NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.74 |
93.45 |
-0.29 |
-0.3% |
94.16 |
| High |
93.91 |
95.04 |
1.13 |
1.2% |
95.07 |
| Low |
93.00 |
93.45 |
0.45 |
0.5% |
92.94 |
| Close |
93.62 |
94.98 |
1.36 |
1.5% |
94.46 |
| Range |
0.91 |
1.59 |
0.68 |
74.7% |
2.13 |
| ATR |
1.21 |
1.23 |
0.03 |
2.3% |
0.00 |
| Volume |
24,692 |
25,924 |
1,232 |
5.0% |
201,914 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.26 |
98.71 |
95.85 |
|
| R3 |
97.67 |
97.12 |
95.42 |
|
| R2 |
96.08 |
96.08 |
95.27 |
|
| R1 |
95.53 |
95.53 |
95.13 |
95.81 |
| PP |
94.49 |
94.49 |
94.49 |
94.63 |
| S1 |
93.94 |
93.94 |
94.83 |
94.22 |
| S2 |
92.90 |
92.90 |
94.69 |
|
| S3 |
91.31 |
92.35 |
94.54 |
|
| S4 |
89.72 |
90.76 |
94.11 |
|
|
| 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 |
95.04 |
93.00 |
2.04 |
2.1% |
1.07 |
1.1% |
97% |
True |
False |
32,789 |
| 10 |
95.07 |
92.94 |
2.13 |
2.2% |
1.20 |
1.3% |
96% |
False |
False |
33,659 |
| 20 |
96.10 |
92.87 |
3.23 |
3.4% |
1.14 |
1.2% |
65% |
False |
False |
34,432 |
| 40 |
99.46 |
92.87 |
6.59 |
6.9% |
1.27 |
1.3% |
32% |
False |
False |
31,440 |
| 60 |
99.49 |
92.87 |
6.62 |
7.0% |
1.31 |
1.4% |
32% |
False |
False |
28,234 |
| 80 |
100.65 |
92.87 |
7.78 |
8.2% |
1.27 |
1.3% |
27% |
False |
False |
25,582 |
| 100 |
100.65 |
92.47 |
8.18 |
8.6% |
1.22 |
1.3% |
31% |
False |
False |
25,410 |
| 120 |
100.65 |
88.11 |
12.54 |
13.2% |
1.24 |
1.3% |
55% |
False |
False |
24,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.80 |
|
2.618 |
99.20 |
|
1.618 |
97.61 |
|
1.000 |
96.63 |
|
0.618 |
96.02 |
|
HIGH |
95.04 |
|
0.618 |
94.43 |
|
0.500 |
94.25 |
|
0.382 |
94.06 |
|
LOW |
93.45 |
|
0.618 |
92.47 |
|
1.000 |
91.86 |
|
1.618 |
90.88 |
|
2.618 |
89.29 |
|
4.250 |
86.69 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.74 |
94.66 |
| PP |
94.49 |
94.34 |
| S1 |
94.25 |
94.02 |
|