NYMEX Light Sweet Crude Oil Future February 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 |
93.78 |
92.73 |
-1.05 |
-1.1% |
94.55 |
| High |
93.89 |
94.19 |
0.30 |
0.3% |
94.99 |
| Low |
92.10 |
92.39 |
0.29 |
0.3% |
92.10 |
| Close |
92.63 |
93.01 |
0.38 |
0.4% |
93.01 |
| Range |
1.79 |
1.80 |
0.01 |
0.6% |
2.89 |
| ATR |
1.50 |
1.52 |
0.02 |
1.4% |
0.00 |
| Volume |
32,183 |
51,680 |
19,497 |
60.6% |
205,483 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.60 |
97.60 |
94.00 |
|
| R3 |
96.80 |
95.80 |
93.51 |
|
| R2 |
95.00 |
95.00 |
93.34 |
|
| R1 |
94.00 |
94.00 |
93.18 |
94.50 |
| PP |
93.20 |
93.20 |
93.20 |
93.45 |
| S1 |
92.20 |
92.20 |
92.85 |
92.70 |
| S2 |
91.40 |
91.40 |
92.68 |
|
| S3 |
89.60 |
90.40 |
92.52 |
|
| S4 |
87.80 |
88.60 |
92.02 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.04 |
100.41 |
94.60 |
|
| R3 |
99.15 |
97.52 |
93.80 |
|
| R2 |
96.26 |
96.26 |
93.54 |
|
| R1 |
94.63 |
94.63 |
93.27 |
94.00 |
| PP |
93.37 |
93.37 |
93.37 |
93.05 |
| S1 |
91.74 |
91.74 |
92.75 |
91.11 |
| S2 |
90.48 |
90.48 |
92.48 |
|
| S3 |
87.59 |
88.85 |
92.22 |
|
| S4 |
84.70 |
85.96 |
91.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.85 |
92.10 |
3.75 |
4.0% |
1.56 |
1.7% |
24% |
False |
False |
52,723 |
| 10 |
95.85 |
92.10 |
3.75 |
4.0% |
1.42 |
1.5% |
24% |
False |
False |
47,706 |
| 20 |
96.92 |
92.10 |
4.82 |
5.2% |
1.49 |
1.6% |
19% |
False |
False |
44,467 |
| 40 |
102.52 |
92.10 |
10.42 |
11.2% |
1.49 |
1.6% |
9% |
False |
False |
40,476 |
| 60 |
104.67 |
92.10 |
12.57 |
13.5% |
1.50 |
1.6% |
7% |
False |
False |
32,519 |
| 80 |
106.22 |
92.10 |
14.12 |
15.2% |
1.49 |
1.6% |
6% |
False |
False |
26,949 |
| 100 |
106.22 |
92.10 |
14.12 |
15.2% |
1.42 |
1.5% |
6% |
False |
False |
23,480 |
| 120 |
106.22 |
90.05 |
16.17 |
17.4% |
1.38 |
1.5% |
18% |
False |
False |
20,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.84 |
|
2.618 |
98.90 |
|
1.618 |
97.10 |
|
1.000 |
95.99 |
|
0.618 |
95.30 |
|
HIGH |
94.19 |
|
0.618 |
93.50 |
|
0.500 |
93.29 |
|
0.382 |
93.08 |
|
LOW |
92.39 |
|
0.618 |
91.28 |
|
1.000 |
90.59 |
|
1.618 |
89.48 |
|
2.618 |
87.68 |
|
4.250 |
84.74 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.29 |
93.55 |
| PP |
93.20 |
93.37 |
| S1 |
93.10 |
93.19 |
|