NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.87 |
92.98 |
-0.89 |
-0.9% |
93.94 |
High |
93.99 |
94.27 |
0.28 |
0.3% |
94.99 |
Low |
92.38 |
92.76 |
0.38 |
0.4% |
92.38 |
Close |
92.92 |
93.29 |
0.37 |
0.4% |
93.29 |
Range |
1.61 |
1.51 |
-0.10 |
-6.2% |
2.61 |
ATR |
1.21 |
1.23 |
0.02 |
1.8% |
0.00 |
Volume |
7,381 |
8,755 |
1,374 |
18.6% |
37,890 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.97 |
97.14 |
94.12 |
|
R3 |
96.46 |
95.63 |
93.71 |
|
R2 |
94.95 |
94.95 |
93.57 |
|
R1 |
94.12 |
94.12 |
93.43 |
94.54 |
PP |
93.44 |
93.44 |
93.44 |
93.65 |
S1 |
92.61 |
92.61 |
93.15 |
93.03 |
S2 |
91.93 |
91.93 |
93.01 |
|
S3 |
90.42 |
91.10 |
92.87 |
|
S4 |
88.91 |
89.59 |
92.46 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.38 |
99.95 |
94.73 |
|
R3 |
98.77 |
97.34 |
94.01 |
|
R2 |
96.16 |
96.16 |
93.77 |
|
R1 |
94.73 |
94.73 |
93.53 |
94.14 |
PP |
93.55 |
93.55 |
93.55 |
93.26 |
S1 |
92.12 |
92.12 |
93.05 |
91.53 |
S2 |
90.94 |
90.94 |
92.81 |
|
S3 |
88.33 |
89.51 |
92.57 |
|
S4 |
85.72 |
86.90 |
91.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.57 |
92.38 |
3.19 |
3.4% |
1.35 |
1.4% |
29% |
False |
False |
9,789 |
10 |
95.57 |
92.38 |
3.19 |
3.4% |
1.19 |
1.3% |
29% |
False |
False |
11,056 |
20 |
95.58 |
92.38 |
3.20 |
3.4% |
1.19 |
1.3% |
28% |
False |
False |
11,566 |
40 |
100.11 |
92.38 |
7.73 |
8.3% |
1.12 |
1.2% |
12% |
False |
False |
10,111 |
60 |
100.38 |
92.38 |
8.00 |
8.6% |
1.09 |
1.2% |
11% |
False |
False |
8,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.69 |
2.618 |
98.22 |
1.618 |
96.71 |
1.000 |
95.78 |
0.618 |
95.20 |
HIGH |
94.27 |
0.618 |
93.69 |
0.500 |
93.52 |
0.382 |
93.34 |
LOW |
92.76 |
0.618 |
91.83 |
1.000 |
91.25 |
1.618 |
90.32 |
2.618 |
88.81 |
4.250 |
86.34 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.52 |
93.69 |
PP |
93.44 |
93.55 |
S1 |
93.37 |
93.42 |
|