NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.91 |
94.36 |
-0.55 |
-0.6% |
94.52 |
| High |
95.31 |
94.92 |
-0.39 |
-0.4% |
95.40 |
| Low |
93.80 |
93.90 |
0.10 |
0.1% |
93.07 |
| Close |
94.20 |
94.60 |
0.40 |
0.4% |
94.60 |
| Range |
1.51 |
1.02 |
-0.49 |
-32.5% |
2.33 |
| ATR |
1.69 |
1.64 |
-0.05 |
-2.8% |
0.00 |
| Volume |
260,597 |
241,690 |
-18,907 |
-7.3% |
1,230,572 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.53 |
97.09 |
95.16 |
|
| R3 |
96.51 |
96.07 |
94.88 |
|
| R2 |
95.49 |
95.49 |
94.79 |
|
| R1 |
95.05 |
95.05 |
94.69 |
95.27 |
| PP |
94.47 |
94.47 |
94.47 |
94.59 |
| S1 |
94.03 |
94.03 |
94.51 |
94.25 |
| S2 |
93.45 |
93.45 |
94.41 |
|
| S3 |
92.43 |
93.01 |
94.32 |
|
| S4 |
91.41 |
91.99 |
94.04 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.35 |
100.30 |
95.88 |
|
| R3 |
99.02 |
97.97 |
95.24 |
|
| R2 |
96.69 |
96.69 |
95.03 |
|
| R1 |
95.64 |
95.64 |
94.81 |
96.17 |
| PP |
94.36 |
94.36 |
94.36 |
94.62 |
| S1 |
93.31 |
93.31 |
94.39 |
93.84 |
| S2 |
92.03 |
92.03 |
94.17 |
|
| S3 |
89.70 |
90.98 |
93.96 |
|
| S4 |
87.37 |
88.65 |
93.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.40 |
93.07 |
2.33 |
2.5% |
1.43 |
1.5% |
66% |
False |
False |
246,114 |
| 10 |
98.82 |
93.07 |
5.75 |
6.1% |
1.41 |
1.5% |
27% |
False |
False |
244,964 |
| 20 |
103.15 |
93.07 |
10.08 |
10.7% |
1.59 |
1.7% |
15% |
False |
False |
239,333 |
| 40 |
106.68 |
93.07 |
13.61 |
14.4% |
1.70 |
1.8% |
11% |
False |
False |
179,911 |
| 60 |
109.70 |
93.07 |
16.63 |
17.6% |
1.77 |
1.9% |
9% |
False |
False |
145,433 |
| 80 |
109.70 |
93.07 |
16.63 |
17.6% |
1.73 |
1.8% |
9% |
False |
False |
125,269 |
| 100 |
109.70 |
91.05 |
18.65 |
19.7% |
1.74 |
1.8% |
19% |
False |
False |
118,170 |
| 120 |
109.70 |
90.69 |
19.01 |
20.1% |
1.74 |
1.8% |
21% |
False |
False |
108,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.26 |
|
2.618 |
97.59 |
|
1.618 |
96.57 |
|
1.000 |
95.94 |
|
0.618 |
95.55 |
|
HIGH |
94.92 |
|
0.618 |
94.53 |
|
0.500 |
94.41 |
|
0.382 |
94.29 |
|
LOW |
93.90 |
|
0.618 |
93.27 |
|
1.000 |
92.88 |
|
1.618 |
92.25 |
|
2.618 |
91.23 |
|
4.250 |
89.57 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.54 |
94.58 |
| PP |
94.47 |
94.55 |
| S1 |
94.41 |
94.53 |
|