NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.52 |
94.43 |
-0.09 |
-0.1% |
94.16 |
High |
94.99 |
94.64 |
-0.35 |
-0.4% |
95.07 |
Low |
94.20 |
93.29 |
-0.91 |
-1.0% |
92.94 |
Close |
94.46 |
93.61 |
-0.85 |
-0.9% |
94.46 |
Range |
0.79 |
1.35 |
0.56 |
70.9% |
2.13 |
ATR |
1.26 |
1.27 |
0.01 |
0.5% |
0.00 |
Volume |
63,932 |
21,279 |
-42,653 |
-66.7% |
201,914 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.90 |
97.10 |
94.35 |
|
R3 |
96.55 |
95.75 |
93.98 |
|
R2 |
95.20 |
95.20 |
93.86 |
|
R1 |
94.40 |
94.40 |
93.73 |
94.13 |
PP |
93.85 |
93.85 |
93.85 |
93.71 |
S1 |
93.05 |
93.05 |
93.49 |
92.78 |
S2 |
92.50 |
92.50 |
93.36 |
|
S3 |
91.15 |
91.70 |
93.24 |
|
S4 |
89.80 |
90.35 |
92.87 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.55 |
99.63 |
95.63 |
|
R3 |
98.42 |
97.50 |
95.05 |
|
R2 |
96.29 |
96.29 |
94.85 |
|
R1 |
95.37 |
95.37 |
94.66 |
95.83 |
PP |
94.16 |
94.16 |
94.16 |
94.39 |
S1 |
93.24 |
93.24 |
94.26 |
93.70 |
S2 |
92.03 |
92.03 |
94.07 |
|
S3 |
89.90 |
91.11 |
93.87 |
|
S4 |
87.77 |
88.98 |
93.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.07 |
92.94 |
2.13 |
2.3% |
1.39 |
1.5% |
31% |
False |
False |
39,852 |
10 |
95.07 |
92.87 |
2.20 |
2.4% |
1.24 |
1.3% |
34% |
False |
False |
35,733 |
20 |
97.50 |
92.87 |
4.63 |
4.9% |
1.21 |
1.3% |
16% |
False |
False |
36,988 |
40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.27 |
1.4% |
11% |
False |
False |
31,148 |
60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.33 |
1.4% |
10% |
False |
False |
27,983 |
80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.27 |
1.4% |
10% |
False |
False |
25,063 |
100 |
100.65 |
90.53 |
10.12 |
10.8% |
1.21 |
1.3% |
30% |
False |
False |
25,197 |
120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.24 |
1.3% |
44% |
False |
False |
24,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.38 |
2.618 |
98.17 |
1.618 |
96.82 |
1.000 |
95.99 |
0.618 |
95.47 |
HIGH |
94.64 |
0.618 |
94.12 |
0.500 |
93.97 |
0.382 |
93.81 |
LOW |
93.29 |
0.618 |
92.46 |
1.000 |
91.94 |
1.618 |
91.11 |
2.618 |
89.76 |
4.250 |
87.55 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.97 |
94.18 |
PP |
93.85 |
93.99 |
S1 |
93.73 |
93.80 |
|