NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.18 |
93.94 |
-1.24 |
-1.3% |
94.39 |
High |
95.57 |
94.79 |
-0.78 |
-0.8% |
95.57 |
Low |
94.42 |
93.41 |
-1.01 |
-1.1% |
93.36 |
Close |
95.03 |
94.40 |
-0.63 |
-0.7% |
95.03 |
Range |
1.15 |
1.38 |
0.23 |
20.0% |
2.21 |
ATR |
1.14 |
1.18 |
0.03 |
3.0% |
0.00 |
Volume |
11,058 |
9,933 |
-1,125 |
-10.2% |
45,111 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.34 |
97.75 |
95.16 |
|
R3 |
96.96 |
96.37 |
94.78 |
|
R2 |
95.58 |
95.58 |
94.65 |
|
R1 |
94.99 |
94.99 |
94.53 |
95.29 |
PP |
94.20 |
94.20 |
94.20 |
94.35 |
S1 |
93.61 |
93.61 |
94.27 |
93.91 |
S2 |
92.82 |
92.82 |
94.15 |
|
S3 |
91.44 |
92.23 |
94.02 |
|
S4 |
90.06 |
90.85 |
93.64 |
|
|
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% |
1.14 |
1.2% |
47% |
False |
False |
9,325 |
10 |
95.57 |
93.33 |
2.24 |
2.4% |
1.21 |
1.3% |
48% |
False |
False |
12,123 |
20 |
96.65 |
93.30 |
3.35 |
3.5% |
1.06 |
1.1% |
33% |
False |
False |
11,502 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.10 |
1.2% |
16% |
False |
False |
9,710 |
60 |
100.38 |
93.30 |
7.08 |
7.5% |
1.05 |
1.1% |
16% |
False |
False |
7,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.66 |
2.618 |
98.40 |
1.618 |
97.02 |
1.000 |
96.17 |
0.618 |
95.64 |
HIGH |
94.79 |
0.618 |
94.26 |
0.500 |
94.10 |
0.382 |
93.94 |
LOW |
93.41 |
0.618 |
92.56 |
1.000 |
92.03 |
1.618 |
91.18 |
2.618 |
89.80 |
4.250 |
87.55 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.30 |
94.49 |
PP |
94.20 |
94.46 |
S1 |
94.10 |
94.43 |
|