NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.70 |
92.79 |
-0.91 |
-1.0% |
94.22 |
| High |
93.83 |
94.05 |
0.22 |
0.2% |
94.70 |
| Low |
92.21 |
92.65 |
0.44 |
0.5% |
92.21 |
| Close |
92.76 |
93.12 |
0.36 |
0.4% |
93.12 |
| Range |
1.62 |
1.40 |
-0.22 |
-13.6% |
2.49 |
| ATR |
1.28 |
1.29 |
0.01 |
0.7% |
0.00 |
| Volume |
23,426 |
29,682 |
6,256 |
26.7% |
123,522 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.47 |
96.70 |
93.89 |
|
| R3 |
96.07 |
95.30 |
93.51 |
|
| R2 |
94.67 |
94.67 |
93.38 |
|
| R1 |
93.90 |
93.90 |
93.25 |
94.29 |
| PP |
93.27 |
93.27 |
93.27 |
93.47 |
| S1 |
92.50 |
92.50 |
92.99 |
92.89 |
| S2 |
91.87 |
91.87 |
92.86 |
|
| S3 |
90.47 |
91.10 |
92.74 |
|
| S4 |
89.07 |
89.70 |
92.35 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.81 |
99.46 |
94.49 |
|
| R3 |
98.32 |
96.97 |
93.80 |
|
| R2 |
95.83 |
95.83 |
93.58 |
|
| R1 |
94.48 |
94.48 |
93.35 |
93.91 |
| PP |
93.34 |
93.34 |
93.34 |
93.06 |
| S1 |
91.99 |
91.99 |
92.89 |
91.42 |
| S2 |
90.85 |
90.85 |
92.66 |
|
| S3 |
88.36 |
89.50 |
92.44 |
|
| S4 |
85.87 |
87.01 |
91.75 |
|
|
| 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% |
1.35 |
1.5% |
30% |
False |
False |
33,103 |
| 10 |
95.20 |
92.21 |
2.99 |
3.2% |
1.21 |
1.3% |
30% |
False |
False |
32,946 |
| 20 |
95.31 |
92.21 |
3.10 |
3.3% |
1.26 |
1.3% |
29% |
False |
False |
34,389 |
| 40 |
99.46 |
92.21 |
7.25 |
7.8% |
1.27 |
1.4% |
13% |
False |
False |
33,045 |
| 60 |
99.49 |
92.21 |
7.28 |
7.8% |
1.29 |
1.4% |
13% |
False |
False |
29,059 |
| 80 |
100.65 |
92.21 |
8.44 |
9.1% |
1.28 |
1.4% |
11% |
False |
False |
26,722 |
| 100 |
100.65 |
92.21 |
8.44 |
9.1% |
1.23 |
1.3% |
11% |
False |
False |
25,609 |
| 120 |
100.65 |
88.11 |
12.54 |
13.5% |
1.24 |
1.3% |
40% |
False |
False |
24,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.00 |
|
2.618 |
97.72 |
|
1.618 |
96.32 |
|
1.000 |
95.45 |
|
0.618 |
94.92 |
|
HIGH |
94.05 |
|
0.618 |
93.52 |
|
0.500 |
93.35 |
|
0.382 |
93.18 |
|
LOW |
92.65 |
|
0.618 |
91.78 |
|
1.000 |
91.25 |
|
1.618 |
90.38 |
|
2.618 |
88.98 |
|
4.250 |
86.70 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.35 |
93.46 |
| PP |
93.27 |
93.34 |
| S1 |
93.20 |
93.23 |
|