NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.88 |
94.39 |
-0.49 |
-0.5% |
94.50 |
High |
95.28 |
94.89 |
-0.39 |
-0.4% |
95.30 |
Low |
94.56 |
93.66 |
-0.90 |
-1.0% |
93.33 |
Close |
94.77 |
93.93 |
-0.84 |
-0.9% |
94.77 |
Range |
0.72 |
1.23 |
0.51 |
70.8% |
1.97 |
ATR |
1.15 |
1.16 |
0.01 |
0.5% |
0.00 |
Volume |
27,559 |
8,416 |
-19,143 |
-69.5% |
76,429 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.85 |
97.12 |
94.61 |
|
R3 |
96.62 |
95.89 |
94.27 |
|
R2 |
95.39 |
95.39 |
94.16 |
|
R1 |
94.66 |
94.66 |
94.04 |
94.41 |
PP |
94.16 |
94.16 |
94.16 |
94.04 |
S1 |
93.43 |
93.43 |
93.82 |
93.18 |
S2 |
92.93 |
92.93 |
93.70 |
|
S3 |
91.70 |
92.20 |
93.59 |
|
S4 |
90.47 |
90.97 |
93.25 |
|
|
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% |
1.28 |
1.4% |
30% |
False |
False |
14,920 |
10 |
95.30 |
93.30 |
2.00 |
2.1% |
1.16 |
1.2% |
32% |
False |
False |
13,107 |
20 |
98.12 |
93.30 |
4.82 |
5.1% |
1.09 |
1.2% |
13% |
False |
False |
11,733 |
40 |
100.11 |
93.30 |
6.81 |
7.3% |
1.09 |
1.2% |
9% |
False |
False |
8,984 |
60 |
101.55 |
93.30 |
8.25 |
8.8% |
1.02 |
1.1% |
8% |
False |
False |
7,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.12 |
2.618 |
98.11 |
1.618 |
96.88 |
1.000 |
96.12 |
0.618 |
95.65 |
HIGH |
94.89 |
0.618 |
94.42 |
0.500 |
94.28 |
0.382 |
94.13 |
LOW |
93.66 |
0.618 |
92.90 |
1.000 |
92.43 |
1.618 |
91.67 |
2.618 |
90.44 |
4.250 |
88.43 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.28 |
94.48 |
PP |
94.16 |
94.30 |
S1 |
94.05 |
94.11 |
|