NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.33 |
94.02 |
-0.31 |
-0.3% |
94.97 |
High |
94.62 |
95.72 |
1.10 |
1.2% |
95.51 |
Low |
93.59 |
93.94 |
0.35 |
0.4% |
93.51 |
Close |
94.17 |
95.66 |
1.49 |
1.6% |
94.97 |
Range |
1.03 |
1.78 |
0.75 |
72.8% |
2.00 |
ATR |
1.23 |
1.27 |
0.04 |
3.2% |
0.00 |
Volume |
15,578 |
14,416 |
-1,162 |
-7.5% |
123,745 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.45 |
99.83 |
96.64 |
|
R3 |
98.67 |
98.05 |
96.15 |
|
R2 |
96.89 |
96.89 |
95.99 |
|
R1 |
96.27 |
96.27 |
95.82 |
96.58 |
PP |
95.11 |
95.11 |
95.11 |
95.26 |
S1 |
94.49 |
94.49 |
95.50 |
94.80 |
S2 |
93.33 |
93.33 |
95.33 |
|
S3 |
91.55 |
92.71 |
95.17 |
|
S4 |
89.77 |
90.93 |
94.68 |
|
|
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 |
95.72 |
93.59 |
2.13 |
2.2% |
1.09 |
1.1% |
97% |
True |
False |
19,242 |
10 |
95.72 |
93.51 |
2.21 |
2.3% |
1.22 |
1.3% |
97% |
True |
False |
20,110 |
20 |
97.41 |
93.51 |
3.90 |
4.1% |
1.16 |
1.2% |
55% |
False |
False |
17,352 |
40 |
101.00 |
93.51 |
7.49 |
7.8% |
1.27 |
1.3% |
29% |
False |
False |
14,318 |
60 |
101.62 |
93.51 |
8.11 |
8.5% |
1.23 |
1.3% |
27% |
False |
False |
11,338 |
80 |
103.06 |
93.51 |
9.55 |
10.0% |
1.17 |
1.2% |
23% |
False |
False |
9,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.29 |
2.618 |
100.38 |
1.618 |
98.60 |
1.000 |
97.50 |
0.618 |
96.82 |
HIGH |
95.72 |
0.618 |
95.04 |
0.500 |
94.83 |
0.382 |
94.62 |
LOW |
93.94 |
0.618 |
92.84 |
1.000 |
92.16 |
1.618 |
91.06 |
2.618 |
89.28 |
4.250 |
86.38 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.38 |
95.33 |
PP |
95.11 |
94.99 |
S1 |
94.83 |
94.66 |
|