NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.12 |
94.08 |
-0.04 |
0.0% |
94.93 |
| High |
94.67 |
95.84 |
1.17 |
1.2% |
95.80 |
| Low |
93.49 |
93.79 |
0.30 |
0.3% |
93.52 |
| Close |
94.12 |
95.69 |
1.57 |
1.7% |
94.83 |
| Range |
1.18 |
2.05 |
0.87 |
73.7% |
2.28 |
| ATR |
1.42 |
1.46 |
0.05 |
3.2% |
0.00 |
| Volume |
46,173 |
53,453 |
7,280 |
15.8% |
251,939 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.26 |
100.52 |
96.82 |
|
| R3 |
99.21 |
98.47 |
96.25 |
|
| R2 |
97.16 |
97.16 |
96.07 |
|
| R1 |
96.42 |
96.42 |
95.88 |
96.79 |
| PP |
95.11 |
95.11 |
95.11 |
95.29 |
| S1 |
94.37 |
94.37 |
95.50 |
94.74 |
| S2 |
93.06 |
93.06 |
95.31 |
|
| S3 |
91.01 |
92.32 |
95.13 |
|
| S4 |
88.96 |
90.27 |
94.56 |
|
|
| 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 |
95.84 |
93.49 |
2.35 |
2.5% |
1.29 |
1.3% |
94% |
True |
False |
42,688 |
| 10 |
95.84 |
93.49 |
2.35 |
2.5% |
1.41 |
1.5% |
94% |
True |
False |
43,971 |
| 20 |
98.68 |
93.49 |
5.19 |
5.4% |
1.34 |
1.4% |
42% |
False |
False |
40,086 |
| 40 |
102.52 |
93.49 |
9.03 |
9.4% |
1.47 |
1.5% |
24% |
False |
False |
36,362 |
| 60 |
104.67 |
93.49 |
11.18 |
11.7% |
1.52 |
1.6% |
20% |
False |
False |
29,060 |
| 80 |
106.22 |
93.49 |
12.73 |
13.3% |
1.48 |
1.5% |
17% |
False |
False |
24,160 |
| 100 |
106.22 |
93.49 |
12.73 |
13.3% |
1.39 |
1.5% |
17% |
False |
False |
21,440 |
| 120 |
106.22 |
90.05 |
16.17 |
16.9% |
1.36 |
1.4% |
35% |
False |
False |
18,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.55 |
|
2.618 |
101.21 |
|
1.618 |
99.16 |
|
1.000 |
97.89 |
|
0.618 |
97.11 |
|
HIGH |
95.84 |
|
0.618 |
95.06 |
|
0.500 |
94.82 |
|
0.382 |
94.57 |
|
LOW |
93.79 |
|
0.618 |
92.52 |
|
1.000 |
91.74 |
|
1.618 |
90.47 |
|
2.618 |
88.42 |
|
4.250 |
85.08 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.40 |
95.35 |
| PP |
95.11 |
95.01 |
| S1 |
94.82 |
94.67 |
|