NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.21 |
93.50 |
-0.71 |
-0.8% |
94.43 |
| High |
94.69 |
93.60 |
-1.09 |
-1.2% |
95.63 |
| Low |
93.43 |
91.77 |
-1.66 |
-1.8% |
93.22 |
| Close |
93.68 |
92.30 |
-1.38 |
-1.5% |
94.84 |
| Range |
1.26 |
1.83 |
0.57 |
45.2% |
2.41 |
| ATR |
1.54 |
1.57 |
0.03 |
1.7% |
0.00 |
| Volume |
160,178 |
230,878 |
70,700 |
44.1% |
1,106,058 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.05 |
97.00 |
93.31 |
|
| R3 |
96.22 |
95.17 |
92.80 |
|
| R2 |
94.39 |
94.39 |
92.64 |
|
| R1 |
93.34 |
93.34 |
92.47 |
92.95 |
| PP |
92.56 |
92.56 |
92.56 |
92.36 |
| S1 |
91.51 |
91.51 |
92.13 |
91.12 |
| S2 |
90.73 |
90.73 |
91.96 |
|
| S3 |
88.90 |
89.68 |
91.80 |
|
| S4 |
87.07 |
87.85 |
91.29 |
|
|
| 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 |
91.77 |
3.86 |
4.2% |
1.64 |
1.8% |
14% |
False |
True |
228,379 |
| 10 |
95.63 |
91.77 |
3.86 |
4.2% |
1.47 |
1.6% |
14% |
False |
True |
203,208 |
| 20 |
97.28 |
91.77 |
5.51 |
6.0% |
1.50 |
1.6% |
10% |
False |
True |
150,582 |
| 40 |
103.34 |
91.77 |
11.57 |
12.5% |
1.56 |
1.7% |
5% |
False |
True |
109,901 |
| 60 |
106.38 |
91.77 |
14.61 |
15.8% |
1.58 |
1.7% |
4% |
False |
True |
82,779 |
| 80 |
107.94 |
91.77 |
16.17 |
17.5% |
1.60 |
1.7% |
3% |
False |
True |
67,559 |
| 100 |
107.94 |
91.77 |
16.17 |
17.5% |
1.55 |
1.7% |
3% |
False |
True |
57,854 |
| 120 |
107.94 |
90.40 |
17.54 |
19.0% |
1.54 |
1.7% |
11% |
False |
False |
50,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.38 |
|
2.618 |
98.39 |
|
1.618 |
96.56 |
|
1.000 |
95.43 |
|
0.618 |
94.73 |
|
HIGH |
93.60 |
|
0.618 |
92.90 |
|
0.500 |
92.69 |
|
0.382 |
92.47 |
|
LOW |
91.77 |
|
0.618 |
90.64 |
|
1.000 |
89.94 |
|
1.618 |
88.81 |
|
2.618 |
86.98 |
|
4.250 |
83.99 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
93.23 |
| PP |
92.56 |
92.92 |
| S1 |
92.43 |
92.61 |
|