NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.09 |
93.38 |
0.29 |
0.3% |
93.20 |
| High |
93.31 |
93.38 |
0.07 |
0.1% |
94.66 |
| Low |
92.95 |
92.61 |
-0.34 |
-0.4% |
92.57 |
| Close |
93.06 |
93.21 |
0.15 |
0.2% |
94.07 |
| Range |
0.36 |
0.77 |
0.41 |
113.9% |
2.09 |
| ATR |
0.94 |
0.93 |
-0.01 |
-1.3% |
0.00 |
| Volume |
8,991 |
3,640 |
-5,351 |
-59.5% |
38,717 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.38 |
95.06 |
93.63 |
|
| R3 |
94.61 |
94.29 |
93.42 |
|
| R2 |
93.84 |
93.84 |
93.35 |
|
| R1 |
93.52 |
93.52 |
93.28 |
93.30 |
| PP |
93.07 |
93.07 |
93.07 |
92.95 |
| S1 |
92.75 |
92.75 |
93.14 |
92.53 |
| S2 |
92.30 |
92.30 |
93.07 |
|
| S3 |
91.53 |
91.98 |
93.00 |
|
| S4 |
90.76 |
91.21 |
92.79 |
|
|
| 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 |
92.61 |
2.05 |
2.2% |
0.76 |
0.8% |
29% |
False |
True |
7,501 |
| 10 |
94.66 |
92.57 |
2.09 |
2.2% |
0.85 |
0.9% |
31% |
False |
False |
6,594 |
| 20 |
95.35 |
92.50 |
2.85 |
3.1% |
0.86 |
0.9% |
25% |
False |
False |
5,559 |
| 40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.88 |
0.9% |
12% |
False |
False |
4,041 |
| 60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.83 |
0.9% |
10% |
False |
False |
3,371 |
| 80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.79 |
0.8% |
10% |
False |
False |
2,975 |
| 100 |
99.49 |
91.74 |
7.75 |
8.3% |
0.72 |
0.8% |
19% |
False |
False |
2,980 |
| 120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.66 |
0.7% |
45% |
False |
False |
3,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.65 |
|
2.618 |
95.40 |
|
1.618 |
94.63 |
|
1.000 |
94.15 |
|
0.618 |
93.86 |
|
HIGH |
93.38 |
|
0.618 |
93.09 |
|
0.500 |
93.00 |
|
0.382 |
92.90 |
|
LOW |
92.61 |
|
0.618 |
92.13 |
|
1.000 |
91.84 |
|
1.618 |
91.36 |
|
2.618 |
90.59 |
|
4.250 |
89.34 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.14 |
93.37 |
| PP |
93.07 |
93.31 |
| S1 |
93.00 |
93.26 |
|