NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.43 |
93.62 |
-0.81 |
-0.9% |
94.16 |
| High |
94.64 |
93.88 |
-0.76 |
-0.8% |
95.07 |
| Low |
93.29 |
93.15 |
-0.14 |
-0.2% |
92.94 |
| Close |
93.61 |
93.50 |
-0.11 |
-0.1% |
94.46 |
| Range |
1.35 |
0.73 |
-0.62 |
-45.9% |
2.13 |
| ATR |
1.27 |
1.23 |
-0.04 |
-3.0% |
0.00 |
| Volume |
21,279 |
28,122 |
6,843 |
32.2% |
201,914 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.70 |
95.33 |
93.90 |
|
| R3 |
94.97 |
94.60 |
93.70 |
|
| R2 |
94.24 |
94.24 |
93.63 |
|
| R1 |
93.87 |
93.87 |
93.57 |
93.69 |
| PP |
93.51 |
93.51 |
93.51 |
93.42 |
| S1 |
93.14 |
93.14 |
93.43 |
92.96 |
| S2 |
92.78 |
92.78 |
93.37 |
|
| S3 |
92.05 |
92.41 |
93.30 |
|
| S4 |
91.32 |
91.68 |
93.10 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
99.63 |
95.63 |
|
| R3 |
98.42 |
97.50 |
95.05 |
|
| R2 |
96.29 |
96.29 |
94.85 |
|
| R1 |
95.37 |
95.37 |
94.66 |
95.83 |
| PP |
94.16 |
94.16 |
94.16 |
94.39 |
| S1 |
93.24 |
93.24 |
94.26 |
93.70 |
| S2 |
92.03 |
92.03 |
94.07 |
|
| S3 |
89.90 |
91.11 |
93.87 |
|
| S4 |
87.77 |
88.98 |
93.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.07 |
93.15 |
1.92 |
2.1% |
1.16 |
1.2% |
18% |
False |
True |
41,433 |
| 10 |
95.07 |
92.94 |
2.13 |
2.3% |
1.20 |
1.3% |
26% |
False |
False |
35,840 |
| 20 |
96.40 |
92.87 |
3.53 |
3.8% |
1.18 |
1.3% |
18% |
False |
False |
37,016 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.26 |
1.3% |
10% |
False |
False |
31,318 |
| 60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.33 |
1.4% |
8% |
False |
False |
28,092 |
| 80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.27 |
1.4% |
8% |
False |
False |
25,288 |
| 100 |
100.65 |
90.96 |
9.69 |
10.4% |
1.21 |
1.3% |
26% |
False |
False |
25,285 |
| 120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.24 |
1.3% |
43% |
False |
False |
24,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.98 |
|
2.618 |
95.79 |
|
1.618 |
95.06 |
|
1.000 |
94.61 |
|
0.618 |
94.33 |
|
HIGH |
93.88 |
|
0.618 |
93.60 |
|
0.500 |
93.52 |
|
0.382 |
93.43 |
|
LOW |
93.15 |
|
0.618 |
92.70 |
|
1.000 |
92.42 |
|
1.618 |
91.97 |
|
2.618 |
91.24 |
|
4.250 |
90.05 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.52 |
94.07 |
| PP |
93.51 |
93.88 |
| S1 |
93.51 |
93.69 |
|