NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.78 |
95.33 |
0.55 |
0.6% |
94.99 |
| High |
95.71 |
95.54 |
-0.17 |
-0.2% |
95.74 |
| Low |
94.45 |
93.30 |
-1.15 |
-1.2% |
93.43 |
| Close |
95.47 |
93.52 |
-1.95 |
-2.0% |
94.95 |
| Range |
1.26 |
2.24 |
0.98 |
77.8% |
2.31 |
| ATR |
1.55 |
1.60 |
0.05 |
3.2% |
0.00 |
| Volume |
80,545 |
151,585 |
71,040 |
88.2% |
426,942 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.84 |
99.42 |
94.75 |
|
| R3 |
98.60 |
97.18 |
94.14 |
|
| R2 |
96.36 |
96.36 |
93.93 |
|
| R1 |
94.94 |
94.94 |
93.73 |
94.53 |
| PP |
94.12 |
94.12 |
94.12 |
93.92 |
| S1 |
92.70 |
92.70 |
93.31 |
92.29 |
| S2 |
91.88 |
91.88 |
93.11 |
|
| S3 |
89.64 |
90.46 |
92.90 |
|
| S4 |
87.40 |
88.22 |
92.29 |
|
|
| 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 |
93.30 |
2.44 |
2.6% |
1.55 |
1.7% |
9% |
False |
True |
99,596 |
| 10 |
98.03 |
93.30 |
4.73 |
5.1% |
1.49 |
1.6% |
5% |
False |
True |
88,270 |
| 20 |
102.99 |
93.30 |
9.69 |
10.4% |
1.57 |
1.7% |
2% |
False |
True |
81,706 |
| 40 |
105.15 |
93.30 |
11.85 |
12.7% |
1.63 |
1.7% |
2% |
False |
True |
64,849 |
| 60 |
107.94 |
93.30 |
14.64 |
15.7% |
1.67 |
1.8% |
2% |
False |
True |
50,647 |
| 80 |
107.94 |
93.30 |
14.64 |
15.7% |
1.60 |
1.7% |
2% |
False |
True |
42,598 |
| 100 |
107.94 |
90.40 |
17.54 |
18.8% |
1.55 |
1.7% |
18% |
False |
False |
38,145 |
| 120 |
107.94 |
90.35 |
17.59 |
18.8% |
1.54 |
1.6% |
18% |
False |
False |
33,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.06 |
|
2.618 |
101.40 |
|
1.618 |
99.16 |
|
1.000 |
97.78 |
|
0.618 |
96.92 |
|
HIGH |
95.54 |
|
0.618 |
94.68 |
|
0.500 |
94.42 |
|
0.382 |
94.16 |
|
LOW |
93.30 |
|
0.618 |
91.92 |
|
1.000 |
91.06 |
|
1.618 |
89.68 |
|
2.618 |
87.44 |
|
4.250 |
83.78 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.42 |
94.51 |
| PP |
94.12 |
94.18 |
| S1 |
93.82 |
93.85 |
|