NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.98 |
94.12 |
0.14 |
0.1% |
94.93 |
| High |
94.40 |
94.67 |
0.27 |
0.3% |
95.80 |
| Low |
93.56 |
93.49 |
-0.07 |
-0.1% |
93.52 |
| Close |
94.15 |
94.12 |
-0.03 |
0.0% |
94.83 |
| Range |
0.84 |
1.18 |
0.34 |
40.5% |
2.28 |
| ATR |
1.44 |
1.42 |
-0.02 |
-1.3% |
0.00 |
| Volume |
30,431 |
46,173 |
15,742 |
51.7% |
251,939 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.63 |
97.06 |
94.77 |
|
| R3 |
96.45 |
95.88 |
94.44 |
|
| R2 |
95.27 |
95.27 |
94.34 |
|
| R1 |
94.70 |
94.70 |
94.23 |
94.71 |
| PP |
94.09 |
94.09 |
94.09 |
94.10 |
| S1 |
93.52 |
93.52 |
94.01 |
93.53 |
| S2 |
92.91 |
92.91 |
93.90 |
|
| S3 |
91.73 |
92.34 |
93.80 |
|
| S4 |
90.55 |
91.16 |
93.47 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.56 |
100.47 |
96.08 |
|
| R3 |
99.28 |
98.19 |
95.46 |
|
| R2 |
97.00 |
97.00 |
95.25 |
|
| R1 |
95.91 |
95.91 |
95.04 |
95.32 |
| PP |
94.72 |
94.72 |
94.72 |
94.42 |
| S1 |
93.63 |
93.63 |
94.62 |
93.04 |
| S2 |
92.44 |
92.44 |
94.41 |
|
| S3 |
90.16 |
91.35 |
94.20 |
|
| S4 |
87.88 |
89.07 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.44 |
93.49 |
1.95 |
2.1% |
1.23 |
1.3% |
32% |
False |
True |
44,728 |
| 10 |
95.80 |
93.49 |
2.31 |
2.5% |
1.34 |
1.4% |
27% |
False |
True |
42,290 |
| 20 |
98.68 |
93.49 |
5.19 |
5.5% |
1.32 |
1.4% |
12% |
False |
True |
39,893 |
| 40 |
102.52 |
93.49 |
9.03 |
9.6% |
1.45 |
1.5% |
7% |
False |
True |
35,580 |
| 60 |
106.22 |
93.49 |
12.73 |
13.5% |
1.52 |
1.6% |
5% |
False |
True |
28,435 |
| 80 |
106.22 |
93.49 |
12.73 |
13.5% |
1.47 |
1.6% |
5% |
False |
True |
23,639 |
| 100 |
106.22 |
93.49 |
12.73 |
13.5% |
1.38 |
1.5% |
5% |
False |
True |
20,973 |
| 120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.36 |
1.4% |
25% |
False |
False |
18,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.69 |
|
2.618 |
97.76 |
|
1.618 |
96.58 |
|
1.000 |
95.85 |
|
0.618 |
95.40 |
|
HIGH |
94.67 |
|
0.618 |
94.22 |
|
0.500 |
94.08 |
|
0.382 |
93.94 |
|
LOW |
93.49 |
|
0.618 |
92.76 |
|
1.000 |
92.31 |
|
1.618 |
91.58 |
|
2.618 |
90.40 |
|
4.250 |
88.48 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.11 |
94.35 |
| PP |
94.09 |
94.27 |
| S1 |
94.08 |
94.20 |
|