NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.87 |
94.88 |
0.01 |
0.0% |
94.50 |
High |
95.30 |
95.28 |
-0.02 |
0.0% |
95.30 |
Low |
93.76 |
94.56 |
0.80 |
0.9% |
93.33 |
Close |
94.85 |
94.77 |
-0.08 |
-0.1% |
94.77 |
Range |
1.54 |
0.72 |
-0.82 |
-53.2% |
1.97 |
ATR |
1.18 |
1.15 |
-0.03 |
-2.8% |
0.00 |
Volume |
15,399 |
27,559 |
12,160 |
79.0% |
76,429 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.03 |
96.62 |
95.17 |
|
R3 |
96.31 |
95.90 |
94.97 |
|
R2 |
95.59 |
95.59 |
94.90 |
|
R1 |
95.18 |
95.18 |
94.84 |
95.03 |
PP |
94.87 |
94.87 |
94.87 |
94.79 |
S1 |
94.46 |
94.46 |
94.70 |
94.31 |
S2 |
94.15 |
94.15 |
94.64 |
|
S3 |
93.43 |
93.74 |
94.57 |
|
S4 |
92.71 |
93.02 |
94.37 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.38 |
99.54 |
95.85 |
|
R3 |
98.41 |
97.57 |
95.31 |
|
R2 |
96.44 |
96.44 |
95.13 |
|
R1 |
95.60 |
95.60 |
94.95 |
96.02 |
PP |
94.47 |
94.47 |
94.47 |
94.68 |
S1 |
93.63 |
93.63 |
94.59 |
94.05 |
S2 |
92.50 |
92.50 |
94.41 |
|
S3 |
90.53 |
91.66 |
94.23 |
|
S4 |
88.56 |
89.69 |
93.69 |
|
|
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% |
73% |
False |
False |
15,285 |
10 |
95.30 |
93.30 |
2.00 |
2.1% |
1.12 |
1.2% |
74% |
False |
False |
13,474 |
20 |
98.50 |
93.30 |
5.20 |
5.5% |
1.07 |
1.1% |
28% |
False |
False |
11,590 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.09 |
1.1% |
22% |
False |
False |
8,856 |
60 |
101.55 |
93.30 |
8.25 |
8.7% |
1.01 |
1.1% |
18% |
False |
False |
7,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.34 |
2.618 |
97.16 |
1.618 |
96.44 |
1.000 |
96.00 |
0.618 |
95.72 |
HIGH |
95.28 |
0.618 |
95.00 |
0.500 |
94.92 |
0.382 |
94.84 |
LOW |
94.56 |
0.618 |
94.12 |
1.000 |
93.84 |
1.618 |
93.40 |
2.618 |
92.68 |
4.250 |
91.50 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.92 |
94.69 |
PP |
94.87 |
94.61 |
S1 |
94.82 |
94.53 |
|