NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Nov-2013 | 
                    13-Nov-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        95.33 | 
                        93.57 | 
                        -1.76 | 
                        -1.8% | 
                        94.99 | 
                     
                    
                        | High | 
                        95.54 | 
                        95.06 | 
                        -0.48 | 
                        -0.5% | 
                        95.74 | 
                     
                    
                        | Low | 
                        93.30 | 
                        93.46 | 
                        0.16 | 
                        0.2% | 
                        93.43 | 
                     
                    
                        | Close | 
                        93.52 | 
                        94.49 | 
                        0.97 | 
                        1.0% | 
                        94.95 | 
                     
                    
                        | Range | 
                        2.24 | 
                        1.60 | 
                        -0.64 | 
                        -28.6% | 
                        2.31 | 
                     
                    
                        | ATR | 
                        1.60 | 
                        1.60 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        151,585 | 
                        144,457 | 
                        -7,128 | 
                        -4.7% | 
                        426,942 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.14 | 
                98.41 | 
                95.37 | 
                 | 
             
            
                | R3 | 
                97.54 | 
                96.81 | 
                94.93 | 
                 | 
             
            
                | R2 | 
                95.94 | 
                95.94 | 
                94.78 | 
                 | 
             
            
                | R1 | 
                95.21 | 
                95.21 | 
                94.64 | 
                95.58 | 
             
            
                | PP | 
                94.34 | 
                94.34 | 
                94.34 | 
                94.52 | 
             
            
                | S1 | 
                93.61 | 
                93.61 | 
                94.34 | 
                93.98 | 
             
            
                | S2 | 
                92.74 | 
                92.74 | 
                94.20 | 
                 | 
             
            
                | S3 | 
                91.14 | 
                92.01 | 
                94.05 | 
                 | 
             
            
                | S4 | 
                89.54 | 
                90.41 | 
                93.61 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                95.71 | 
                93.30 | 
                2.41 | 
                2.6% | 
                1.52 | 
                1.6% | 
                49% | 
                False | 
                False | 
                113,926 | 
                 
                
                | 10 | 
                97.28 | 
                93.30 | 
                3.98 | 
                4.2% | 
                1.54 | 
                1.6% | 
                30% | 
                False | 
                False | 
                97,956 | 
                 
                
                | 20 | 
                102.32 | 
                93.30 | 
                9.02 | 
                9.5% | 
                1.54 | 
                1.6% | 
                13% | 
                False | 
                False | 
                86,185 | 
                 
                
                | 40 | 
                105.15 | 
                93.30 | 
                11.85 | 
                12.5% | 
                1.59 | 
                1.7% | 
                10% | 
                False | 
                False | 
                67,833 | 
                 
                
                | 60 | 
                107.94 | 
                93.30 | 
                14.64 | 
                15.5% | 
                1.67 | 
                1.8% | 
                8% | 
                False | 
                False | 
                52,780 | 
                 
                
                | 80 | 
                107.94 | 
                93.30 | 
                14.64 | 
                15.5% | 
                1.61 | 
                1.7% | 
                8% | 
                False | 
                False | 
                44,236 | 
                 
                
                | 100 | 
                107.94 | 
                91.40 | 
                16.54 | 
                17.5% | 
                1.54 | 
                1.6% | 
                19% | 
                False | 
                False | 
                39,489 | 
                 
                
                | 120 | 
                107.94 | 
                90.35 | 
                17.59 | 
                18.6% | 
                1.54 | 
                1.6% | 
                24% | 
                False | 
                False | 
                34,175 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            101.86 | 
         
        
            | 
2.618             | 
            99.25 | 
         
        
            | 
1.618             | 
            97.65 | 
         
        
            | 
1.000             | 
            96.66 | 
         
        
            | 
0.618             | 
            96.05 | 
         
        
            | 
HIGH             | 
            95.06 | 
         
        
            | 
0.618             | 
            94.45 | 
         
        
            | 
0.500             | 
            94.26 | 
         
        
            | 
0.382             | 
            94.07 | 
         
        
            | 
LOW             | 
            93.46 | 
         
        
            | 
0.618             | 
            92.47 | 
         
        
            | 
1.000             | 
            91.86 | 
         
        
            | 
1.618             | 
            90.87 | 
         
        
            | 
2.618             | 
            89.27 | 
         
        
            | 
4.250             | 
            86.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Nov-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                94.41 | 
                                94.51 | 
                             
                            
                                | PP | 
                                94.34 | 
                                94.50 | 
                             
                            
                                | S1 | 
                                94.26 | 
                                94.50 | 
                             
             
         |