NYMEX Light Sweet Crude Oil Future June 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 |
93.62 |
93.74 |
0.12 |
0.1% |
94.16 |
| High |
93.88 |
93.91 |
0.03 |
0.0% |
95.07 |
| Low |
93.15 |
93.00 |
-0.15 |
-0.2% |
92.94 |
| Close |
93.50 |
93.62 |
0.12 |
0.1% |
94.46 |
| Range |
0.73 |
0.91 |
0.18 |
24.7% |
2.13 |
| ATR |
1.23 |
1.21 |
-0.02 |
-1.9% |
0.00 |
| Volume |
28,122 |
24,692 |
-3,430 |
-12.2% |
201,914 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.24 |
95.84 |
94.12 |
|
| R3 |
95.33 |
94.93 |
93.87 |
|
| R2 |
94.42 |
94.42 |
93.79 |
|
| R1 |
94.02 |
94.02 |
93.70 |
93.77 |
| PP |
93.51 |
93.51 |
93.51 |
93.38 |
| S1 |
93.11 |
93.11 |
93.54 |
92.86 |
| S2 |
92.60 |
92.60 |
93.45 |
|
| S3 |
91.69 |
92.20 |
93.37 |
|
| S4 |
90.78 |
91.29 |
93.12 |
|
|
| 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 |
93.00 |
2.07 |
2.2% |
1.07 |
1.1% |
30% |
False |
True |
36,345 |
| 10 |
95.07 |
92.94 |
2.13 |
2.3% |
1.16 |
1.2% |
32% |
False |
False |
34,897 |
| 20 |
96.10 |
92.87 |
3.23 |
3.5% |
1.12 |
1.2% |
23% |
False |
False |
35,731 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.25 |
1.3% |
11% |
False |
False |
31,329 |
| 60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.31 |
1.4% |
10% |
False |
False |
28,352 |
| 80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.27 |
1.4% |
10% |
False |
False |
25,457 |
| 100 |
100.65 |
91.37 |
9.28 |
9.9% |
1.21 |
1.3% |
24% |
False |
False |
25,310 |
| 120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.24 |
1.3% |
44% |
False |
False |
24,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.78 |
|
2.618 |
96.29 |
|
1.618 |
95.38 |
|
1.000 |
94.82 |
|
0.618 |
94.47 |
|
HIGH |
93.91 |
|
0.618 |
93.56 |
|
0.500 |
93.46 |
|
0.382 |
93.35 |
|
LOW |
93.00 |
|
0.618 |
92.44 |
|
1.000 |
92.09 |
|
1.618 |
91.53 |
|
2.618 |
90.62 |
|
4.250 |
89.13 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.57 |
93.82 |
| PP |
93.51 |
93.75 |
| S1 |
93.46 |
93.69 |
|