NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.02 |
95.43 |
1.41 |
1.5% |
94.94 |
| High |
95.72 |
95.84 |
0.12 |
0.1% |
95.84 |
| Low |
93.94 |
94.50 |
0.56 |
0.6% |
93.59 |
| Close |
95.66 |
95.24 |
-0.42 |
-0.4% |
95.24 |
| Range |
1.78 |
1.34 |
-0.44 |
-24.7% |
2.25 |
| ATR |
1.27 |
1.28 |
0.00 |
0.4% |
0.00 |
| Volume |
14,416 |
18,283 |
3,867 |
26.8% |
77,126 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.21 |
98.57 |
95.98 |
|
| R3 |
97.87 |
97.23 |
95.61 |
|
| R2 |
96.53 |
96.53 |
95.49 |
|
| R1 |
95.89 |
95.89 |
95.36 |
95.54 |
| PP |
95.19 |
95.19 |
95.19 |
95.02 |
| S1 |
94.55 |
94.55 |
95.12 |
94.20 |
| S2 |
93.85 |
93.85 |
94.99 |
|
| S3 |
92.51 |
93.21 |
94.87 |
|
| S4 |
91.17 |
91.87 |
94.50 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.64 |
100.69 |
96.48 |
|
| R3 |
99.39 |
98.44 |
95.86 |
|
| R2 |
97.14 |
97.14 |
95.65 |
|
| R1 |
96.19 |
96.19 |
95.45 |
96.67 |
| PP |
94.89 |
94.89 |
94.89 |
95.13 |
| S1 |
93.94 |
93.94 |
95.03 |
94.42 |
| S2 |
92.64 |
92.64 |
94.83 |
|
| S3 |
90.39 |
91.69 |
94.62 |
|
| S4 |
88.14 |
89.44 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.84 |
93.59 |
2.25 |
2.4% |
1.21 |
1.3% |
73% |
True |
False |
15,425 |
| 10 |
95.84 |
93.51 |
2.33 |
2.4% |
1.27 |
1.3% |
74% |
True |
False |
20,087 |
| 20 |
97.41 |
93.51 |
3.90 |
4.1% |
1.19 |
1.2% |
44% |
False |
False |
17,495 |
| 40 |
101.00 |
93.51 |
7.49 |
7.9% |
1.27 |
1.3% |
23% |
False |
False |
14,691 |
| 60 |
101.62 |
93.51 |
8.11 |
8.5% |
1.24 |
1.3% |
21% |
False |
False |
11,567 |
| 80 |
103.06 |
93.51 |
9.55 |
10.0% |
1.18 |
1.2% |
18% |
False |
False |
9,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.54 |
|
2.618 |
99.35 |
|
1.618 |
98.01 |
|
1.000 |
97.18 |
|
0.618 |
96.67 |
|
HIGH |
95.84 |
|
0.618 |
95.33 |
|
0.500 |
95.17 |
|
0.382 |
95.01 |
|
LOW |
94.50 |
|
0.618 |
93.67 |
|
1.000 |
93.16 |
|
1.618 |
92.33 |
|
2.618 |
90.99 |
|
4.250 |
88.81 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.22 |
95.07 |
| PP |
95.19 |
94.89 |
| S1 |
95.17 |
94.72 |
|