NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.20 |
92.42 |
-0.78 |
-0.8% |
93.60 |
High |
93.42 |
93.65 |
0.23 |
0.2% |
94.28 |
Low |
91.97 |
92.42 |
0.45 |
0.5% |
91.97 |
Close |
92.49 |
92.83 |
0.34 |
0.4% |
92.83 |
Range |
1.45 |
1.23 |
-0.22 |
-15.2% |
2.31 |
ATR |
1.01 |
1.03 |
0.02 |
1.5% |
0.00 |
Volume |
5,926 |
5,602 |
-324 |
-5.5% |
23,627 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.66 |
95.97 |
93.51 |
|
R3 |
95.43 |
94.74 |
93.17 |
|
R2 |
94.20 |
94.20 |
93.06 |
|
R1 |
93.51 |
93.51 |
92.94 |
93.86 |
PP |
92.97 |
92.97 |
92.97 |
93.14 |
S1 |
92.28 |
92.28 |
92.72 |
92.63 |
S2 |
91.74 |
91.74 |
92.60 |
|
S3 |
90.51 |
91.05 |
92.49 |
|
S4 |
89.28 |
89.82 |
92.15 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.96 |
98.70 |
94.10 |
|
R3 |
97.65 |
96.39 |
93.47 |
|
R2 |
95.34 |
95.34 |
93.25 |
|
R1 |
94.08 |
94.08 |
93.04 |
93.56 |
PP |
93.03 |
93.03 |
93.03 |
92.76 |
S1 |
91.77 |
91.77 |
92.62 |
91.25 |
S2 |
90.72 |
90.72 |
92.41 |
|
S3 |
88.41 |
89.46 |
92.19 |
|
S4 |
86.10 |
87.15 |
91.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.72 |
91.97 |
2.75 |
3.0% |
1.11 |
1.2% |
31% |
False |
False |
6,172 |
10 |
94.72 |
91.97 |
2.75 |
3.0% |
0.91 |
1.0% |
31% |
False |
False |
6,646 |
20 |
94.72 |
91.97 |
2.75 |
3.0% |
0.99 |
1.1% |
31% |
False |
False |
6,174 |
40 |
98.67 |
91.97 |
6.70 |
7.2% |
0.92 |
1.0% |
13% |
False |
False |
4,696 |
60 |
98.67 |
91.97 |
6.70 |
7.2% |
0.86 |
0.9% |
13% |
False |
False |
3,683 |
80 |
99.49 |
91.97 |
7.52 |
8.1% |
0.82 |
0.9% |
11% |
False |
False |
3,289 |
100 |
99.49 |
91.97 |
7.52 |
8.1% |
0.77 |
0.8% |
11% |
False |
False |
3,184 |
120 |
99.49 |
88.01 |
11.48 |
12.4% |
0.69 |
0.7% |
42% |
False |
False |
3,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.88 |
2.618 |
96.87 |
1.618 |
95.64 |
1.000 |
94.88 |
0.618 |
94.41 |
HIGH |
93.65 |
0.618 |
93.18 |
0.500 |
93.04 |
0.382 |
92.89 |
LOW |
92.42 |
0.618 |
91.66 |
1.000 |
91.19 |
1.618 |
90.43 |
2.618 |
89.20 |
4.250 |
87.19 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.04 |
93.13 |
PP |
92.97 |
93.03 |
S1 |
92.90 |
92.93 |
|