NYMEX Light Sweet Crude Oil Future June 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 |
94.81 |
94.22 |
-0.59 |
-0.6% |
94.43 |
High |
95.20 |
94.54 |
-0.66 |
-0.7% |
95.20 |
Low |
93.94 |
93.07 |
-0.87 |
-0.9% |
93.00 |
Close |
94.70 |
94.13 |
-0.57 |
-0.6% |
94.70 |
Range |
1.26 |
1.47 |
0.21 |
16.7% |
2.20 |
ATR |
1.24 |
1.26 |
0.03 |
2.3% |
0.00 |
Volume |
41,996 |
34,540 |
-7,456 |
-17.8% |
142,013 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.32 |
97.70 |
94.94 |
|
R3 |
96.85 |
96.23 |
94.53 |
|
R2 |
95.38 |
95.38 |
94.40 |
|
R1 |
94.76 |
94.76 |
94.26 |
94.34 |
PP |
93.91 |
93.91 |
93.91 |
93.70 |
S1 |
93.29 |
93.29 |
94.00 |
92.87 |
S2 |
92.44 |
92.44 |
93.86 |
|
S3 |
90.97 |
91.82 |
93.73 |
|
S4 |
89.50 |
90.35 |
93.32 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.90 |
100.00 |
95.91 |
|
R3 |
98.70 |
97.80 |
95.31 |
|
R2 |
96.50 |
96.50 |
95.10 |
|
R1 |
95.60 |
95.60 |
94.90 |
96.05 |
PP |
94.30 |
94.30 |
94.30 |
94.53 |
S1 |
93.40 |
93.40 |
94.50 |
93.85 |
S2 |
92.10 |
92.10 |
94.30 |
|
S3 |
89.90 |
91.20 |
94.10 |
|
S4 |
87.70 |
89.00 |
93.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.20 |
93.00 |
2.20 |
2.3% |
1.19 |
1.3% |
51% |
False |
False |
31,054 |
10 |
95.20 |
92.94 |
2.26 |
2.4% |
1.29 |
1.4% |
53% |
False |
False |
35,453 |
20 |
95.97 |
92.87 |
3.10 |
3.3% |
1.17 |
1.2% |
41% |
False |
False |
35,124 |
40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.27 |
1.3% |
19% |
False |
False |
32,451 |
60 |
99.49 |
92.87 |
6.62 |
7.0% |
1.29 |
1.4% |
19% |
False |
False |
28,590 |
80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.27 |
1.4% |
16% |
False |
False |
26,036 |
100 |
100.65 |
92.87 |
7.78 |
8.3% |
1.22 |
1.3% |
16% |
False |
False |
25,382 |
120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.25 |
1.3% |
48% |
False |
False |
24,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.79 |
2.618 |
98.39 |
1.618 |
96.92 |
1.000 |
96.01 |
0.618 |
95.45 |
HIGH |
94.54 |
0.618 |
93.98 |
0.500 |
93.81 |
0.382 |
93.63 |
LOW |
93.07 |
0.618 |
92.16 |
1.000 |
91.60 |
1.618 |
90.69 |
2.618 |
89.22 |
4.250 |
86.82 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.02 |
94.14 |
PP |
93.91 |
94.13 |
S1 |
93.81 |
94.13 |
|