NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.60 |
93.22 |
-1.38 |
-1.5% |
94.52 |
| High |
94.60 |
93.68 |
-0.92 |
-1.0% |
95.35 |
| Low |
93.01 |
92.84 |
-0.17 |
-0.2% |
93.01 |
| Close |
93.13 |
93.36 |
0.23 |
0.2% |
93.13 |
| Range |
1.59 |
0.84 |
-0.75 |
-47.2% |
2.34 |
| ATR |
0.99 |
0.98 |
-0.01 |
-1.1% |
0.00 |
| Volume |
6,529 |
6,008 |
-521 |
-8.0% |
22,859 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.81 |
95.43 |
93.82 |
|
| R3 |
94.97 |
94.59 |
93.59 |
|
| R2 |
94.13 |
94.13 |
93.51 |
|
| R1 |
93.75 |
93.75 |
93.44 |
93.94 |
| PP |
93.29 |
93.29 |
93.29 |
93.39 |
| S1 |
92.91 |
92.91 |
93.28 |
93.10 |
| S2 |
92.45 |
92.45 |
93.21 |
|
| S3 |
91.61 |
92.07 |
93.13 |
|
| S4 |
90.77 |
91.23 |
92.90 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.85 |
99.33 |
94.42 |
|
| R3 |
98.51 |
96.99 |
93.77 |
|
| R2 |
96.17 |
96.17 |
93.56 |
|
| R1 |
94.65 |
94.65 |
93.34 |
94.24 |
| PP |
93.83 |
93.83 |
93.83 |
93.63 |
| S1 |
92.31 |
92.31 |
92.92 |
91.90 |
| S2 |
91.49 |
91.49 |
92.70 |
|
| S3 |
89.15 |
89.97 |
92.49 |
|
| S4 |
86.81 |
87.63 |
91.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.29 |
92.84 |
2.45 |
2.6% |
0.78 |
0.8% |
21% |
False |
True |
5,186 |
| 10 |
96.56 |
92.84 |
3.72 |
4.0% |
0.94 |
1.0% |
14% |
False |
True |
4,552 |
| 20 |
98.67 |
92.84 |
5.83 |
6.2% |
0.89 |
1.0% |
9% |
False |
True |
3,731 |
| 40 |
98.67 |
92.84 |
5.83 |
6.2% |
0.82 |
0.9% |
9% |
False |
True |
2,635 |
| 60 |
99.49 |
92.84 |
6.65 |
7.1% |
0.78 |
0.8% |
8% |
False |
True |
2,486 |
| 80 |
99.49 |
92.84 |
6.65 |
7.1% |
0.74 |
0.8% |
8% |
False |
True |
2,481 |
| 100 |
99.49 |
88.01 |
11.48 |
12.3% |
0.66 |
0.7% |
47% |
False |
False |
2,502 |
| 120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.62 |
0.7% |
47% |
False |
False |
2,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.25 |
|
2.618 |
95.88 |
|
1.618 |
95.04 |
|
1.000 |
94.52 |
|
0.618 |
94.20 |
|
HIGH |
93.68 |
|
0.618 |
93.36 |
|
0.500 |
93.26 |
|
0.382 |
93.16 |
|
LOW |
92.84 |
|
0.618 |
92.32 |
|
1.000 |
92.00 |
|
1.618 |
91.48 |
|
2.618 |
90.64 |
|
4.250 |
89.27 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.33 |
93.80 |
| PP |
93.29 |
93.65 |
| S1 |
93.26 |
93.51 |
|