NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.39 |
93.97 |
-0.42 |
-0.4% |
94.50 |
High |
94.89 |
94.20 |
-0.69 |
-0.7% |
95.30 |
Low |
93.66 |
93.65 |
-0.01 |
0.0% |
93.33 |
Close |
93.93 |
93.89 |
-0.04 |
0.0% |
94.77 |
Range |
1.23 |
0.55 |
-0.68 |
-55.3% |
1.97 |
ATR |
1.16 |
1.11 |
-0.04 |
-3.7% |
0.00 |
Volume |
8,416 |
9,133 |
717 |
8.5% |
76,429 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.56 |
95.28 |
94.19 |
|
R3 |
95.01 |
94.73 |
94.04 |
|
R2 |
94.46 |
94.46 |
93.99 |
|
R1 |
94.18 |
94.18 |
93.94 |
94.05 |
PP |
93.91 |
93.91 |
93.91 |
93.85 |
S1 |
93.63 |
93.63 |
93.84 |
93.50 |
S2 |
93.36 |
93.36 |
93.79 |
|
S3 |
92.81 |
93.08 |
93.74 |
|
S4 |
92.26 |
92.53 |
93.59 |
|
|
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 |
93.65 |
1.65 |
1.8% |
1.01 |
1.1% |
15% |
False |
True |
14,941 |
10 |
95.30 |
93.33 |
1.97 |
2.1% |
1.08 |
1.2% |
28% |
False |
False |
12,780 |
20 |
96.87 |
93.30 |
3.57 |
3.8% |
1.05 |
1.1% |
17% |
False |
False |
11,757 |
40 |
100.11 |
93.30 |
6.81 |
7.3% |
1.08 |
1.2% |
9% |
False |
False |
9,117 |
60 |
101.55 |
93.30 |
8.25 |
8.8% |
1.02 |
1.1% |
7% |
False |
False |
7,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.54 |
2.618 |
95.64 |
1.618 |
95.09 |
1.000 |
94.75 |
0.618 |
94.54 |
HIGH |
94.20 |
0.618 |
93.99 |
0.500 |
93.93 |
0.382 |
93.86 |
LOW |
93.65 |
0.618 |
93.31 |
1.000 |
93.10 |
1.618 |
92.76 |
2.618 |
92.21 |
4.250 |
91.31 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.93 |
94.47 |
PP |
93.91 |
94.27 |
S1 |
93.90 |
94.08 |
|