NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.78 |
94.78 |
0.00 |
0.0% |
94.99 |
| High |
95.27 |
95.71 |
0.44 |
0.5% |
95.74 |
| Low |
94.24 |
94.45 |
0.21 |
0.2% |
93.43 |
| Close |
94.95 |
95.47 |
0.52 |
0.5% |
94.95 |
| Range |
1.03 |
1.26 |
0.23 |
22.3% |
2.31 |
| ATR |
1.58 |
1.55 |
-0.02 |
-1.4% |
0.00 |
| Volume |
98,653 |
80,545 |
-18,108 |
-18.4% |
426,942 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.99 |
98.49 |
96.16 |
|
| R3 |
97.73 |
97.23 |
95.82 |
|
| R2 |
96.47 |
96.47 |
95.70 |
|
| R1 |
95.97 |
95.97 |
95.59 |
96.22 |
| PP |
95.21 |
95.21 |
95.21 |
95.34 |
| S1 |
94.71 |
94.71 |
95.35 |
94.96 |
| S2 |
93.95 |
93.95 |
95.24 |
|
| S3 |
92.69 |
93.45 |
95.12 |
|
| S4 |
91.43 |
92.19 |
94.78 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.64 |
100.60 |
96.22 |
|
| R3 |
99.33 |
98.29 |
95.59 |
|
| R2 |
97.02 |
97.02 |
95.37 |
|
| R1 |
95.98 |
95.98 |
95.16 |
95.35 |
| PP |
94.71 |
94.71 |
94.71 |
94.39 |
| S1 |
93.67 |
93.67 |
94.74 |
93.04 |
| S2 |
92.40 |
92.40 |
94.53 |
|
| S3 |
90.09 |
91.36 |
94.31 |
|
| S4 |
87.78 |
89.05 |
93.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.74 |
93.43 |
2.31 |
2.4% |
1.46 |
1.5% |
88% |
False |
False |
83,476 |
| 10 |
98.68 |
93.43 |
5.25 |
5.5% |
1.35 |
1.4% |
39% |
False |
False |
78,650 |
| 20 |
102.99 |
93.43 |
9.56 |
10.0% |
1.53 |
1.6% |
21% |
False |
False |
76,618 |
| 40 |
105.15 |
93.43 |
11.72 |
12.3% |
1.61 |
1.7% |
17% |
False |
False |
61,713 |
| 60 |
107.94 |
93.43 |
14.51 |
15.2% |
1.65 |
1.7% |
14% |
False |
False |
48,458 |
| 80 |
107.94 |
93.43 |
14.51 |
15.2% |
1.59 |
1.7% |
14% |
False |
False |
40,926 |
| 100 |
107.94 |
90.40 |
17.54 |
18.4% |
1.56 |
1.6% |
29% |
False |
False |
36,775 |
| 120 |
107.94 |
90.35 |
17.59 |
18.4% |
1.53 |
1.6% |
29% |
False |
False |
31,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.07 |
|
2.618 |
99.01 |
|
1.618 |
97.75 |
|
1.000 |
96.97 |
|
0.618 |
96.49 |
|
HIGH |
95.71 |
|
0.618 |
95.23 |
|
0.500 |
95.08 |
|
0.382 |
94.93 |
|
LOW |
94.45 |
|
0.618 |
93.67 |
|
1.000 |
93.19 |
|
1.618 |
92.41 |
|
2.618 |
91.15 |
|
4.250 |
89.10 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.34 |
95.29 |
| PP |
95.21 |
95.11 |
| S1 |
95.08 |
94.94 |
|