NYMEX Light Sweet Crude Oil Future April 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 |
94.90 |
93.98 |
-0.92 |
-1.0% |
94.94 |
| High |
95.15 |
94.10 |
-1.05 |
-1.1% |
95.84 |
| Low |
94.09 |
92.42 |
-1.67 |
-1.8% |
93.59 |
| Close |
94.22 |
92.95 |
-1.27 |
-1.3% |
95.24 |
| Range |
1.06 |
1.68 |
0.62 |
58.5% |
2.25 |
| ATR |
1.29 |
1.33 |
0.04 |
2.8% |
0.00 |
| Volume |
21,393 |
11,282 |
-10,111 |
-47.3% |
77,126 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.20 |
97.25 |
93.87 |
|
| R3 |
96.52 |
95.57 |
93.41 |
|
| R2 |
94.84 |
94.84 |
93.26 |
|
| R1 |
93.89 |
93.89 |
93.10 |
93.53 |
| PP |
93.16 |
93.16 |
93.16 |
92.97 |
| S1 |
92.21 |
92.21 |
92.80 |
91.85 |
| S2 |
91.48 |
91.48 |
92.64 |
|
| S3 |
89.80 |
90.53 |
92.49 |
|
| S4 |
88.12 |
88.85 |
92.03 |
|
|
| 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 |
92.42 |
3.42 |
3.7% |
1.46 |
1.6% |
15% |
False |
True |
16,301 |
| 10 |
95.84 |
92.42 |
3.42 |
3.7% |
1.25 |
1.3% |
15% |
False |
True |
19,596 |
| 20 |
96.66 |
92.42 |
4.24 |
4.6% |
1.27 |
1.4% |
13% |
False |
True |
18,434 |
| 40 |
101.00 |
92.42 |
8.58 |
9.2% |
1.27 |
1.4% |
6% |
False |
True |
15,457 |
| 60 |
101.62 |
92.42 |
9.20 |
9.9% |
1.25 |
1.3% |
6% |
False |
True |
12,138 |
| 80 |
103.06 |
92.42 |
10.64 |
11.4% |
1.20 |
1.3% |
5% |
False |
True |
10,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.24 |
|
2.618 |
98.50 |
|
1.618 |
96.82 |
|
1.000 |
95.78 |
|
0.618 |
95.14 |
|
HIGH |
94.10 |
|
0.618 |
93.46 |
|
0.500 |
93.26 |
|
0.382 |
93.06 |
|
LOW |
92.42 |
|
0.618 |
91.38 |
|
1.000 |
90.74 |
|
1.618 |
89.70 |
|
2.618 |
88.02 |
|
4.250 |
85.28 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.26 |
93.79 |
| PP |
93.16 |
93.51 |
| S1 |
93.05 |
93.23 |
|