NYMEX Light Sweet Crude Oil Future July 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 |
93.40 |
94.25 |
0.85 |
0.9% |
93.97 |
| High |
94.50 |
94.72 |
0.22 |
0.2% |
94.72 |
| Low |
93.34 |
93.64 |
0.30 |
0.3% |
92.61 |
| Close |
94.50 |
94.30 |
-0.20 |
-0.2% |
94.30 |
| Range |
1.16 |
1.08 |
-0.08 |
-6.9% |
2.11 |
| ATR |
0.96 |
0.97 |
0.01 |
0.9% |
0.00 |
| Volume |
6,237 |
7,233 |
996 |
16.0% |
29,800 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.46 |
96.96 |
94.89 |
|
| R3 |
96.38 |
95.88 |
94.60 |
|
| R2 |
95.30 |
95.30 |
94.50 |
|
| R1 |
94.80 |
94.80 |
94.40 |
95.05 |
| PP |
94.22 |
94.22 |
94.22 |
94.35 |
| S1 |
93.72 |
93.72 |
94.20 |
93.97 |
| S2 |
93.14 |
93.14 |
94.10 |
|
| S3 |
92.06 |
92.64 |
94.00 |
|
| S4 |
90.98 |
91.56 |
93.71 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.21 |
99.36 |
95.46 |
|
| R3 |
98.10 |
97.25 |
94.88 |
|
| R2 |
95.99 |
95.99 |
94.69 |
|
| R1 |
95.14 |
95.14 |
94.49 |
95.57 |
| PP |
93.88 |
93.88 |
93.88 |
94.09 |
| S1 |
93.03 |
93.03 |
94.11 |
93.46 |
| S2 |
91.77 |
91.77 |
93.91 |
|
| S3 |
89.66 |
90.92 |
93.72 |
|
| S4 |
87.55 |
88.81 |
93.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.72 |
92.61 |
2.11 |
2.2% |
0.90 |
1.0% |
80% |
True |
False |
5,960 |
| 10 |
94.72 |
92.57 |
2.15 |
2.3% |
0.95 |
1.0% |
80% |
True |
False |
6,851 |
| 20 |
95.35 |
92.50 |
2.85 |
3.0% |
0.88 |
0.9% |
63% |
False |
False |
5,809 |
| 40 |
98.67 |
92.50 |
6.17 |
6.5% |
0.91 |
1.0% |
29% |
False |
False |
4,320 |
| 60 |
98.67 |
92.50 |
6.17 |
6.5% |
0.83 |
0.9% |
29% |
False |
False |
3,481 |
| 80 |
99.49 |
92.50 |
6.99 |
7.4% |
0.79 |
0.8% |
26% |
False |
False |
3,109 |
| 100 |
99.49 |
92.50 |
6.99 |
7.4% |
0.74 |
0.8% |
26% |
False |
False |
3,052 |
| 120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.67 |
0.7% |
55% |
False |
False |
3,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.31 |
|
2.618 |
97.55 |
|
1.618 |
96.47 |
|
1.000 |
95.80 |
|
0.618 |
95.39 |
|
HIGH |
94.72 |
|
0.618 |
94.31 |
|
0.500 |
94.18 |
|
0.382 |
94.05 |
|
LOW |
93.64 |
|
0.618 |
92.97 |
|
1.000 |
92.56 |
|
1.618 |
91.89 |
|
2.618 |
90.81 |
|
4.250 |
89.05 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.26 |
94.09 |
| PP |
94.22 |
93.88 |
| S1 |
94.18 |
93.67 |
|