NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.53 |
94.43 |
-0.10 |
-0.1% |
94.78 |
| High |
95.15 |
94.94 |
-0.21 |
-0.2% |
95.71 |
| Low |
94.24 |
93.38 |
-0.86 |
-0.9% |
93.17 |
| Close |
94.49 |
93.68 |
-0.81 |
-0.9% |
94.49 |
| Range |
0.91 |
1.56 |
0.65 |
71.4% |
2.54 |
| ATR |
1.57 |
1.57 |
0.00 |
-0.1% |
0.00 |
| Volume |
100,883 |
137,135 |
36,252 |
35.9% |
640,698 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.68 |
97.74 |
94.54 |
|
| R3 |
97.12 |
96.18 |
94.11 |
|
| R2 |
95.56 |
95.56 |
93.97 |
|
| R1 |
94.62 |
94.62 |
93.82 |
94.31 |
| PP |
94.00 |
94.00 |
94.00 |
93.85 |
| S1 |
93.06 |
93.06 |
93.54 |
92.75 |
| S2 |
92.44 |
92.44 |
93.39 |
|
| S3 |
90.88 |
91.50 |
93.25 |
|
| S4 |
89.32 |
89.94 |
92.82 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.08 |
100.82 |
95.89 |
|
| R3 |
99.54 |
98.28 |
95.19 |
|
| R2 |
97.00 |
97.00 |
94.96 |
|
| R1 |
95.74 |
95.74 |
94.72 |
95.10 |
| PP |
94.46 |
94.46 |
94.46 |
94.14 |
| S1 |
93.20 |
93.20 |
94.26 |
92.56 |
| S2 |
91.92 |
91.92 |
94.02 |
|
| S3 |
89.38 |
90.66 |
93.79 |
|
| S4 |
86.84 |
88.12 |
93.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.54 |
93.17 |
2.37 |
2.5% |
1.64 |
1.7% |
22% |
False |
False |
139,457 |
| 10 |
95.74 |
93.17 |
2.57 |
2.7% |
1.55 |
1.7% |
20% |
False |
False |
111,466 |
| 20 |
100.36 |
93.17 |
7.19 |
7.7% |
1.50 |
1.6% |
7% |
False |
False |
94,399 |
| 40 |
103.34 |
93.17 |
10.17 |
10.9% |
1.57 |
1.7% |
5% |
False |
False |
75,124 |
| 60 |
107.94 |
93.17 |
14.77 |
15.8% |
1.67 |
1.8% |
3% |
False |
False |
58,029 |
| 80 |
107.94 |
93.17 |
14.77 |
15.8% |
1.61 |
1.7% |
3% |
False |
False |
48,583 |
| 100 |
107.94 |
93.17 |
14.77 |
15.8% |
1.54 |
1.6% |
3% |
False |
False |
43,035 |
| 120 |
107.94 |
90.35 |
17.59 |
18.8% |
1.52 |
1.6% |
19% |
False |
False |
37,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.57 |
|
2.618 |
99.02 |
|
1.618 |
97.46 |
|
1.000 |
96.50 |
|
0.618 |
95.90 |
|
HIGH |
94.94 |
|
0.618 |
94.34 |
|
0.500 |
94.16 |
|
0.382 |
93.98 |
|
LOW |
93.38 |
|
0.618 |
92.42 |
|
1.000 |
91.82 |
|
1.618 |
90.86 |
|
2.618 |
89.30 |
|
4.250 |
86.75 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.16 |
94.16 |
| PP |
94.00 |
94.00 |
| S1 |
93.84 |
93.84 |
|