NYMEX Light Sweet Crude Oil Future July 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 |
93.60 |
94.26 |
0.66 |
0.7% |
93.97 |
High |
94.03 |
94.28 |
0.25 |
0.3% |
94.72 |
Low |
93.08 |
93.44 |
0.36 |
0.4% |
92.61 |
Close |
93.76 |
93.52 |
-0.24 |
-0.3% |
94.30 |
Range |
0.95 |
0.84 |
-0.11 |
-11.6% |
2.11 |
ATR |
0.98 |
0.97 |
-0.01 |
-1.0% |
0.00 |
Volume |
4,991 |
7,108 |
2,117 |
42.4% |
29,800 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.27 |
95.73 |
93.98 |
|
R3 |
95.43 |
94.89 |
93.75 |
|
R2 |
94.59 |
94.59 |
93.67 |
|
R1 |
94.05 |
94.05 |
93.60 |
93.90 |
PP |
93.75 |
93.75 |
93.75 |
93.67 |
S1 |
93.21 |
93.21 |
93.44 |
93.06 |
S2 |
92.91 |
92.91 |
93.37 |
|
S3 |
92.07 |
92.37 |
93.29 |
|
S4 |
91.23 |
91.53 |
93.06 |
|
|
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% |
0.96 |
1.0% |
43% |
False |
False |
5,841 |
10 |
94.72 |
92.61 |
2.11 |
2.3% |
0.89 |
0.9% |
43% |
False |
False |
6,965 |
20 |
95.08 |
92.50 |
2.58 |
2.8% |
0.90 |
1.0% |
40% |
False |
False |
6,126 |
40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.91 |
1.0% |
17% |
False |
False |
4,539 |
60 |
98.67 |
92.50 |
6.17 |
6.6% |
0.83 |
0.9% |
17% |
False |
False |
3,586 |
80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.80 |
0.9% |
15% |
False |
False |
3,190 |
100 |
99.49 |
92.50 |
6.99 |
7.5% |
0.75 |
0.8% |
15% |
False |
False |
3,125 |
120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.68 |
0.7% |
48% |
False |
False |
3,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.85 |
2.618 |
96.48 |
1.618 |
95.64 |
1.000 |
95.12 |
0.618 |
94.80 |
HIGH |
94.28 |
0.618 |
93.96 |
0.500 |
93.86 |
0.382 |
93.76 |
LOW |
93.44 |
0.618 |
92.92 |
1.000 |
92.60 |
1.618 |
92.08 |
2.618 |
91.24 |
4.250 |
89.87 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.86 |
93.90 |
PP |
93.75 |
93.77 |
S1 |
93.63 |
93.65 |
|