NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.45 |
95.00 |
0.55 |
0.6% |
94.52 |
| High |
95.38 |
95.22 |
-0.16 |
-0.2% |
95.40 |
| Low |
94.11 |
92.86 |
-1.25 |
-1.3% |
93.07 |
| Close |
95.14 |
93.04 |
-2.10 |
-2.2% |
94.60 |
| Range |
1.27 |
2.36 |
1.09 |
85.8% |
2.33 |
| ATR |
1.61 |
1.67 |
0.05 |
3.3% |
0.00 |
| Volume |
206,721 |
353,689 |
146,968 |
71.1% |
1,230,572 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.79 |
99.27 |
94.34 |
|
| R3 |
98.43 |
96.91 |
93.69 |
|
| R2 |
96.07 |
96.07 |
93.47 |
|
| R1 |
94.55 |
94.55 |
93.26 |
94.13 |
| PP |
93.71 |
93.71 |
93.71 |
93.50 |
| S1 |
92.19 |
92.19 |
92.82 |
91.77 |
| S2 |
91.35 |
91.35 |
92.61 |
|
| S3 |
88.99 |
89.83 |
92.39 |
|
| S4 |
86.63 |
87.47 |
91.74 |
|
|
| 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 |
92.86 |
2.54 |
2.7% |
1.58 |
1.7% |
7% |
False |
True |
269,083 |
| 10 |
97.82 |
92.86 |
4.96 |
5.3% |
1.54 |
1.6% |
4% |
False |
True |
259,665 |
| 20 |
103.15 |
92.86 |
10.29 |
11.1% |
1.62 |
1.7% |
2% |
False |
True |
255,067 |
| 40 |
106.68 |
92.86 |
13.82 |
14.9% |
1.71 |
1.8% |
1% |
False |
True |
190,055 |
| 60 |
109.70 |
92.86 |
16.84 |
18.1% |
1.79 |
1.9% |
1% |
False |
True |
152,535 |
| 80 |
109.70 |
92.86 |
16.84 |
18.1% |
1.74 |
1.9% |
1% |
False |
True |
130,087 |
| 100 |
109.70 |
91.05 |
18.65 |
20.0% |
1.71 |
1.8% |
11% |
False |
False |
122,175 |
| 120 |
109.70 |
90.69 |
19.01 |
20.4% |
1.73 |
1.9% |
12% |
False |
False |
112,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.25 |
|
2.618 |
101.40 |
|
1.618 |
99.04 |
|
1.000 |
97.58 |
|
0.618 |
96.68 |
|
HIGH |
95.22 |
|
0.618 |
94.32 |
|
0.500 |
94.04 |
|
0.382 |
93.76 |
|
LOW |
92.86 |
|
0.618 |
91.40 |
|
1.000 |
90.50 |
|
1.618 |
89.04 |
|
2.618 |
86.68 |
|
4.250 |
82.83 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.04 |
94.12 |
| PP |
93.71 |
93.76 |
| S1 |
93.37 |
93.40 |
|