NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.99 |
94.82 |
-0.17 |
-0.2% |
97.95 |
| High |
95.43 |
95.22 |
-0.21 |
-0.2% |
98.96 |
| Low |
94.42 |
93.43 |
-0.99 |
-1.0% |
94.69 |
| Close |
94.98 |
93.73 |
-1.25 |
-1.3% |
94.96 |
| Range |
1.01 |
1.79 |
0.78 |
77.2% |
4.27 |
| ATR |
1.59 |
1.60 |
0.01 |
0.9% |
0.00 |
| Volume |
90,107 |
70,984 |
-19,123 |
-21.2% |
324,304 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.50 |
98.40 |
94.71 |
|
| R3 |
97.71 |
96.61 |
94.22 |
|
| R2 |
95.92 |
95.92 |
94.06 |
|
| R1 |
94.82 |
94.82 |
93.89 |
94.48 |
| PP |
94.13 |
94.13 |
94.13 |
93.95 |
| S1 |
93.03 |
93.03 |
93.57 |
92.69 |
| S2 |
92.34 |
92.34 |
93.40 |
|
| S3 |
90.55 |
91.24 |
93.24 |
|
| S4 |
88.76 |
89.45 |
92.75 |
|
|
| 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 |
98.03 |
93.43 |
4.60 |
4.9% |
1.44 |
1.5% |
7% |
False |
True |
76,945 |
| 10 |
98.96 |
93.43 |
5.53 |
5.9% |
1.42 |
1.5% |
5% |
False |
True |
75,920 |
| 20 |
103.01 |
93.43 |
9.58 |
10.2% |
1.66 |
1.8% |
3% |
False |
True |
73,440 |
| 40 |
105.15 |
93.43 |
11.72 |
12.5% |
1.61 |
1.7% |
3% |
False |
True |
55,380 |
| 60 |
107.94 |
93.43 |
14.51 |
15.5% |
1.63 |
1.7% |
2% |
False |
True |
44,016 |
| 80 |
107.94 |
93.43 |
14.51 |
15.5% |
1.59 |
1.7% |
2% |
False |
True |
37,306 |
| 100 |
107.94 |
90.40 |
17.54 |
18.7% |
1.56 |
1.7% |
19% |
False |
False |
33,620 |
| 120 |
107.94 |
90.35 |
17.59 |
18.8% |
1.53 |
1.6% |
19% |
False |
False |
29,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.83 |
|
2.618 |
99.91 |
|
1.618 |
98.12 |
|
1.000 |
97.01 |
|
0.618 |
96.33 |
|
HIGH |
95.22 |
|
0.618 |
94.54 |
|
0.500 |
94.33 |
|
0.382 |
94.11 |
|
LOW |
93.43 |
|
0.618 |
92.32 |
|
1.000 |
91.64 |
|
1.618 |
90.53 |
|
2.618 |
88.74 |
|
4.250 |
85.82 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.33 |
95.18 |
| PP |
94.13 |
94.70 |
| S1 |
93.93 |
94.21 |
|