NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.52 |
94.47 |
-0.05 |
-0.1% |
97.88 |
| High |
95.11 |
94.90 |
-0.21 |
-0.2% |
98.82 |
| Low |
94.06 |
93.07 |
-0.99 |
-1.1% |
94.36 |
| Close |
94.62 |
93.37 |
-1.25 |
-1.3% |
94.61 |
| Range |
1.05 |
1.83 |
0.78 |
74.3% |
4.46 |
| ATR |
1.66 |
1.68 |
0.01 |
0.7% |
0.00 |
| Volume |
219,109 |
226,454 |
7,345 |
3.4% |
1,219,075 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.27 |
98.15 |
94.38 |
|
| R3 |
97.44 |
96.32 |
93.87 |
|
| R2 |
95.61 |
95.61 |
93.71 |
|
| R1 |
94.49 |
94.49 |
93.54 |
94.14 |
| PP |
93.78 |
93.78 |
93.78 |
93.60 |
| S1 |
92.66 |
92.66 |
93.20 |
92.31 |
| S2 |
91.95 |
91.95 |
93.03 |
|
| S3 |
90.12 |
90.83 |
92.87 |
|
| S4 |
88.29 |
89.00 |
92.36 |
|
|
| 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 |
97.82 |
93.07 |
4.75 |
5.1% |
1.49 |
1.6% |
6% |
False |
True |
250,248 |
| 10 |
98.82 |
93.07 |
5.75 |
6.2% |
1.47 |
1.6% |
5% |
False |
True |
246,220 |
| 20 |
103.54 |
93.07 |
10.47 |
11.2% |
1.73 |
1.9% |
3% |
False |
True |
226,523 |
| 40 |
106.68 |
93.07 |
13.61 |
14.6% |
1.70 |
1.8% |
2% |
False |
True |
166,089 |
| 60 |
109.70 |
93.07 |
16.63 |
17.8% |
1.76 |
1.9% |
2% |
False |
True |
135,314 |
| 80 |
109.70 |
93.07 |
16.63 |
17.8% |
1.73 |
1.9% |
2% |
False |
True |
117,611 |
| 100 |
109.70 |
91.05 |
18.65 |
20.0% |
1.73 |
1.9% |
12% |
False |
False |
112,397 |
| 120 |
109.70 |
90.69 |
19.01 |
20.4% |
1.74 |
1.9% |
14% |
False |
False |
103,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.68 |
|
2.618 |
99.69 |
|
1.618 |
97.86 |
|
1.000 |
96.73 |
|
0.618 |
96.03 |
|
HIGH |
94.90 |
|
0.618 |
94.20 |
|
0.500 |
93.99 |
|
0.382 |
93.77 |
|
LOW |
93.07 |
|
0.618 |
91.94 |
|
1.000 |
91.24 |
|
1.618 |
90.11 |
|
2.618 |
88.28 |
|
4.250 |
85.29 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.99 |
94.86 |
| PP |
93.78 |
94.36 |
| S1 |
93.58 |
93.87 |
|