NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.45 |
94.81 |
1.36 |
1.5% |
94.43 |
| High |
95.04 |
95.20 |
0.16 |
0.2% |
95.20 |
| Low |
93.45 |
93.94 |
0.49 |
0.5% |
93.00 |
| Close |
94.98 |
94.70 |
-0.28 |
-0.3% |
94.70 |
| Range |
1.59 |
1.26 |
-0.33 |
-20.8% |
2.20 |
| ATR |
1.23 |
1.24 |
0.00 |
0.1% |
0.00 |
| Volume |
25,924 |
41,996 |
16,072 |
62.0% |
142,013 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.39 |
97.81 |
95.39 |
|
| R3 |
97.13 |
96.55 |
95.05 |
|
| R2 |
95.87 |
95.87 |
94.93 |
|
| R1 |
95.29 |
95.29 |
94.82 |
94.95 |
| PP |
94.61 |
94.61 |
94.61 |
94.45 |
| S1 |
94.03 |
94.03 |
94.58 |
93.69 |
| S2 |
93.35 |
93.35 |
94.47 |
|
| S3 |
92.09 |
92.77 |
94.35 |
|
| S4 |
90.83 |
91.51 |
94.01 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.90 |
100.00 |
95.91 |
|
| R3 |
98.70 |
97.80 |
95.31 |
|
| R2 |
96.50 |
96.50 |
95.10 |
|
| R1 |
95.60 |
95.60 |
94.90 |
96.05 |
| PP |
94.30 |
94.30 |
94.30 |
94.53 |
| S1 |
93.40 |
93.40 |
94.50 |
93.85 |
| S2 |
92.10 |
92.10 |
94.30 |
|
| S3 |
89.90 |
91.20 |
94.10 |
|
| S4 |
87.70 |
89.00 |
93.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.20 |
93.00 |
2.20 |
2.3% |
1.17 |
1.2% |
77% |
True |
False |
28,402 |
| 10 |
95.20 |
92.94 |
2.26 |
2.4% |
1.24 |
1.3% |
78% |
True |
False |
34,392 |
| 20 |
96.10 |
92.87 |
3.23 |
3.4% |
1.15 |
1.2% |
57% |
False |
False |
34,748 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.27 |
1.3% |
28% |
False |
False |
32,132 |
| 60 |
99.49 |
92.87 |
6.62 |
7.0% |
1.30 |
1.4% |
28% |
False |
False |
28,438 |
| 80 |
100.65 |
92.87 |
7.78 |
8.2% |
1.27 |
1.3% |
24% |
False |
False |
25,944 |
| 100 |
100.65 |
92.50 |
8.15 |
8.6% |
1.22 |
1.3% |
27% |
False |
False |
25,437 |
| 120 |
100.65 |
88.11 |
12.54 |
13.2% |
1.24 |
1.3% |
53% |
False |
False |
24,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.56 |
|
2.618 |
98.50 |
|
1.618 |
97.24 |
|
1.000 |
96.46 |
|
0.618 |
95.98 |
|
HIGH |
95.20 |
|
0.618 |
94.72 |
|
0.500 |
94.57 |
|
0.382 |
94.42 |
|
LOW |
93.94 |
|
0.618 |
93.16 |
|
1.000 |
92.68 |
|
1.618 |
91.90 |
|
2.618 |
90.64 |
|
4.250 |
88.59 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.66 |
94.50 |
| PP |
94.61 |
94.30 |
| S1 |
94.57 |
94.10 |
|