NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.89 |
93.73 |
-0.16 |
-0.2% |
94.78 |
| High |
94.48 |
95.63 |
1.15 |
1.2% |
95.71 |
| Low |
93.25 |
93.47 |
0.22 |
0.2% |
93.17 |
| Close |
93.85 |
95.44 |
1.59 |
1.7% |
94.49 |
| Range |
1.23 |
2.16 |
0.93 |
75.6% |
2.54 |
| ATR |
1.50 |
1.55 |
0.05 |
3.1% |
0.00 |
| Volume |
225,891 |
222,138 |
-3,753 |
-1.7% |
640,698 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.33 |
100.54 |
96.63 |
|
| R3 |
99.17 |
98.38 |
96.03 |
|
| R2 |
97.01 |
97.01 |
95.84 |
|
| R1 |
96.22 |
96.22 |
95.64 |
96.62 |
| PP |
94.85 |
94.85 |
94.85 |
95.04 |
| S1 |
94.06 |
94.06 |
95.24 |
94.46 |
| S2 |
92.69 |
92.69 |
95.04 |
|
| S3 |
90.53 |
91.90 |
94.85 |
|
| S4 |
88.37 |
89.74 |
94.25 |
|
|
| 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 |
95.63 |
93.22 |
2.41 |
2.5% |
1.35 |
1.4% |
92% |
True |
False |
189,819 |
| 10 |
95.71 |
93.17 |
2.54 |
2.7% |
1.48 |
1.5% |
89% |
False |
False |
158,756 |
| 20 |
98.96 |
93.17 |
5.79 |
6.1% |
1.42 |
1.5% |
39% |
False |
False |
115,673 |
| 40 |
103.34 |
93.17 |
10.17 |
10.7% |
1.58 |
1.7% |
22% |
False |
False |
89,865 |
| 60 |
106.38 |
93.17 |
13.21 |
13.8% |
1.64 |
1.7% |
17% |
False |
False |
68,856 |
| 80 |
107.94 |
93.17 |
14.77 |
15.5% |
1.61 |
1.7% |
15% |
False |
False |
56,919 |
| 100 |
107.94 |
93.17 |
14.77 |
15.5% |
1.55 |
1.6% |
15% |
False |
False |
49,803 |
| 120 |
107.94 |
90.40 |
17.54 |
18.4% |
1.52 |
1.6% |
29% |
False |
False |
43,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.81 |
|
2.618 |
101.28 |
|
1.618 |
99.12 |
|
1.000 |
97.79 |
|
0.618 |
96.96 |
|
HIGH |
95.63 |
|
0.618 |
94.80 |
|
0.500 |
94.55 |
|
0.382 |
94.30 |
|
LOW |
93.47 |
|
0.618 |
92.14 |
|
1.000 |
91.31 |
|
1.618 |
89.98 |
|
2.618 |
87.82 |
|
4.250 |
84.29 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.14 |
95.10 |
| PP |
94.85 |
94.76 |
| S1 |
94.55 |
94.43 |
|