NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.47 |
93.74 |
-0.73 |
-0.8% |
97.88 |
| High |
94.90 |
95.40 |
0.50 |
0.5% |
98.82 |
| Low |
93.07 |
93.65 |
0.58 |
0.6% |
94.36 |
| Close |
93.37 |
94.80 |
1.43 |
1.5% |
94.61 |
| Range |
1.83 |
1.75 |
-0.08 |
-4.4% |
4.46 |
| ATR |
1.68 |
1.70 |
0.03 |
1.5% |
0.00 |
| Volume |
226,454 |
282,722 |
56,268 |
24.8% |
1,219,075 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.87 |
99.08 |
95.76 |
|
| R3 |
98.12 |
97.33 |
95.28 |
|
| R2 |
96.37 |
96.37 |
95.12 |
|
| R1 |
95.58 |
95.58 |
94.96 |
95.98 |
| PP |
94.62 |
94.62 |
94.62 |
94.81 |
| S1 |
93.83 |
93.83 |
94.64 |
94.23 |
| S2 |
92.87 |
92.87 |
94.48 |
|
| S3 |
91.12 |
92.08 |
94.32 |
|
| S4 |
89.37 |
90.33 |
93.84 |
|
|
| 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 |
97.03 |
93.07 |
3.96 |
4.2% |
1.58 |
1.7% |
44% |
False |
False |
253,164 |
| 10 |
98.82 |
93.07 |
5.75 |
6.1% |
1.43 |
1.5% |
30% |
False |
False |
238,873 |
| 20 |
103.36 |
93.07 |
10.29 |
10.9% |
1.69 |
1.8% |
17% |
False |
False |
233,121 |
| 40 |
106.68 |
93.07 |
13.61 |
14.4% |
1.71 |
1.8% |
13% |
False |
False |
171,100 |
| 60 |
109.70 |
93.07 |
16.63 |
17.5% |
1.77 |
1.9% |
10% |
False |
False |
139,148 |
| 80 |
109.70 |
93.07 |
16.63 |
17.5% |
1.74 |
1.8% |
10% |
False |
False |
120,577 |
| 100 |
109.70 |
91.05 |
18.65 |
19.7% |
1.73 |
1.8% |
20% |
False |
False |
114,221 |
| 120 |
109.70 |
90.69 |
19.01 |
20.1% |
1.74 |
1.8% |
22% |
False |
False |
105,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.84 |
|
2.618 |
99.98 |
|
1.618 |
98.23 |
|
1.000 |
97.15 |
|
0.618 |
96.48 |
|
HIGH |
95.40 |
|
0.618 |
94.73 |
|
0.500 |
94.53 |
|
0.382 |
94.32 |
|
LOW |
93.65 |
|
0.618 |
92.57 |
|
1.000 |
91.90 |
|
1.618 |
90.82 |
|
2.618 |
89.07 |
|
4.250 |
86.21 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.71 |
94.61 |
| PP |
94.62 |
94.42 |
| S1 |
94.53 |
94.24 |
|