NYMEX Light Sweet Crude Oil Future July 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 |
94.03 |
93.97 |
-0.06 |
-0.1% |
93.20 |
High |
94.18 |
94.12 |
-0.06 |
-0.1% |
94.66 |
Low |
94.03 |
92.97 |
-1.06 |
-1.1% |
92.57 |
Close |
94.07 |
93.20 |
-0.87 |
-0.9% |
94.07 |
Range |
0.15 |
1.15 |
1.00 |
666.7% |
2.09 |
ATR |
0.98 |
0.99 |
0.01 |
1.3% |
0.00 |
Volume |
13,036 |
3,699 |
-9,337 |
-71.6% |
38,717 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.88 |
96.19 |
93.83 |
|
R3 |
95.73 |
95.04 |
93.52 |
|
R2 |
94.58 |
94.58 |
93.41 |
|
R1 |
93.89 |
93.89 |
93.31 |
93.66 |
PP |
93.43 |
93.43 |
93.43 |
93.32 |
S1 |
92.74 |
92.74 |
93.09 |
92.51 |
S2 |
92.28 |
92.28 |
92.99 |
|
S3 |
91.13 |
91.59 |
92.88 |
|
S4 |
89.98 |
90.44 |
92.57 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.04 |
99.14 |
95.22 |
|
R3 |
97.95 |
97.05 |
94.64 |
|
R2 |
95.86 |
95.86 |
94.45 |
|
R1 |
94.96 |
94.96 |
94.26 |
95.41 |
PP |
93.77 |
93.77 |
93.77 |
93.99 |
S1 |
92.87 |
92.87 |
93.88 |
93.32 |
S2 |
91.68 |
91.68 |
93.69 |
|
S3 |
89.59 |
90.78 |
93.50 |
|
S4 |
87.50 |
88.69 |
92.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.66 |
92.57 |
2.09 |
2.2% |
1.07 |
1.1% |
30% |
False |
False |
7,128 |
10 |
94.66 |
92.50 |
2.16 |
2.3% |
0.95 |
1.0% |
32% |
False |
False |
6,122 |
20 |
96.56 |
92.50 |
4.06 |
4.4% |
0.94 |
1.0% |
17% |
False |
False |
5,337 |
40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.87 |
0.9% |
11% |
False |
False |
3,800 |
60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.84 |
0.9% |
10% |
False |
False |
3,199 |
80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.79 |
0.8% |
10% |
False |
False |
2,843 |
100 |
99.49 |
90.26 |
9.23 |
9.9% |
0.73 |
0.8% |
32% |
False |
False |
2,905 |
120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.66 |
0.7% |
45% |
False |
False |
3,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.01 |
2.618 |
97.13 |
1.618 |
95.98 |
1.000 |
95.27 |
0.618 |
94.83 |
HIGH |
94.12 |
0.618 |
93.68 |
0.500 |
93.55 |
0.382 |
93.41 |
LOW |
92.97 |
0.618 |
92.26 |
1.000 |
91.82 |
1.618 |
91.11 |
2.618 |
89.96 |
4.250 |
88.08 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.55 |
93.82 |
PP |
93.43 |
93.61 |
S1 |
93.32 |
93.41 |
|