NYMEX Light Sweet Crude Oil Future April 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 |
94.01 |
94.33 |
0.32 |
0.3% |
94.97 |
| High |
94.39 |
94.62 |
0.23 |
0.2% |
95.51 |
| Low |
93.82 |
93.59 |
-0.23 |
-0.2% |
93.51 |
| Close |
94.16 |
94.17 |
0.01 |
0.0% |
94.97 |
| Range |
0.57 |
1.03 |
0.46 |
80.7% |
2.00 |
| ATR |
1.25 |
1.23 |
-0.02 |
-1.2% |
0.00 |
| Volume |
18,130 |
15,578 |
-2,552 |
-14.1% |
123,745 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.22 |
96.72 |
94.74 |
|
| R3 |
96.19 |
95.69 |
94.45 |
|
| R2 |
95.16 |
95.16 |
94.36 |
|
| R1 |
94.66 |
94.66 |
94.26 |
94.40 |
| PP |
94.13 |
94.13 |
94.13 |
93.99 |
| S1 |
93.63 |
93.63 |
94.08 |
93.37 |
| S2 |
93.10 |
93.10 |
93.98 |
|
| S3 |
92.07 |
92.60 |
93.89 |
|
| S4 |
91.04 |
91.57 |
93.60 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.66 |
99.82 |
96.07 |
|
| R3 |
98.66 |
97.82 |
95.52 |
|
| R2 |
96.66 |
96.66 |
95.34 |
|
| R1 |
95.82 |
95.82 |
95.15 |
95.97 |
| PP |
94.66 |
94.66 |
94.66 |
94.74 |
| S1 |
93.82 |
93.82 |
94.79 |
93.97 |
| S2 |
92.66 |
92.66 |
94.60 |
|
| S3 |
90.66 |
91.82 |
94.42 |
|
| S4 |
88.66 |
89.82 |
93.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.51 |
93.59 |
1.92 |
2.0% |
1.04 |
1.1% |
30% |
False |
True |
22,891 |
| 10 |
95.51 |
93.51 |
2.00 |
2.1% |
1.17 |
1.2% |
33% |
False |
False |
20,183 |
| 20 |
97.41 |
93.51 |
3.90 |
4.1% |
1.14 |
1.2% |
17% |
False |
False |
17,672 |
| 40 |
101.00 |
93.51 |
7.49 |
8.0% |
1.24 |
1.3% |
9% |
False |
False |
14,131 |
| 60 |
103.06 |
93.51 |
9.55 |
10.1% |
1.24 |
1.3% |
7% |
False |
False |
11,194 |
| 80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.16 |
1.2% |
7% |
False |
False |
9,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.00 |
|
2.618 |
97.32 |
|
1.618 |
96.29 |
|
1.000 |
95.65 |
|
0.618 |
95.26 |
|
HIGH |
94.62 |
|
0.618 |
94.23 |
|
0.500 |
94.11 |
|
0.382 |
93.98 |
|
LOW |
93.59 |
|
0.618 |
92.95 |
|
1.000 |
92.56 |
|
1.618 |
91.92 |
|
2.618 |
90.89 |
|
4.250 |
89.21 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.15 |
94.41 |
| PP |
94.13 |
94.33 |
| S1 |
94.11 |
94.25 |
|