NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
95.43 |
94.97 |
-0.46 |
-0.5% |
94.94 |
| High |
95.84 |
94.97 |
-0.87 |
-0.9% |
95.84 |
| Low |
94.50 |
93.54 |
-0.96 |
-1.0% |
93.59 |
| Close |
95.24 |
94.55 |
-0.69 |
-0.7% |
95.24 |
| Range |
1.34 |
1.43 |
0.09 |
6.7% |
2.25 |
| ATR |
1.28 |
1.31 |
0.03 |
2.4% |
0.00 |
| Volume |
18,283 |
16,135 |
-2,148 |
-11.7% |
77,126 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.64 |
98.03 |
95.34 |
|
| R3 |
97.21 |
96.60 |
94.94 |
|
| R2 |
95.78 |
95.78 |
94.81 |
|
| R1 |
95.17 |
95.17 |
94.68 |
94.76 |
| PP |
94.35 |
94.35 |
94.35 |
94.15 |
| S1 |
93.74 |
93.74 |
94.42 |
93.33 |
| S2 |
92.92 |
92.92 |
94.29 |
|
| S3 |
91.49 |
92.31 |
94.16 |
|
| S4 |
90.06 |
90.88 |
93.76 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.64 |
100.69 |
96.48 |
|
| R3 |
99.39 |
98.44 |
95.86 |
|
| R2 |
97.14 |
97.14 |
95.65 |
|
| R1 |
96.19 |
96.19 |
95.45 |
96.67 |
| PP |
94.89 |
94.89 |
94.89 |
95.13 |
| S1 |
93.94 |
93.94 |
95.03 |
94.42 |
| S2 |
92.64 |
92.64 |
94.83 |
|
| S3 |
90.39 |
91.69 |
94.62 |
|
| S4 |
88.14 |
89.44 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.84 |
93.54 |
2.30 |
2.4% |
1.23 |
1.3% |
44% |
False |
True |
16,508 |
| 10 |
95.84 |
93.51 |
2.33 |
2.5% |
1.30 |
1.4% |
45% |
False |
False |
20,357 |
| 20 |
97.27 |
93.51 |
3.76 |
4.0% |
1.20 |
1.3% |
28% |
False |
False |
17,827 |
| 40 |
101.00 |
93.51 |
7.49 |
7.9% |
1.28 |
1.4% |
14% |
False |
False |
14,950 |
| 60 |
101.62 |
93.51 |
8.11 |
8.6% |
1.25 |
1.3% |
13% |
False |
False |
11,748 |
| 80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.19 |
1.3% |
11% |
False |
False |
9,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.05 |
|
2.618 |
98.71 |
|
1.618 |
97.28 |
|
1.000 |
96.40 |
|
0.618 |
95.85 |
|
HIGH |
94.97 |
|
0.618 |
94.42 |
|
0.500 |
94.26 |
|
0.382 |
94.09 |
|
LOW |
93.54 |
|
0.618 |
92.66 |
|
1.000 |
92.11 |
|
1.618 |
91.23 |
|
2.618 |
89.80 |
|
4.250 |
87.46 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.45 |
94.69 |
| PP |
94.35 |
94.64 |
| S1 |
94.26 |
94.60 |
|