NYMEX Light Sweet Crude Oil Future July 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 |
94.26 |
93.20 |
-1.06 |
-1.1% |
93.97 |
| High |
94.28 |
93.42 |
-0.86 |
-0.9% |
94.72 |
| Low |
93.44 |
91.97 |
-1.47 |
-1.6% |
92.61 |
| Close |
93.52 |
92.49 |
-1.03 |
-1.1% |
94.30 |
| Range |
0.84 |
1.45 |
0.61 |
72.6% |
2.11 |
| ATR |
0.97 |
1.01 |
0.04 |
4.2% |
0.00 |
| Volume |
7,108 |
5,926 |
-1,182 |
-16.6% |
29,800 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.98 |
96.18 |
93.29 |
|
| R3 |
95.53 |
94.73 |
92.89 |
|
| R2 |
94.08 |
94.08 |
92.76 |
|
| R1 |
93.28 |
93.28 |
92.62 |
92.96 |
| PP |
92.63 |
92.63 |
92.63 |
92.46 |
| S1 |
91.83 |
91.83 |
92.36 |
91.51 |
| S2 |
91.18 |
91.18 |
92.22 |
|
| S3 |
89.73 |
90.38 |
92.09 |
|
| S4 |
88.28 |
88.93 |
91.69 |
|
|
| 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 |
91.97 |
2.75 |
3.0% |
1.10 |
1.2% |
19% |
False |
True |
6,299 |
| 10 |
94.72 |
91.97 |
2.75 |
3.0% |
0.93 |
1.0% |
19% |
False |
True |
6,900 |
| 20 |
94.76 |
91.97 |
2.79 |
3.0% |
0.95 |
1.0% |
19% |
False |
True |
6,275 |
| 40 |
98.67 |
91.97 |
6.70 |
7.2% |
0.91 |
1.0% |
8% |
False |
True |
4,633 |
| 60 |
98.67 |
91.97 |
6.70 |
7.2% |
0.84 |
0.9% |
8% |
False |
True |
3,631 |
| 80 |
99.49 |
91.97 |
7.52 |
8.1% |
0.81 |
0.9% |
7% |
False |
True |
3,240 |
| 100 |
99.49 |
91.97 |
7.52 |
8.1% |
0.76 |
0.8% |
7% |
False |
True |
3,158 |
| 120 |
99.49 |
88.01 |
11.48 |
12.4% |
0.69 |
0.7% |
39% |
False |
False |
3,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.58 |
|
2.618 |
97.22 |
|
1.618 |
95.77 |
|
1.000 |
94.87 |
|
0.618 |
94.32 |
|
HIGH |
93.42 |
|
0.618 |
92.87 |
|
0.500 |
92.70 |
|
0.382 |
92.52 |
|
LOW |
91.97 |
|
0.618 |
91.07 |
|
1.000 |
90.52 |
|
1.618 |
89.62 |
|
2.618 |
88.17 |
|
4.250 |
85.81 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.70 |
93.13 |
| PP |
92.63 |
92.91 |
| S1 |
92.56 |
92.70 |
|