NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.97 |
94.90 |
-0.07 |
-0.1% |
94.94 |
| High |
94.97 |
95.15 |
0.18 |
0.2% |
95.84 |
| Low |
93.54 |
94.09 |
0.55 |
0.6% |
93.59 |
| Close |
94.55 |
94.22 |
-0.33 |
-0.3% |
95.24 |
| Range |
1.43 |
1.06 |
-0.37 |
-25.9% |
2.25 |
| ATR |
1.31 |
1.29 |
-0.02 |
-1.3% |
0.00 |
| Volume |
16,135 |
21,393 |
5,258 |
32.6% |
77,126 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.67 |
97.00 |
94.80 |
|
| R3 |
96.61 |
95.94 |
94.51 |
|
| R2 |
95.55 |
95.55 |
94.41 |
|
| R1 |
94.88 |
94.88 |
94.32 |
94.69 |
| PP |
94.49 |
94.49 |
94.49 |
94.39 |
| S1 |
93.82 |
93.82 |
94.12 |
93.63 |
| S2 |
93.43 |
93.43 |
94.03 |
|
| S3 |
92.37 |
92.76 |
93.93 |
|
| S4 |
91.31 |
91.70 |
93.64 |
|
|
| 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 |
93.54 |
2.30 |
2.4% |
1.33 |
1.4% |
30% |
False |
False |
17,161 |
| 10 |
95.84 |
93.54 |
2.30 |
2.4% |
1.21 |
1.3% |
30% |
False |
False |
20,893 |
| 20 |
96.90 |
93.51 |
3.39 |
3.6% |
1.22 |
1.3% |
21% |
False |
False |
18,263 |
| 40 |
101.00 |
93.51 |
7.49 |
7.9% |
1.28 |
1.4% |
9% |
False |
False |
15,347 |
| 60 |
101.62 |
93.51 |
8.11 |
8.6% |
1.24 |
1.3% |
9% |
False |
False |
12,016 |
| 80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.19 |
1.3% |
7% |
False |
False |
10,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.66 |
|
2.618 |
97.93 |
|
1.618 |
96.87 |
|
1.000 |
96.21 |
|
0.618 |
95.81 |
|
HIGH |
95.15 |
|
0.618 |
94.75 |
|
0.500 |
94.62 |
|
0.382 |
94.49 |
|
LOW |
94.09 |
|
0.618 |
93.43 |
|
1.000 |
93.03 |
|
1.618 |
92.37 |
|
2.618 |
91.31 |
|
4.250 |
89.59 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.62 |
94.69 |
| PP |
94.49 |
94.53 |
| S1 |
94.35 |
94.38 |
|