NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.97 |
93.09 |
-0.88 |
-0.9% |
93.20 |
High |
94.12 |
93.31 |
-0.81 |
-0.9% |
94.66 |
Low |
92.97 |
92.95 |
-0.02 |
0.0% |
92.57 |
Close |
93.20 |
93.06 |
-0.14 |
-0.2% |
94.07 |
Range |
1.15 |
0.36 |
-0.79 |
-68.7% |
2.09 |
ATR |
0.99 |
0.94 |
-0.04 |
-4.5% |
0.00 |
Volume |
3,699 |
8,991 |
5,292 |
143.1% |
38,717 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.19 |
93.98 |
93.26 |
|
R3 |
93.83 |
93.62 |
93.16 |
|
R2 |
93.47 |
93.47 |
93.13 |
|
R1 |
93.26 |
93.26 |
93.09 |
93.19 |
PP |
93.11 |
93.11 |
93.11 |
93.07 |
S1 |
92.90 |
92.90 |
93.03 |
92.83 |
S2 |
92.75 |
92.75 |
92.99 |
|
S3 |
92.39 |
92.54 |
92.96 |
|
S4 |
92.03 |
92.18 |
92.86 |
|
|
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 |
92.95 |
1.71 |
1.8% |
0.81 |
0.9% |
6% |
False |
True |
8,088 |
10 |
94.66 |
92.57 |
2.09 |
2.2% |
0.88 |
0.9% |
23% |
False |
False |
6,631 |
20 |
95.61 |
92.50 |
3.11 |
3.3% |
0.91 |
1.0% |
18% |
False |
False |
5,650 |
40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.87 |
0.9% |
9% |
False |
False |
3,995 |
60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.84 |
0.9% |
8% |
False |
False |
3,324 |
80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.78 |
0.8% |
8% |
False |
False |
2,942 |
100 |
99.49 |
90.41 |
9.08 |
9.8% |
0.72 |
0.8% |
29% |
False |
False |
2,967 |
120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.65 |
0.7% |
44% |
False |
False |
3,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.84 |
2.618 |
94.25 |
1.618 |
93.89 |
1.000 |
93.67 |
0.618 |
93.53 |
HIGH |
93.31 |
0.618 |
93.17 |
0.500 |
93.13 |
0.382 |
93.09 |
LOW |
92.95 |
0.618 |
92.73 |
1.000 |
92.59 |
1.618 |
92.37 |
2.618 |
92.01 |
4.250 |
91.42 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.13 |
93.57 |
PP |
93.11 |
93.40 |
S1 |
93.08 |
93.23 |
|