NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.36 |
94.45 |
0.09 |
0.1% |
94.52 |
| High |
94.92 |
95.38 |
0.46 |
0.5% |
95.40 |
| Low |
93.90 |
94.11 |
0.21 |
0.2% |
93.07 |
| Close |
94.60 |
95.14 |
0.54 |
0.6% |
94.60 |
| Range |
1.02 |
1.27 |
0.25 |
24.5% |
2.33 |
| ATR |
1.64 |
1.61 |
-0.03 |
-1.6% |
0.00 |
| Volume |
241,690 |
206,721 |
-34,969 |
-14.5% |
1,230,572 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.69 |
98.18 |
95.84 |
|
| R3 |
97.42 |
96.91 |
95.49 |
|
| R2 |
96.15 |
96.15 |
95.37 |
|
| R1 |
95.64 |
95.64 |
95.26 |
95.90 |
| PP |
94.88 |
94.88 |
94.88 |
95.00 |
| S1 |
94.37 |
94.37 |
95.02 |
94.63 |
| S2 |
93.61 |
93.61 |
94.91 |
|
| S3 |
92.34 |
93.10 |
94.79 |
|
| S4 |
91.07 |
91.83 |
94.44 |
|
|
| 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 |
2.4% |
1.48 |
1.6% |
89% |
False |
False |
243,636 |
| 10 |
98.57 |
93.07 |
5.50 |
5.8% |
1.39 |
1.5% |
38% |
False |
False |
242,621 |
| 20 |
103.15 |
93.07 |
10.08 |
10.6% |
1.57 |
1.7% |
21% |
False |
False |
244,757 |
| 40 |
106.68 |
93.07 |
13.61 |
14.3% |
1.69 |
1.8% |
15% |
False |
False |
183,494 |
| 60 |
109.70 |
93.07 |
16.63 |
17.5% |
1.77 |
1.9% |
12% |
False |
False |
147,783 |
| 80 |
109.70 |
93.07 |
16.63 |
17.5% |
1.73 |
1.8% |
12% |
False |
False |
126,749 |
| 100 |
109.70 |
91.05 |
18.65 |
19.6% |
1.72 |
1.8% |
22% |
False |
False |
119,597 |
| 120 |
109.70 |
90.69 |
19.01 |
20.0% |
1.73 |
1.8% |
23% |
False |
False |
110,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.78 |
|
2.618 |
98.70 |
|
1.618 |
97.43 |
|
1.000 |
96.65 |
|
0.618 |
96.16 |
|
HIGH |
95.38 |
|
0.618 |
94.89 |
|
0.500 |
94.75 |
|
0.382 |
94.60 |
|
LOW |
94.11 |
|
0.618 |
93.33 |
|
1.000 |
92.84 |
|
1.618 |
92.06 |
|
2.618 |
90.79 |
|
4.250 |
88.71 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.01 |
94.96 |
| PP |
94.88 |
94.77 |
| S1 |
94.75 |
94.59 |
|