NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.73 |
95.29 |
1.56 |
1.7% |
94.43 |
| High |
95.63 |
95.57 |
-0.06 |
-0.1% |
95.63 |
| Low |
93.47 |
94.05 |
0.58 |
0.6% |
93.22 |
| Close |
95.44 |
94.84 |
-0.60 |
-0.6% |
94.84 |
| Range |
2.16 |
1.52 |
-0.64 |
-29.6% |
2.41 |
| ATR |
1.55 |
1.55 |
0.00 |
-0.1% |
0.00 |
| Volume |
222,138 |
257,843 |
35,705 |
16.1% |
1,106,058 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.38 |
98.63 |
95.68 |
|
| R3 |
97.86 |
97.11 |
95.26 |
|
| R2 |
96.34 |
96.34 |
95.12 |
|
| R1 |
95.59 |
95.59 |
94.98 |
95.21 |
| PP |
94.82 |
94.82 |
94.82 |
94.63 |
| S1 |
94.07 |
94.07 |
94.70 |
93.69 |
| S2 |
93.30 |
93.30 |
94.56 |
|
| S3 |
91.78 |
92.55 |
94.42 |
|
| S4 |
90.26 |
91.03 |
94.00 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.79 |
100.73 |
96.17 |
|
| R3 |
99.38 |
98.32 |
95.50 |
|
| R2 |
96.97 |
96.97 |
95.28 |
|
| R1 |
95.91 |
95.91 |
95.06 |
96.44 |
| PP |
94.56 |
94.56 |
94.56 |
94.83 |
| S1 |
93.50 |
93.50 |
94.62 |
94.03 |
| S2 |
92.15 |
92.15 |
94.40 |
|
| S3 |
89.74 |
91.09 |
94.18 |
|
| S4 |
87.33 |
88.68 |
93.51 |
|
|
| 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% |
1.48 |
1.6% |
67% |
False |
False |
221,211 |
| 10 |
95.71 |
93.17 |
2.54 |
2.7% |
1.53 |
1.6% |
66% |
False |
False |
174,675 |
| 20 |
98.96 |
93.17 |
5.79 |
6.1% |
1.44 |
1.5% |
29% |
False |
False |
124,900 |
| 40 |
103.34 |
93.17 |
10.17 |
10.7% |
1.58 |
1.7% |
16% |
False |
False |
95,723 |
| 60 |
106.38 |
93.17 |
13.21 |
13.9% |
1.63 |
1.7% |
13% |
False |
False |
72,717 |
| 80 |
107.94 |
93.17 |
14.77 |
15.6% |
1.61 |
1.7% |
11% |
False |
False |
59,941 |
| 100 |
107.94 |
93.17 |
14.77 |
15.6% |
1.55 |
1.6% |
11% |
False |
False |
52,036 |
| 120 |
107.94 |
90.40 |
17.54 |
18.5% |
1.53 |
1.6% |
25% |
False |
False |
45,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.03 |
|
2.618 |
99.55 |
|
1.618 |
98.03 |
|
1.000 |
97.09 |
|
0.618 |
96.51 |
|
HIGH |
95.57 |
|
0.618 |
94.99 |
|
0.500 |
94.81 |
|
0.382 |
94.63 |
|
LOW |
94.05 |
|
0.618 |
93.11 |
|
1.000 |
92.53 |
|
1.618 |
91.59 |
|
2.618 |
90.07 |
|
4.250 |
87.59 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.83 |
94.71 |
| PP |
94.82 |
94.57 |
| S1 |
94.81 |
94.44 |
|