NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.10 |
94.53 |
0.43 |
0.5% |
94.78 |
| High |
95.04 |
95.15 |
0.11 |
0.1% |
95.71 |
| Low |
93.17 |
94.24 |
1.07 |
1.1% |
93.17 |
| Close |
94.41 |
94.49 |
0.08 |
0.1% |
94.49 |
| Range |
1.87 |
0.91 |
-0.96 |
-51.3% |
2.54 |
| ATR |
1.62 |
1.57 |
-0.05 |
-3.1% |
0.00 |
| Volume |
163,228 |
100,883 |
-62,345 |
-38.2% |
640,698 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.36 |
96.83 |
94.99 |
|
| R3 |
96.45 |
95.92 |
94.74 |
|
| R2 |
95.54 |
95.54 |
94.66 |
|
| R1 |
95.01 |
95.01 |
94.57 |
94.82 |
| PP |
94.63 |
94.63 |
94.63 |
94.53 |
| S1 |
94.10 |
94.10 |
94.41 |
93.91 |
| S2 |
93.72 |
93.72 |
94.32 |
|
| S3 |
92.81 |
93.19 |
94.24 |
|
| S4 |
91.90 |
92.28 |
93.99 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.08 |
100.82 |
95.89 |
|
| R3 |
99.54 |
98.28 |
95.19 |
|
| R2 |
97.00 |
97.00 |
94.96 |
|
| R1 |
95.74 |
95.74 |
94.72 |
95.10 |
| PP |
94.46 |
94.46 |
94.46 |
94.14 |
| S1 |
93.20 |
93.20 |
94.26 |
92.56 |
| S2 |
91.92 |
91.92 |
94.02 |
|
| S3 |
89.38 |
90.66 |
93.79 |
|
| S4 |
86.84 |
88.12 |
93.09 |
|
|
| 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% |
1.58 |
1.7% |
52% |
False |
False |
128,139 |
| 10 |
95.74 |
93.17 |
2.57 |
2.7% |
1.49 |
1.6% |
51% |
False |
False |
106,764 |
| 20 |
101.09 |
93.17 |
7.92 |
8.4% |
1.50 |
1.6% |
17% |
False |
False |
90,314 |
| 40 |
103.34 |
93.17 |
10.17 |
10.8% |
1.57 |
1.7% |
13% |
False |
False |
72,795 |
| 60 |
107.94 |
93.17 |
14.77 |
15.6% |
1.68 |
1.8% |
9% |
False |
False |
56,132 |
| 80 |
107.94 |
93.17 |
14.77 |
15.6% |
1.60 |
1.7% |
9% |
False |
False |
47,117 |
| 100 |
107.94 |
92.85 |
15.09 |
16.0% |
1.54 |
1.6% |
11% |
False |
False |
41,758 |
| 120 |
107.94 |
90.35 |
17.59 |
18.6% |
1.53 |
1.6% |
24% |
False |
False |
36,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.02 |
|
2.618 |
97.53 |
|
1.618 |
96.62 |
|
1.000 |
96.06 |
|
0.618 |
95.71 |
|
HIGH |
95.15 |
|
0.618 |
94.80 |
|
0.500 |
94.70 |
|
0.382 |
94.59 |
|
LOW |
94.24 |
|
0.618 |
93.68 |
|
1.000 |
93.33 |
|
1.618 |
92.77 |
|
2.618 |
91.86 |
|
4.250 |
90.37 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.70 |
94.38 |
| PP |
94.63 |
94.27 |
| S1 |
94.56 |
94.16 |
|