NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.57 |
94.10 |
0.53 |
0.6% |
94.99 |
| High |
95.06 |
95.04 |
-0.02 |
0.0% |
95.74 |
| Low |
93.46 |
93.17 |
-0.29 |
-0.3% |
93.43 |
| Close |
94.49 |
94.41 |
-0.08 |
-0.1% |
94.95 |
| Range |
1.60 |
1.87 |
0.27 |
16.9% |
2.31 |
| ATR |
1.60 |
1.62 |
0.02 |
1.2% |
0.00 |
| Volume |
144,457 |
163,228 |
18,771 |
13.0% |
426,942 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.82 |
98.98 |
95.44 |
|
| R3 |
97.95 |
97.11 |
94.92 |
|
| R2 |
96.08 |
96.08 |
94.75 |
|
| R1 |
95.24 |
95.24 |
94.58 |
95.66 |
| PP |
94.21 |
94.21 |
94.21 |
94.42 |
| S1 |
93.37 |
93.37 |
94.24 |
93.79 |
| S2 |
92.34 |
92.34 |
94.07 |
|
| S3 |
90.47 |
91.50 |
93.90 |
|
| S4 |
88.60 |
89.63 |
93.38 |
|
|
| 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 |
93.17 |
2.54 |
2.7% |
1.60 |
1.7% |
49% |
False |
True |
127,693 |
| 10 |
96.93 |
93.17 |
3.76 |
4.0% |
1.63 |
1.7% |
33% |
False |
True |
104,382 |
| 20 |
101.77 |
93.17 |
8.60 |
9.1% |
1.52 |
1.6% |
14% |
False |
True |
89,986 |
| 40 |
103.48 |
93.17 |
10.31 |
10.9% |
1.58 |
1.7% |
12% |
False |
True |
70,986 |
| 60 |
107.94 |
93.17 |
14.77 |
15.6% |
1.68 |
1.8% |
8% |
False |
True |
54,953 |
| 80 |
107.94 |
93.17 |
14.77 |
15.6% |
1.61 |
1.7% |
8% |
False |
True |
46,084 |
| 100 |
107.94 |
91.40 |
16.54 |
17.5% |
1.55 |
1.6% |
18% |
False |
False |
40,975 |
| 120 |
107.94 |
90.35 |
17.59 |
18.6% |
1.54 |
1.6% |
23% |
False |
False |
35,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.99 |
|
2.618 |
99.94 |
|
1.618 |
98.07 |
|
1.000 |
96.91 |
|
0.618 |
96.20 |
|
HIGH |
95.04 |
|
0.618 |
94.33 |
|
0.500 |
94.11 |
|
0.382 |
93.88 |
|
LOW |
93.17 |
|
0.618 |
92.01 |
|
1.000 |
91.30 |
|
1.618 |
90.14 |
|
2.618 |
88.27 |
|
4.250 |
85.22 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.31 |
94.39 |
| PP |
94.21 |
94.37 |
| S1 |
94.11 |
94.36 |
|