NYMEX Light Sweet Crude Oil Future June 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 |
94.22 |
94.41 |
0.19 |
0.2% |
94.43 |
| High |
94.54 |
94.70 |
0.16 |
0.2% |
95.20 |
| Low |
93.07 |
93.68 |
0.61 |
0.7% |
93.00 |
| Close |
94.13 |
93.87 |
-0.26 |
-0.3% |
94.70 |
| Range |
1.47 |
1.02 |
-0.45 |
-30.6% |
2.20 |
| ATR |
1.26 |
1.25 |
-0.02 |
-1.4% |
0.00 |
| Volume |
34,540 |
35,874 |
1,334 |
3.9% |
142,013 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.14 |
96.53 |
94.43 |
|
| R3 |
96.12 |
95.51 |
94.15 |
|
| R2 |
95.10 |
95.10 |
94.06 |
|
| R1 |
94.49 |
94.49 |
93.96 |
94.29 |
| PP |
94.08 |
94.08 |
94.08 |
93.98 |
| S1 |
93.47 |
93.47 |
93.78 |
93.27 |
| S2 |
93.06 |
93.06 |
93.68 |
|
| S3 |
92.04 |
92.45 |
93.59 |
|
| S4 |
91.02 |
91.43 |
93.31 |
|
|
| 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% |
1.25 |
1.3% |
40% |
False |
False |
32,605 |
| 10 |
95.20 |
93.00 |
2.20 |
2.3% |
1.21 |
1.3% |
40% |
False |
False |
37,019 |
| 20 |
95.74 |
92.87 |
2.87 |
3.1% |
1.19 |
1.3% |
35% |
False |
False |
35,400 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.27 |
1.3% |
15% |
False |
False |
32,967 |
| 60 |
99.49 |
92.87 |
6.62 |
7.1% |
1.28 |
1.4% |
15% |
False |
False |
28,765 |
| 80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.27 |
1.4% |
13% |
False |
False |
26,332 |
| 100 |
100.65 |
92.87 |
7.78 |
8.3% |
1.22 |
1.3% |
13% |
False |
False |
25,511 |
| 120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.24 |
1.3% |
46% |
False |
False |
24,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.04 |
|
2.618 |
97.37 |
|
1.618 |
96.35 |
|
1.000 |
95.72 |
|
0.618 |
95.33 |
|
HIGH |
94.70 |
|
0.618 |
94.31 |
|
0.500 |
94.19 |
|
0.382 |
94.07 |
|
LOW |
93.68 |
|
0.618 |
93.05 |
|
1.000 |
92.66 |
|
1.618 |
92.03 |
|
2.618 |
91.01 |
|
4.250 |
89.35 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.19 |
94.14 |
| PP |
94.08 |
94.05 |
| S1 |
93.98 |
93.96 |
|