NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.08 |
95.55 |
1.47 |
1.6% |
94.77 |
| High |
95.84 |
95.85 |
0.01 |
0.0% |
95.85 |
| Low |
93.79 |
94.35 |
0.56 |
0.6% |
93.49 |
| Close |
95.69 |
95.15 |
-0.54 |
-0.6% |
95.15 |
| Range |
2.05 |
1.50 |
-0.55 |
-26.8% |
2.36 |
| ATR |
1.46 |
1.47 |
0.00 |
0.2% |
0.00 |
| Volume |
53,453 |
58,136 |
4,683 |
8.8% |
211,728 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.62 |
98.88 |
95.98 |
|
| R3 |
98.12 |
97.38 |
95.56 |
|
| R2 |
96.62 |
96.62 |
95.43 |
|
| R1 |
95.88 |
95.88 |
95.29 |
95.50 |
| PP |
95.12 |
95.12 |
95.12 |
94.93 |
| S1 |
94.38 |
94.38 |
95.01 |
94.00 |
| S2 |
93.62 |
93.62 |
94.88 |
|
| S3 |
92.12 |
92.88 |
94.74 |
|
| S4 |
90.62 |
91.38 |
94.33 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.91 |
100.89 |
96.45 |
|
| R3 |
99.55 |
98.53 |
95.80 |
|
| R2 |
97.19 |
97.19 |
95.58 |
|
| R1 |
96.17 |
96.17 |
95.37 |
96.68 |
| PP |
94.83 |
94.83 |
94.83 |
95.09 |
| S1 |
93.81 |
93.81 |
94.93 |
94.32 |
| S2 |
92.47 |
92.47 |
94.72 |
|
| S3 |
90.11 |
91.45 |
94.50 |
|
| S4 |
87.75 |
89.09 |
93.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.85 |
93.49 |
2.36 |
2.5% |
1.41 |
1.5% |
70% |
True |
False |
42,345 |
| 10 |
95.85 |
93.49 |
2.36 |
2.5% |
1.46 |
1.5% |
70% |
True |
False |
46,366 |
| 20 |
98.68 |
93.49 |
5.19 |
5.5% |
1.37 |
1.4% |
32% |
False |
False |
40,970 |
| 40 |
102.52 |
93.49 |
9.03 |
9.5% |
1.48 |
1.6% |
18% |
False |
False |
37,504 |
| 60 |
104.67 |
93.49 |
11.18 |
11.7% |
1.51 |
1.6% |
15% |
False |
False |
29,832 |
| 80 |
106.22 |
93.49 |
12.73 |
13.4% |
1.47 |
1.5% |
13% |
False |
False |
24,762 |
| 100 |
106.22 |
93.49 |
12.73 |
13.4% |
1.40 |
1.5% |
13% |
False |
False |
21,904 |
| 120 |
106.22 |
90.05 |
16.17 |
17.0% |
1.37 |
1.4% |
32% |
False |
False |
18,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.23 |
|
2.618 |
99.78 |
|
1.618 |
98.28 |
|
1.000 |
97.35 |
|
0.618 |
96.78 |
|
HIGH |
95.85 |
|
0.618 |
95.28 |
|
0.500 |
95.10 |
|
0.382 |
94.92 |
|
LOW |
94.35 |
|
0.618 |
93.42 |
|
1.000 |
92.85 |
|
1.618 |
91.92 |
|
2.618 |
90.42 |
|
4.250 |
87.98 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.13 |
94.99 |
| PP |
95.12 |
94.83 |
| S1 |
95.10 |
94.67 |
|