NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.43 |
93.64 |
-0.79 |
-0.8% |
94.78 |
| High |
94.94 |
94.13 |
-0.81 |
-0.9% |
95.71 |
| Low |
93.38 |
93.22 |
-0.16 |
-0.2% |
93.17 |
| Close |
93.68 |
93.89 |
0.21 |
0.2% |
94.49 |
| Range |
1.56 |
0.91 |
-0.65 |
-41.7% |
2.54 |
| ATR |
1.57 |
1.52 |
-0.05 |
-3.0% |
0.00 |
| Volume |
137,135 |
263,051 |
125,916 |
91.8% |
640,698 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.48 |
96.09 |
94.39 |
|
| R3 |
95.57 |
95.18 |
94.14 |
|
| R2 |
94.66 |
94.66 |
94.06 |
|
| R1 |
94.27 |
94.27 |
93.97 |
94.47 |
| PP |
93.75 |
93.75 |
93.75 |
93.84 |
| S1 |
93.36 |
93.36 |
93.81 |
93.56 |
| S2 |
92.84 |
92.84 |
93.72 |
|
| S3 |
91.93 |
92.45 |
93.64 |
|
| S4 |
91.02 |
91.54 |
93.39 |
|
|
| 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 |
95.15 |
93.17 |
1.98 |
2.1% |
1.37 |
1.5% |
36% |
False |
False |
161,750 |
| 10 |
95.74 |
93.17 |
2.57 |
2.7% |
1.46 |
1.6% |
28% |
False |
False |
130,673 |
| 20 |
98.96 |
93.17 |
5.79 |
6.2% |
1.44 |
1.5% |
12% |
False |
False |
103,297 |
| 40 |
103.34 |
93.17 |
10.17 |
10.8% |
1.56 |
1.7% |
7% |
False |
False |
80,849 |
| 60 |
107.94 |
93.17 |
14.77 |
15.7% |
1.67 |
1.8% |
5% |
False |
False |
62,116 |
| 80 |
107.94 |
93.17 |
14.77 |
15.7% |
1.60 |
1.7% |
5% |
False |
False |
51,723 |
| 100 |
107.94 |
93.17 |
14.77 |
15.7% |
1.54 |
1.6% |
5% |
False |
False |
45,589 |
| 120 |
107.94 |
90.35 |
17.59 |
18.7% |
1.52 |
1.6% |
20% |
False |
False |
39,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.00 |
|
2.618 |
96.51 |
|
1.618 |
95.60 |
|
1.000 |
95.04 |
|
0.618 |
94.69 |
|
HIGH |
94.13 |
|
0.618 |
93.78 |
|
0.500 |
93.68 |
|
0.382 |
93.57 |
|
LOW |
93.22 |
|
0.618 |
92.66 |
|
1.000 |
92.31 |
|
1.618 |
91.75 |
|
2.618 |
90.84 |
|
4.250 |
89.35 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.82 |
94.19 |
| PP |
93.75 |
94.09 |
| S1 |
93.68 |
93.99 |
|