NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.50 |
92.30 |
-1.20 |
-1.3% |
94.15 |
| High |
93.60 |
93.90 |
0.30 |
0.3% |
94.69 |
| Low |
91.77 |
92.06 |
0.29 |
0.3% |
91.77 |
| Close |
92.30 |
92.72 |
0.42 |
0.5% |
92.72 |
| Range |
1.83 |
1.84 |
0.01 |
0.5% |
2.92 |
| ATR |
1.57 |
1.59 |
0.02 |
1.2% |
0.00 |
| Volume |
230,878 |
143,205 |
-87,673 |
-38.0% |
805,121 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
97.41 |
93.73 |
|
| R3 |
96.57 |
95.57 |
93.23 |
|
| R2 |
94.73 |
94.73 |
93.06 |
|
| R1 |
93.73 |
93.73 |
92.89 |
94.23 |
| PP |
92.89 |
92.89 |
92.89 |
93.15 |
| S1 |
91.89 |
91.89 |
92.55 |
92.39 |
| S2 |
91.05 |
91.05 |
92.38 |
|
| S3 |
89.21 |
90.05 |
92.21 |
|
| S4 |
87.37 |
88.21 |
91.71 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.82 |
100.19 |
94.33 |
|
| R3 |
98.90 |
97.27 |
93.52 |
|
| R2 |
95.98 |
95.98 |
93.26 |
|
| R1 |
94.35 |
94.35 |
92.99 |
93.71 |
| PP |
93.06 |
93.06 |
93.06 |
92.74 |
| S1 |
91.43 |
91.43 |
92.45 |
90.79 |
| S2 |
90.14 |
90.14 |
92.18 |
|
| S3 |
87.22 |
88.51 |
91.92 |
|
| S4 |
84.30 |
85.59 |
91.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.57 |
91.77 |
3.80 |
4.1% |
1.57 |
1.7% |
25% |
False |
False |
212,592 |
| 10 |
95.63 |
91.77 |
3.86 |
4.2% |
1.46 |
1.6% |
25% |
False |
False |
201,206 |
| 20 |
96.93 |
91.77 |
5.16 |
5.6% |
1.55 |
1.7% |
18% |
False |
False |
152,794 |
| 40 |
103.34 |
91.77 |
11.57 |
12.5% |
1.58 |
1.7% |
8% |
False |
False |
111,322 |
| 60 |
106.38 |
91.77 |
14.61 |
15.8% |
1.59 |
1.7% |
7% |
False |
False |
84,841 |
| 80 |
107.94 |
91.77 |
16.17 |
17.4% |
1.61 |
1.7% |
6% |
False |
False |
69,158 |
| 100 |
107.94 |
91.77 |
16.17 |
17.4% |
1.56 |
1.7% |
6% |
False |
False |
59,072 |
| 120 |
107.94 |
90.40 |
17.54 |
18.9% |
1.54 |
1.7% |
13% |
False |
False |
51,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.72 |
|
2.618 |
98.72 |
|
1.618 |
96.88 |
|
1.000 |
95.74 |
|
0.618 |
95.04 |
|
HIGH |
93.90 |
|
0.618 |
93.20 |
|
0.500 |
92.98 |
|
0.382 |
92.76 |
|
LOW |
92.06 |
|
0.618 |
90.92 |
|
1.000 |
90.22 |
|
1.618 |
89.08 |
|
2.618 |
87.24 |
|
4.250 |
84.24 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.98 |
93.23 |
| PP |
92.89 |
93.06 |
| S1 |
92.81 |
92.89 |
|