NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.94 |
94.64 |
0.70 |
0.7% |
94.39 |
High |
94.79 |
94.99 |
0.20 |
0.2% |
95.57 |
Low |
93.41 |
93.91 |
0.50 |
0.5% |
93.36 |
Close |
94.40 |
94.11 |
-0.29 |
-0.3% |
95.03 |
Range |
1.38 |
1.08 |
-0.30 |
-21.7% |
2.21 |
ATR |
1.18 |
1.17 |
-0.01 |
-0.6% |
0.00 |
Volume |
9,933 |
11,821 |
1,888 |
19.0% |
45,111 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.58 |
96.92 |
94.70 |
|
R3 |
96.50 |
95.84 |
94.41 |
|
R2 |
95.42 |
95.42 |
94.31 |
|
R1 |
94.76 |
94.76 |
94.21 |
94.55 |
PP |
94.34 |
94.34 |
94.34 |
94.23 |
S1 |
93.68 |
93.68 |
94.01 |
93.47 |
S2 |
93.26 |
93.26 |
93.91 |
|
S3 |
92.18 |
92.60 |
93.81 |
|
S4 |
91.10 |
91.52 |
93.52 |
|
|
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% |
1.25 |
1.3% |
34% |
False |
False |
9,863 |
10 |
95.57 |
93.36 |
2.21 |
2.3% |
1.13 |
1.2% |
34% |
False |
False |
12,402 |
20 |
96.17 |
93.30 |
2.87 |
3.0% |
1.09 |
1.2% |
28% |
False |
False |
11,791 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.11 |
1.2% |
12% |
False |
False |
9,937 |
60 |
100.38 |
93.30 |
7.08 |
7.5% |
1.06 |
1.1% |
11% |
False |
False |
7,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.58 |
2.618 |
97.82 |
1.618 |
96.74 |
1.000 |
96.07 |
0.618 |
95.66 |
HIGH |
94.99 |
0.618 |
94.58 |
0.500 |
94.45 |
0.382 |
94.32 |
LOW |
93.91 |
0.618 |
93.24 |
1.000 |
92.83 |
1.618 |
92.16 |
2.618 |
91.08 |
4.250 |
89.32 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.45 |
94.49 |
PP |
94.34 |
94.36 |
S1 |
94.22 |
94.24 |
|