NYMEX Light Sweet Crude Oil Future January 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 |
93.64 |
93.89 |
0.25 |
0.3% |
94.78 |
| High |
94.13 |
94.48 |
0.35 |
0.4% |
95.71 |
| Low |
93.22 |
93.25 |
0.03 |
0.0% |
93.17 |
| Close |
93.89 |
93.85 |
-0.04 |
0.0% |
94.49 |
| Range |
0.91 |
1.23 |
0.32 |
35.2% |
2.54 |
| ATR |
1.52 |
1.50 |
-0.02 |
-1.4% |
0.00 |
| Volume |
263,051 |
225,891 |
-37,160 |
-14.1% |
640,698 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.55 |
96.93 |
94.53 |
|
| R3 |
96.32 |
95.70 |
94.19 |
|
| R2 |
95.09 |
95.09 |
94.08 |
|
| R1 |
94.47 |
94.47 |
93.96 |
94.17 |
| PP |
93.86 |
93.86 |
93.86 |
93.71 |
| S1 |
93.24 |
93.24 |
93.74 |
92.94 |
| S2 |
92.63 |
92.63 |
93.62 |
|
| S3 |
91.40 |
92.01 |
93.51 |
|
| S4 |
90.17 |
90.78 |
93.17 |
|
|
| 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% |
1.30 |
1.4% |
34% |
False |
False |
178,037 |
| 10 |
95.71 |
93.17 |
2.54 |
2.7% |
1.41 |
1.5% |
27% |
False |
False |
145,982 |
| 20 |
98.96 |
93.17 |
5.79 |
6.2% |
1.40 |
1.5% |
12% |
False |
False |
109,513 |
| 40 |
103.34 |
93.17 |
10.17 |
10.8% |
1.55 |
1.7% |
7% |
False |
False |
85,435 |
| 60 |
107.94 |
93.17 |
14.77 |
15.7% |
1.64 |
1.7% |
5% |
False |
False |
65,698 |
| 80 |
107.94 |
93.17 |
14.77 |
15.7% |
1.61 |
1.7% |
5% |
False |
False |
54,436 |
| 100 |
107.94 |
93.17 |
14.77 |
15.7% |
1.54 |
1.6% |
5% |
False |
False |
47,763 |
| 120 |
107.94 |
90.40 |
17.54 |
18.7% |
1.52 |
1.6% |
20% |
False |
False |
41,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.71 |
|
2.618 |
97.70 |
|
1.618 |
96.47 |
|
1.000 |
95.71 |
|
0.618 |
95.24 |
|
HIGH |
94.48 |
|
0.618 |
94.01 |
|
0.500 |
93.87 |
|
0.382 |
93.72 |
|
LOW |
93.25 |
|
0.618 |
92.49 |
|
1.000 |
92.02 |
|
1.618 |
91.26 |
|
2.618 |
90.03 |
|
4.250 |
88.02 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.87 |
94.08 |
| PP |
93.86 |
94.00 |
| S1 |
93.86 |
93.93 |
|