NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.85 |
95.18 |
1.33 |
1.4% |
94.39 |
High |
95.46 |
95.57 |
0.11 |
0.1% |
95.57 |
Low |
93.80 |
94.42 |
0.62 |
0.7% |
93.36 |
Close |
95.38 |
95.03 |
-0.35 |
-0.4% |
95.03 |
Range |
1.66 |
1.15 |
-0.51 |
-30.7% |
2.21 |
ATR |
1.14 |
1.14 |
0.00 |
0.1% |
0.00 |
Volume |
8,381 |
11,058 |
2,677 |
31.9% |
45,111 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.46 |
97.89 |
95.66 |
|
R3 |
97.31 |
96.74 |
95.35 |
|
R2 |
96.16 |
96.16 |
95.24 |
|
R1 |
95.59 |
95.59 |
95.14 |
95.30 |
PP |
95.01 |
95.01 |
95.01 |
94.86 |
S1 |
94.44 |
94.44 |
94.92 |
94.15 |
S2 |
93.86 |
93.86 |
94.82 |
|
S3 |
92.71 |
93.29 |
94.71 |
|
S4 |
91.56 |
92.14 |
94.40 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.28 |
100.37 |
96.25 |
|
R3 |
99.07 |
98.16 |
95.64 |
|
R2 |
96.86 |
96.86 |
95.44 |
|
R1 |
95.95 |
95.95 |
95.23 |
96.41 |
PP |
94.65 |
94.65 |
94.65 |
94.88 |
S1 |
93.74 |
93.74 |
94.83 |
94.20 |
S2 |
92.44 |
92.44 |
94.62 |
|
S3 |
90.23 |
91.53 |
94.42 |
|
S4 |
88.02 |
89.32 |
93.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.57 |
93.36 |
2.21 |
2.3% |
1.11 |
1.2% |
76% |
True |
False |
9,022 |
10 |
95.57 |
93.33 |
2.24 |
2.4% |
1.17 |
1.2% |
76% |
True |
False |
12,154 |
20 |
96.71 |
93.30 |
3.41 |
3.6% |
1.05 |
1.1% |
51% |
False |
False |
11,286 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.10 |
1.2% |
25% |
False |
False |
9,555 |
60 |
100.38 |
93.30 |
7.08 |
7.5% |
1.04 |
1.1% |
24% |
False |
False |
7,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.46 |
2.618 |
98.58 |
1.618 |
97.43 |
1.000 |
96.72 |
0.618 |
96.28 |
HIGH |
95.57 |
0.618 |
95.13 |
0.500 |
95.00 |
0.382 |
94.86 |
LOW |
94.42 |
0.618 |
93.71 |
1.000 |
93.27 |
1.618 |
92.56 |
2.618 |
91.41 |
4.250 |
89.53 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.02 |
94.84 |
PP |
95.01 |
94.65 |
S1 |
95.00 |
94.47 |
|