NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
95.29 |
94.15 |
-1.14 |
-1.2% |
94.43 |
| High |
95.57 |
94.50 |
-1.07 |
-1.1% |
95.63 |
| Low |
94.05 |
93.08 |
-0.97 |
-1.0% |
93.22 |
| Close |
94.84 |
94.09 |
-0.75 |
-0.8% |
94.84 |
| Range |
1.52 |
1.42 |
-0.10 |
-6.6% |
2.41 |
| ATR |
1.55 |
1.56 |
0.02 |
1.0% |
0.00 |
| Volume |
257,843 |
270,860 |
13,017 |
5.0% |
1,106,058 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.15 |
97.54 |
94.87 |
|
| R3 |
96.73 |
96.12 |
94.48 |
|
| R2 |
95.31 |
95.31 |
94.35 |
|
| R1 |
94.70 |
94.70 |
94.22 |
94.30 |
| PP |
93.89 |
93.89 |
93.89 |
93.69 |
| S1 |
93.28 |
93.28 |
93.96 |
92.88 |
| S2 |
92.47 |
92.47 |
93.83 |
|
| S3 |
91.05 |
91.86 |
93.70 |
|
| S4 |
89.63 |
90.44 |
93.31 |
|
|
| 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 |
93.08 |
2.55 |
2.7% |
1.45 |
1.5% |
40% |
False |
True |
247,956 |
| 10 |
95.63 |
93.08 |
2.55 |
2.7% |
1.54 |
1.6% |
40% |
False |
True |
193,707 |
| 20 |
98.68 |
93.08 |
5.60 |
6.0% |
1.45 |
1.5% |
18% |
False |
True |
136,178 |
| 40 |
103.34 |
93.08 |
10.26 |
10.9% |
1.58 |
1.7% |
10% |
False |
True |
101,671 |
| 60 |
106.38 |
93.08 |
13.30 |
14.1% |
1.62 |
1.7% |
8% |
False |
True |
76,927 |
| 80 |
107.94 |
93.08 |
14.86 |
15.8% |
1.60 |
1.7% |
7% |
False |
True |
63,029 |
| 100 |
107.94 |
93.08 |
14.86 |
15.8% |
1.54 |
1.6% |
7% |
False |
True |
54,398 |
| 120 |
107.94 |
90.40 |
17.54 |
18.6% |
1.53 |
1.6% |
21% |
False |
False |
47,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.54 |
|
2.618 |
98.22 |
|
1.618 |
96.80 |
|
1.000 |
95.92 |
|
0.618 |
95.38 |
|
HIGH |
94.50 |
|
0.618 |
93.96 |
|
0.500 |
93.79 |
|
0.382 |
93.62 |
|
LOW |
93.08 |
|
0.618 |
92.20 |
|
1.000 |
91.66 |
|
1.618 |
90.78 |
|
2.618 |
89.36 |
|
4.250 |
87.05 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.99 |
94.36 |
| PP |
93.89 |
94.27 |
| S1 |
93.79 |
94.18 |
|