NYMEX Light Sweet Crude Oil Future June 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 |
94.41 |
93.70 |
-0.71 |
-0.8% |
94.43 |
| High |
94.70 |
93.83 |
-0.87 |
-0.9% |
95.20 |
| Low |
93.68 |
92.21 |
-1.47 |
-1.6% |
93.00 |
| Close |
93.87 |
92.76 |
-1.11 |
-1.2% |
94.70 |
| Range |
1.02 |
1.62 |
0.60 |
58.8% |
2.20 |
| ATR |
1.25 |
1.28 |
0.03 |
2.4% |
0.00 |
| Volume |
35,874 |
23,426 |
-12,448 |
-34.7% |
142,013 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.79 |
96.90 |
93.65 |
|
| R3 |
96.17 |
95.28 |
93.21 |
|
| R2 |
94.55 |
94.55 |
93.06 |
|
| R1 |
93.66 |
93.66 |
92.91 |
93.30 |
| PP |
92.93 |
92.93 |
92.93 |
92.75 |
| S1 |
92.04 |
92.04 |
92.61 |
91.68 |
| S2 |
91.31 |
91.31 |
92.46 |
|
| S3 |
89.69 |
90.42 |
92.31 |
|
| S4 |
88.07 |
88.80 |
91.87 |
|
|
| 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 |
92.21 |
2.99 |
3.2% |
1.39 |
1.5% |
18% |
False |
True |
32,352 |
| 10 |
95.20 |
92.21 |
2.99 |
3.2% |
1.23 |
1.3% |
18% |
False |
True |
34,348 |
| 20 |
95.63 |
92.21 |
3.42 |
3.7% |
1.23 |
1.3% |
16% |
False |
True |
35,355 |
| 40 |
99.46 |
92.21 |
7.25 |
7.8% |
1.26 |
1.4% |
8% |
False |
True |
33,093 |
| 60 |
99.49 |
92.21 |
7.28 |
7.8% |
1.29 |
1.4% |
8% |
False |
True |
28,829 |
| 80 |
100.65 |
92.21 |
8.44 |
9.1% |
1.27 |
1.4% |
7% |
False |
True |
26,496 |
| 100 |
100.65 |
92.21 |
8.44 |
9.1% |
1.23 |
1.3% |
7% |
False |
True |
25,549 |
| 120 |
100.65 |
88.11 |
12.54 |
13.5% |
1.24 |
1.3% |
37% |
False |
False |
24,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.72 |
|
2.618 |
98.07 |
|
1.618 |
96.45 |
|
1.000 |
95.45 |
|
0.618 |
94.83 |
|
HIGH |
93.83 |
|
0.618 |
93.21 |
|
0.500 |
93.02 |
|
0.382 |
92.83 |
|
LOW |
92.21 |
|
0.618 |
91.21 |
|
1.000 |
90.59 |
|
1.618 |
89.59 |
|
2.618 |
87.97 |
|
4.250 |
85.33 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.02 |
93.46 |
| PP |
92.93 |
93.22 |
| S1 |
92.85 |
92.99 |
|