NYMEX Light Sweet Crude Oil Future December 2013
| 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 |
96.32 |
94.52 |
-1.80 |
-1.9% |
97.88 |
| High |
96.65 |
95.11 |
-1.54 |
-1.6% |
98.82 |
| Low |
94.36 |
94.06 |
-0.30 |
-0.3% |
94.36 |
| Close |
94.61 |
94.62 |
0.01 |
0.0% |
94.61 |
| Range |
2.29 |
1.05 |
-1.24 |
-54.1% |
4.46 |
| ATR |
1.71 |
1.66 |
-0.05 |
-2.8% |
0.00 |
| Volume |
282,138 |
219,109 |
-63,029 |
-22.3% |
1,219,075 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.75 |
97.23 |
95.20 |
|
| R3 |
96.70 |
96.18 |
94.91 |
|
| R2 |
95.65 |
95.65 |
94.81 |
|
| R1 |
95.13 |
95.13 |
94.72 |
95.39 |
| PP |
94.60 |
94.60 |
94.60 |
94.73 |
| S1 |
94.08 |
94.08 |
94.52 |
94.34 |
| S2 |
93.55 |
93.55 |
94.43 |
|
| S3 |
92.50 |
93.03 |
94.33 |
|
| S4 |
91.45 |
91.98 |
94.04 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.31 |
106.42 |
97.06 |
|
| R3 |
104.85 |
101.96 |
95.84 |
|
| R2 |
100.39 |
100.39 |
95.43 |
|
| R1 |
97.50 |
97.50 |
95.02 |
96.72 |
| PP |
95.93 |
95.93 |
95.93 |
95.54 |
| S1 |
93.04 |
93.04 |
94.20 |
92.26 |
| S2 |
91.47 |
91.47 |
93.79 |
|
| S3 |
87.01 |
88.58 |
93.38 |
|
| S4 |
82.55 |
84.12 |
92.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.57 |
94.06 |
4.51 |
4.8% |
1.30 |
1.4% |
12% |
False |
True |
241,605 |
| 10 |
100.30 |
94.06 |
6.24 |
6.6% |
1.51 |
1.6% |
9% |
False |
True |
258,306 |
| 20 |
103.88 |
94.06 |
9.82 |
10.4% |
1.70 |
1.8% |
6% |
False |
True |
223,594 |
| 40 |
106.68 |
94.06 |
12.62 |
13.3% |
1.72 |
1.8% |
4% |
False |
True |
162,499 |
| 60 |
109.70 |
94.06 |
15.64 |
16.5% |
1.75 |
1.9% |
4% |
False |
True |
132,800 |
| 80 |
109.70 |
94.06 |
15.64 |
16.5% |
1.73 |
1.8% |
4% |
False |
True |
115,831 |
| 100 |
109.70 |
91.05 |
18.65 |
19.7% |
1.73 |
1.8% |
19% |
False |
False |
110,641 |
| 120 |
109.70 |
90.69 |
19.01 |
20.1% |
1.74 |
1.8% |
21% |
False |
False |
102,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.57 |
|
2.618 |
97.86 |
|
1.618 |
96.81 |
|
1.000 |
96.16 |
|
0.618 |
95.76 |
|
HIGH |
95.11 |
|
0.618 |
94.71 |
|
0.500 |
94.59 |
|
0.382 |
94.46 |
|
LOW |
94.06 |
|
0.618 |
93.41 |
|
1.000 |
93.01 |
|
1.618 |
92.36 |
|
2.618 |
91.31 |
|
4.250 |
89.60 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.61 |
95.55 |
| PP |
94.60 |
95.24 |
| S1 |
94.59 |
94.93 |
|