1.19 |
1.3% |
17% |
False |
False |
17,896 |
40 |
101.00 |
93.51 |
7.49 |
8.0% |
1.25 |
1.3% |
9% |
False |
False |
13,877 |
60 |
103.06 |
93.51 |
9.55 |
10.1% |
1.26 |
1.3% |
7% |
False |
False |
10,959 |
80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.15 |
1.2% |
7% |
False |
False |
9,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.81 |
2.618 |
95.88 |
1.618 |
95.31 |
1.000 |
94.96 |
0.618 |
94.74 |
HIGH |
94.39 |
0.618 |
94.17 |
0.500 |
94.11 |
0.382 |
94.04 |
LOW |
93.82 |
0.618 |
93.47 |
1.000 |
93.25 |
1.618 |
92.90 |
2.618 |
92.33 |
4.250 |
91.40 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.14 |
94.67 |
PP |
94.12 |
94.50 |
S1 |
94.11 |
94.33 |
|