NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.96 |
94.87 |
0.91 |
1.0% |
94.17 |
High |
94.82 |
95.30 |
0.48 |
0.5% |
94.85 |
Low |
93.79 |
93.76 |
-0.03 |
0.0% |
93.30 |
Close |
94.65 |
94.85 |
0.20 |
0.2% |
94.48 |
Range |
1.03 |
1.54 |
0.51 |
49.5% |
1.55 |
ATR |
1.16 |
1.18 |
0.03 |
2.4% |
0.00 |
Volume |
14,202 |
15,399 |
1,197 |
8.4% |
58,311 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.26 |
98.59 |
95.70 |
|
R3 |
97.72 |
97.05 |
95.27 |
|
R2 |
96.18 |
96.18 |
95.13 |
|
R1 |
95.51 |
95.51 |
94.99 |
95.08 |
PP |
94.64 |
94.64 |
94.64 |
94.42 |
S1 |
93.97 |
93.97 |
94.71 |
93.54 |
S2 |
93.10 |
93.10 |
94.57 |
|
S3 |
91.56 |
92.43 |
94.43 |
|
S4 |
90.02 |
90.89 |
94.00 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.86 |
98.22 |
95.33 |
|
R3 |
97.31 |
96.67 |
94.91 |
|
R2 |
95.76 |
95.76 |
94.76 |
|
R1 |
95.12 |
95.12 |
94.62 |
95.44 |
PP |
94.21 |
94.21 |
94.21 |
94.37 |
S1 |
93.57 |
93.57 |
94.34 |
93.89 |
S2 |
92.66 |
92.66 |
94.20 |
|
S3 |
91.11 |
92.02 |
94.05 |
|
S4 |
89.56 |
90.47 |
93.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.30 |
93.33 |
1.97 |
2.1% |
1.23 |
1.3% |
77% |
True |
False |
11,951 |
10 |
95.58 |
93.30 |
2.28 |
2.4% |
1.20 |
1.3% |
68% |
False |
False |
12,076 |
20 |
99.00 |
93.30 |
5.70 |
6.0% |
1.07 |
1.1% |
27% |
False |
False |
10,905 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.08 |
1.1% |
23% |
False |
False |
8,263 |
60 |
101.55 |
93.30 |
8.25 |
8.7% |
1.01 |
1.1% |
19% |
False |
False |
6,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.85 |
2.618 |
99.33 |
1.618 |
97.79 |
1.000 |
96.84 |
0.618 |
96.25 |
HIGH |
95.30 |
0.618 |
94.71 |
0.500 |
94.53 |
0.382 |
94.35 |
LOW |
93.76 |
0.618 |
92.81 |
1.000 |
92.22 |
1.618 |
91.27 |
2.618 |
89.73 |
4.250 |
87.22 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.74 |
94.67 |
PP |
94.64 |
94.49 |
S1 |
94.53 |
94.32 |
|