NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.07 |
93.50 |
0.43 |
0.5% |
94.52 |
| High |
94.54 |
94.43 |
-0.11 |
-0.1% |
95.40 |
| Low |
92.93 |
92.51 |
-0.42 |
-0.5% |
93.07 |
| Close |
93.88 |
93.76 |
-0.12 |
-0.1% |
94.60 |
| Range |
1.61 |
1.92 |
0.31 |
19.3% |
2.33 |
| ATR |
1.66 |
1.68 |
0.02 |
1.1% |
0.00 |
| Volume |
305,009 |
315,066 |
10,057 |
3.3% |
1,230,572 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.33 |
98.46 |
94.82 |
|
| R3 |
97.41 |
96.54 |
94.29 |
|
| R2 |
95.49 |
95.49 |
94.11 |
|
| R1 |
94.62 |
94.62 |
93.94 |
95.06 |
| PP |
93.57 |
93.57 |
93.57 |
93.78 |
| S1 |
92.70 |
92.70 |
93.58 |
93.14 |
| S2 |
91.65 |
91.65 |
93.41 |
|
| S3 |
89.73 |
90.78 |
93.23 |
|
| S4 |
87.81 |
88.86 |
92.70 |
|
|
| 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 |
95.38 |
92.51 |
2.87 |
3.1% |
1.64 |
1.7% |
44% |
False |
True |
284,435 |
| 10 |
96.65 |
92.51 |
4.14 |
4.4% |
1.66 |
1.8% |
30% |
False |
True |
269,319 |
| 20 |
101.98 |
92.51 |
9.47 |
10.1% |
1.57 |
1.7% |
13% |
False |
True |
263,583 |
| 40 |
104.85 |
92.51 |
12.34 |
13.2% |
1.66 |
1.8% |
10% |
False |
True |
200,296 |
| 60 |
109.70 |
92.51 |
17.19 |
18.3% |
1.79 |
1.9% |
7% |
False |
True |
160,016 |
| 80 |
109.70 |
92.51 |
17.19 |
18.3% |
1.73 |
1.8% |
7% |
False |
True |
136,212 |
| 100 |
109.70 |
92.00 |
17.70 |
18.9% |
1.71 |
1.8% |
10% |
False |
False |
126,727 |
| 120 |
109.70 |
90.69 |
19.01 |
20.3% |
1.73 |
1.8% |
16% |
False |
False |
117,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.59 |
|
2.618 |
99.46 |
|
1.618 |
97.54 |
|
1.000 |
96.35 |
|
0.618 |
95.62 |
|
HIGH |
94.43 |
|
0.618 |
93.70 |
|
0.500 |
93.47 |
|
0.382 |
93.24 |
|
LOW |
92.51 |
|
0.618 |
91.32 |
|
1.000 |
90.59 |
|
1.618 |
89.40 |
|
2.618 |
87.48 |
|
4.250 |
84.35 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.66 |
93.87 |
| PP |
93.57 |
93.83 |
| S1 |
93.47 |
93.80 |
|