NYMEX Light Sweet Crude Oil Future July 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 |
93.38 |
93.40 |
0.02 |
0.0% |
93.20 |
| High |
93.38 |
94.50 |
1.12 |
1.2% |
94.66 |
| Low |
92.61 |
93.34 |
0.73 |
0.8% |
92.57 |
| Close |
93.21 |
94.50 |
1.29 |
1.4% |
94.07 |
| Range |
0.77 |
1.16 |
0.39 |
50.6% |
2.09 |
| ATR |
0.93 |
0.96 |
0.03 |
2.8% |
0.00 |
| Volume |
3,640 |
6,237 |
2,597 |
71.3% |
38,717 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.59 |
97.21 |
95.14 |
|
| R3 |
96.43 |
96.05 |
94.82 |
|
| R2 |
95.27 |
95.27 |
94.71 |
|
| R1 |
94.89 |
94.89 |
94.61 |
95.08 |
| PP |
94.11 |
94.11 |
94.11 |
94.21 |
| S1 |
93.73 |
93.73 |
94.39 |
93.92 |
| S2 |
92.95 |
92.95 |
94.29 |
|
| S3 |
91.79 |
92.57 |
94.18 |
|
| S4 |
90.63 |
91.41 |
93.86 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.04 |
99.14 |
95.22 |
|
| R3 |
97.95 |
97.05 |
94.64 |
|
| R2 |
95.86 |
95.86 |
94.45 |
|
| R1 |
94.96 |
94.96 |
94.26 |
95.41 |
| PP |
93.77 |
93.77 |
93.77 |
93.99 |
| S1 |
92.87 |
92.87 |
93.88 |
93.32 |
| S2 |
91.68 |
91.68 |
93.69 |
|
| S3 |
89.59 |
90.78 |
93.50 |
|
| S4 |
87.50 |
88.69 |
92.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.50 |
92.61 |
1.89 |
2.0% |
0.72 |
0.8% |
100% |
True |
False |
7,120 |
| 10 |
94.66 |
92.57 |
2.09 |
2.2% |
0.87 |
0.9% |
92% |
False |
False |
6,675 |
| 20 |
95.35 |
92.50 |
2.85 |
3.0% |
0.85 |
0.9% |
70% |
False |
False |
5,642 |
| 40 |
98.67 |
92.50 |
6.17 |
6.5% |
0.90 |
1.0% |
32% |
False |
False |
4,163 |
| 60 |
98.67 |
92.50 |
6.17 |
6.5% |
0.83 |
0.9% |
32% |
False |
False |
3,408 |
| 80 |
99.49 |
92.50 |
6.99 |
7.4% |
0.79 |
0.8% |
29% |
False |
False |
3,042 |
| 100 |
99.49 |
92.40 |
7.09 |
7.5% |
0.74 |
0.8% |
30% |
False |
False |
3,033 |
| 120 |
99.49 |
88.01 |
11.48 |
12.1% |
0.66 |
0.7% |
57% |
False |
False |
3,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.43 |
|
2.618 |
97.54 |
|
1.618 |
96.38 |
|
1.000 |
95.66 |
|
0.618 |
95.22 |
|
HIGH |
94.50 |
|
0.618 |
94.06 |
|
0.500 |
93.92 |
|
0.382 |
93.78 |
|
LOW |
93.34 |
|
0.618 |
92.62 |
|
1.000 |
92.18 |
|
1.618 |
91.46 |
|
2.618 |
90.30 |
|
4.250 |
88.41 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.31 |
94.19 |
| PP |
94.11 |
93.87 |
| S1 |
93.92 |
93.56 |
|