NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.98 |
92.84 |
-1.14 |
-1.2% |
94.97 |
| High |
94.10 |
94.40 |
0.30 |
0.3% |
95.15 |
| Low |
92.42 |
92.79 |
0.37 |
0.4% |
92.42 |
| Close |
92.95 |
93.32 |
0.37 |
0.4% |
93.32 |
| Range |
1.68 |
1.61 |
-0.07 |
-4.2% |
2.73 |
| ATR |
1.33 |
1.35 |
0.02 |
1.5% |
0.00 |
| Volume |
11,282 |
11,965 |
683 |
6.1% |
60,775 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.33 |
97.44 |
94.21 |
|
| R3 |
96.72 |
95.83 |
93.76 |
|
| R2 |
95.11 |
95.11 |
93.62 |
|
| R1 |
94.22 |
94.22 |
93.47 |
94.67 |
| PP |
93.50 |
93.50 |
93.50 |
93.73 |
| S1 |
92.61 |
92.61 |
93.17 |
93.06 |
| S2 |
91.89 |
91.89 |
93.02 |
|
| S3 |
90.28 |
91.00 |
92.88 |
|
| S4 |
88.67 |
89.39 |
92.43 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.82 |
100.30 |
94.82 |
|
| R3 |
99.09 |
97.57 |
94.07 |
|
| R2 |
96.36 |
96.36 |
93.82 |
|
| R1 |
94.84 |
94.84 |
93.57 |
94.24 |
| PP |
93.63 |
93.63 |
93.63 |
93.33 |
| S1 |
92.11 |
92.11 |
93.07 |
91.51 |
| S2 |
90.90 |
90.90 |
92.82 |
|
| S3 |
88.17 |
89.38 |
92.57 |
|
| S4 |
85.44 |
86.65 |
91.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.84 |
92.42 |
3.42 |
3.7% |
1.42 |
1.5% |
26% |
False |
False |
15,811 |
| 10 |
95.84 |
92.42 |
3.42 |
3.7% |
1.26 |
1.3% |
26% |
False |
False |
17,527 |
| 20 |
96.24 |
92.42 |
3.82 |
4.1% |
1.31 |
1.4% |
24% |
False |
False |
17,981 |
| 40 |
101.00 |
92.42 |
8.58 |
9.2% |
1.29 |
1.4% |
10% |
False |
False |
15,446 |
| 60 |
101.62 |
92.42 |
9.20 |
9.9% |
1.27 |
1.4% |
10% |
False |
False |
12,286 |
| 80 |
103.06 |
92.42 |
10.64 |
11.4% |
1.21 |
1.3% |
8% |
False |
False |
10,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.24 |
|
2.618 |
98.61 |
|
1.618 |
97.00 |
|
1.000 |
96.01 |
|
0.618 |
95.39 |
|
HIGH |
94.40 |
|
0.618 |
93.78 |
|
0.500 |
93.60 |
|
0.382 |
93.41 |
|
LOW |
92.79 |
|
0.618 |
91.80 |
|
1.000 |
91.18 |
|
1.618 |
90.19 |
|
2.618 |
88.58 |
|
4.250 |
85.95 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.60 |
93.79 |
| PP |
93.50 |
93.63 |
| S1 |
93.41 |
93.48 |
|