NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.50 |
93.89 |
0.39 |
0.4% |
94.45 |
| High |
94.43 |
94.55 |
0.12 |
0.1% |
95.38 |
| Low |
92.51 |
93.58 |
1.07 |
1.2% |
92.51 |
| Close |
93.76 |
93.84 |
0.08 |
0.1% |
93.84 |
| Range |
1.92 |
0.97 |
-0.95 |
-49.5% |
2.87 |
| ATR |
1.68 |
1.63 |
-0.05 |
-3.0% |
0.00 |
| Volume |
315,066 |
204,366 |
-110,700 |
-35.1% |
1,384,851 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.90 |
96.34 |
94.37 |
|
| R3 |
95.93 |
95.37 |
94.11 |
|
| R2 |
94.96 |
94.96 |
94.02 |
|
| R1 |
94.40 |
94.40 |
93.93 |
94.20 |
| PP |
93.99 |
93.99 |
93.99 |
93.89 |
| S1 |
93.43 |
93.43 |
93.75 |
93.23 |
| S2 |
93.02 |
93.02 |
93.66 |
|
| S3 |
92.05 |
92.46 |
93.57 |
|
| S4 |
91.08 |
91.49 |
93.31 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.52 |
101.05 |
95.42 |
|
| R3 |
99.65 |
98.18 |
94.63 |
|
| R2 |
96.78 |
96.78 |
94.37 |
|
| R1 |
95.31 |
95.31 |
94.10 |
94.61 |
| PP |
93.91 |
93.91 |
93.91 |
93.56 |
| S1 |
92.44 |
92.44 |
93.58 |
91.74 |
| S2 |
91.04 |
91.04 |
93.31 |
|
| S3 |
88.17 |
89.57 |
93.05 |
|
| S4 |
85.30 |
86.70 |
92.26 |
|
|
| 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% |
1.63 |
1.7% |
46% |
False |
False |
276,970 |
| 10 |
95.40 |
92.51 |
2.89 |
3.1% |
1.53 |
1.6% |
46% |
False |
False |
261,542 |
| 20 |
101.23 |
92.51 |
8.72 |
9.3% |
1.56 |
1.7% |
15% |
False |
False |
264,064 |
| 40 |
104.07 |
92.51 |
11.56 |
12.3% |
1.64 |
1.8% |
12% |
False |
False |
202,886 |
| 60 |
109.70 |
92.51 |
17.19 |
18.3% |
1.79 |
1.9% |
8% |
False |
False |
161,957 |
| 80 |
109.70 |
92.51 |
17.19 |
18.3% |
1.73 |
1.8% |
8% |
False |
False |
137,895 |
| 100 |
109.70 |
92.51 |
17.19 |
18.3% |
1.70 |
1.8% |
8% |
False |
False |
127,775 |
| 120 |
109.70 |
90.69 |
19.01 |
20.3% |
1.72 |
1.8% |
17% |
False |
False |
118,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.67 |
|
2.618 |
97.09 |
|
1.618 |
96.12 |
|
1.000 |
95.52 |
|
0.618 |
95.15 |
|
HIGH |
94.55 |
|
0.618 |
94.18 |
|
0.500 |
94.07 |
|
0.382 |
93.95 |
|
LOW |
93.58 |
|
0.618 |
92.98 |
|
1.000 |
92.61 |
|
1.618 |
92.01 |
|
2.618 |
91.04 |
|
4.250 |
89.46 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.07 |
93.74 |
| PP |
93.99 |
93.63 |
| S1 |
93.92 |
93.53 |
|