NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.78 |
94.08 |
-0.70 |
-0.7% |
94.98 |
| High |
95.16 |
94.10 |
-1.06 |
-1.1% |
95.95 |
| Low |
93.98 |
92.35 |
-1.63 |
-1.7% |
93.60 |
| Close |
94.21 |
92.88 |
-1.33 |
-1.4% |
95.29 |
| Range |
1.18 |
1.75 |
0.57 |
48.3% |
2.35 |
| ATR |
1.40 |
1.44 |
0.03 |
2.3% |
0.00 |
| Volume |
54,359 |
27,119 |
-27,240 |
-50.1% |
163,733 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.36 |
97.37 |
93.84 |
|
| R3 |
96.61 |
95.62 |
93.36 |
|
| R2 |
94.86 |
94.86 |
93.20 |
|
| R1 |
93.87 |
93.87 |
93.04 |
93.49 |
| PP |
93.11 |
93.11 |
93.11 |
92.92 |
| S1 |
92.12 |
92.12 |
92.72 |
91.74 |
| S2 |
91.36 |
91.36 |
92.56 |
|
| S3 |
89.61 |
90.37 |
92.40 |
|
| S4 |
87.86 |
88.62 |
91.92 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.00 |
100.99 |
96.58 |
|
| R3 |
99.65 |
98.64 |
95.94 |
|
| R2 |
97.30 |
97.30 |
95.72 |
|
| R1 |
96.29 |
96.29 |
95.51 |
96.80 |
| PP |
94.95 |
94.95 |
94.95 |
95.20 |
| S1 |
93.94 |
93.94 |
95.07 |
94.45 |
| S2 |
92.60 |
92.60 |
94.86 |
|
| S3 |
90.25 |
91.59 |
94.64 |
|
| S4 |
87.90 |
89.24 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.95 |
92.35 |
3.60 |
3.9% |
1.55 |
1.7% |
15% |
False |
True |
40,128 |
| 10 |
95.95 |
92.35 |
3.60 |
3.9% |
1.36 |
1.5% |
15% |
False |
True |
42,194 |
| 20 |
97.04 |
92.35 |
4.69 |
5.0% |
1.37 |
1.5% |
11% |
False |
True |
41,217 |
| 40 |
101.81 |
92.35 |
9.46 |
10.2% |
1.41 |
1.5% |
6% |
False |
True |
38,999 |
| 60 |
103.14 |
92.35 |
10.79 |
11.6% |
1.41 |
1.5% |
5% |
False |
True |
32,064 |
| 80 |
104.37 |
92.35 |
12.02 |
12.9% |
1.39 |
1.5% |
4% |
False |
True |
27,353 |
| 100 |
104.37 |
92.35 |
12.02 |
12.9% |
1.35 |
1.5% |
4% |
False |
True |
24,518 |
| 120 |
104.37 |
89.48 |
14.89 |
16.0% |
1.32 |
1.4% |
23% |
False |
False |
22,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.54 |
|
2.618 |
98.68 |
|
1.618 |
96.93 |
|
1.000 |
95.85 |
|
0.618 |
95.18 |
|
HIGH |
94.10 |
|
0.618 |
93.43 |
|
0.500 |
93.23 |
|
0.382 |
93.02 |
|
LOW |
92.35 |
|
0.618 |
91.27 |
|
1.000 |
90.60 |
|
1.618 |
89.52 |
|
2.618 |
87.77 |
|
4.250 |
84.91 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.23 |
93.76 |
| PP |
93.11 |
93.46 |
| S1 |
93.00 |
93.17 |
|