NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
96.92 |
96.57 |
-0.35 |
-0.4% |
97.95 |
| High |
97.28 |
96.93 |
-0.35 |
-0.4% |
98.96 |
| Low |
96.31 |
94.69 |
-1.62 |
-1.7% |
94.69 |
| Close |
96.65 |
94.96 |
-1.69 |
-1.7% |
94.96 |
| Range |
0.97 |
2.24 |
1.27 |
130.9% |
4.27 |
| ATR |
1.58 |
1.63 |
0.05 |
3.0% |
0.00 |
| Volume |
98,968 |
77,070 |
-21,898 |
-22.1% |
324,304 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.25 |
100.84 |
96.19 |
|
| R3 |
100.01 |
98.60 |
95.58 |
|
| R2 |
97.77 |
97.77 |
95.37 |
|
| R1 |
96.36 |
96.36 |
95.17 |
95.95 |
| PP |
95.53 |
95.53 |
95.53 |
95.32 |
| S1 |
94.12 |
94.12 |
94.75 |
93.71 |
| S2 |
93.29 |
93.29 |
94.55 |
|
| S3 |
91.05 |
91.88 |
94.34 |
|
| S4 |
88.81 |
89.64 |
93.73 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.01 |
106.26 |
97.31 |
|
| R3 |
104.74 |
101.99 |
96.13 |
|
| R2 |
100.47 |
100.47 |
95.74 |
|
| R1 |
97.72 |
97.72 |
95.35 |
96.96 |
| PP |
96.20 |
96.20 |
96.20 |
95.83 |
| S1 |
93.45 |
93.45 |
94.57 |
92.69 |
| S2 |
91.93 |
91.93 |
94.18 |
|
| S3 |
87.66 |
89.18 |
93.79 |
|
| S4 |
83.39 |
84.91 |
92.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.96 |
94.69 |
4.27 |
4.5% |
1.31 |
1.4% |
6% |
False |
True |
64,860 |
| 10 |
101.09 |
94.69 |
6.40 |
6.7% |
1.51 |
1.6% |
4% |
False |
True |
73,865 |
| 20 |
103.34 |
94.69 |
8.65 |
9.1% |
1.66 |
1.8% |
3% |
False |
True |
70,814 |
| 40 |
106.03 |
94.69 |
11.34 |
11.9% |
1.63 |
1.7% |
2% |
False |
True |
52,457 |
| 60 |
107.94 |
94.69 |
13.25 |
14.0% |
1.64 |
1.7% |
2% |
False |
True |
42,211 |
| 80 |
107.94 |
94.69 |
13.25 |
14.0% |
1.58 |
1.7% |
2% |
False |
True |
36,039 |
| 100 |
107.94 |
90.40 |
17.54 |
18.5% |
1.56 |
1.6% |
26% |
False |
False |
32,142 |
| 120 |
107.94 |
90.35 |
17.59 |
18.5% |
1.53 |
1.6% |
26% |
False |
False |
27,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.45 |
|
2.618 |
102.79 |
|
1.618 |
100.55 |
|
1.000 |
99.17 |
|
0.618 |
98.31 |
|
HIGH |
96.93 |
|
0.618 |
96.07 |
|
0.500 |
95.81 |
|
0.382 |
95.55 |
|
LOW |
94.69 |
|
0.618 |
93.31 |
|
1.000 |
92.45 |
|
1.618 |
91.07 |
|
2.618 |
88.83 |
|
4.250 |
85.17 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.81 |
96.36 |
| PP |
95.53 |
95.89 |
| S1 |
95.24 |
95.43 |
|