NYMEX Light Sweet Crude Oil Future July 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 |
94.25 |
93.60 |
-0.65 |
-0.7% |
93.97 |
High |
94.72 |
94.03 |
-0.69 |
-0.7% |
94.72 |
Low |
93.64 |
93.08 |
-0.56 |
-0.6% |
92.61 |
Close |
94.30 |
93.76 |
-0.54 |
-0.6% |
94.30 |
Range |
1.08 |
0.95 |
-0.13 |
-12.0% |
2.11 |
ATR |
0.97 |
0.98 |
0.02 |
1.9% |
0.00 |
Volume |
7,233 |
4,991 |
-2,242 |
-31.0% |
29,800 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.47 |
96.07 |
94.28 |
|
R3 |
95.52 |
95.12 |
94.02 |
|
R2 |
94.57 |
94.57 |
93.93 |
|
R1 |
94.17 |
94.17 |
93.85 |
94.37 |
PP |
93.62 |
93.62 |
93.62 |
93.73 |
S1 |
93.22 |
93.22 |
93.67 |
93.42 |
S2 |
92.67 |
92.67 |
93.59 |
|
S3 |
91.72 |
92.27 |
93.50 |
|
S4 |
90.77 |
91.32 |
93.24 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.21 |
99.36 |
95.46 |
|
R3 |
98.10 |
97.25 |
94.88 |
|
R2 |
95.99 |
95.99 |
94.69 |
|
R1 |
95.14 |
95.14 |
94.49 |
95.57 |
PP |
93.88 |
93.88 |
93.88 |
94.09 |
S1 |
93.03 |
93.03 |
94.11 |
93.46 |
S2 |
91.77 |
91.77 |
93.91 |
|
S3 |
89.66 |
90.92 |
93.72 |
|
S4 |
87.55 |
88.81 |
93.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.72 |
92.61 |
2.11 |
2.3% |
0.86 |
0.9% |
55% |
False |
False |
6,218 |
10 |
94.72 |
92.57 |
2.15 |
2.3% |
0.97 |
1.0% |
55% |
False |
False |
6,673 |
20 |
95.29 |
92.50 |
2.79 |
3.0% |
0.88 |
0.9% |
45% |
False |
False |
5,912 |
40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.91 |
1.0% |
20% |
False |
False |
4,407 |
60 |
98.67 |
92.50 |
6.17 |
6.6% |
0.84 |
0.9% |
20% |
False |
False |
3,516 |
80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.80 |
0.9% |
18% |
False |
False |
3,128 |
100 |
99.49 |
92.50 |
6.99 |
7.5% |
0.75 |
0.8% |
18% |
False |
False |
3,074 |
120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.67 |
0.7% |
50% |
False |
False |
3,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.07 |
2.618 |
96.52 |
1.618 |
95.57 |
1.000 |
94.98 |
0.618 |
94.62 |
HIGH |
94.03 |
0.618 |
93.67 |
0.500 |
93.56 |
0.382 |
93.44 |
LOW |
93.08 |
0.618 |
92.49 |
1.000 |
92.13 |
1.618 |
91.54 |
2.618 |
90.59 |
4.250 |
89.04 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.69 |
93.90 |
PP |
93.62 |
93.85 |
S1 |
93.56 |
93.81 |
|