NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
96.92 |
96.60 |
-0.32 |
-0.3% |
97.70 |
| High |
97.24 |
96.92 |
-0.32 |
-0.3% |
98.68 |
| Low |
96.32 |
94.83 |
-1.49 |
-1.5% |
94.83 |
| Close |
96.66 |
95.05 |
-1.61 |
-1.7% |
95.05 |
| Range |
0.92 |
2.09 |
1.17 |
127.2% |
3.85 |
| ATR |
1.47 |
1.51 |
0.04 |
3.0% |
0.00 |
| Volume |
59,475 |
41,092 |
-18,383 |
-30.9% |
176,643 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.87 |
100.55 |
96.20 |
|
| R3 |
99.78 |
98.46 |
95.62 |
|
| R2 |
97.69 |
97.69 |
95.43 |
|
| R1 |
96.37 |
96.37 |
95.24 |
95.99 |
| PP |
95.60 |
95.60 |
95.60 |
95.41 |
| S1 |
94.28 |
94.28 |
94.86 |
93.90 |
| S2 |
93.51 |
93.51 |
94.67 |
|
| S3 |
91.42 |
92.19 |
94.48 |
|
| S4 |
89.33 |
90.10 |
93.90 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.74 |
105.24 |
97.17 |
|
| R3 |
103.89 |
101.39 |
96.11 |
|
| R2 |
100.04 |
100.04 |
95.76 |
|
| R1 |
97.54 |
97.54 |
95.40 |
96.87 |
| PP |
96.19 |
96.19 |
96.19 |
95.85 |
| S1 |
93.69 |
93.69 |
94.70 |
93.02 |
| S2 |
92.34 |
92.34 |
94.34 |
|
| S3 |
88.49 |
89.84 |
93.99 |
|
| S4 |
84.64 |
85.99 |
92.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.68 |
94.83 |
3.85 |
4.1% |
1.21 |
1.3% |
6% |
False |
True |
35,328 |
| 10 |
100.61 |
94.83 |
5.78 |
6.1% |
1.40 |
1.5% |
4% |
False |
True |
39,493 |
| 20 |
102.52 |
94.83 |
7.69 |
8.1% |
1.55 |
1.6% |
3% |
False |
True |
37,221 |
| 40 |
104.39 |
94.83 |
9.56 |
10.1% |
1.52 |
1.6% |
2% |
False |
True |
27,370 |
| 60 |
106.22 |
94.83 |
11.39 |
12.0% |
1.49 |
1.6% |
2% |
False |
True |
21,645 |
| 80 |
106.22 |
94.83 |
11.39 |
12.0% |
1.42 |
1.5% |
2% |
False |
True |
18,447 |
| 100 |
106.22 |
90.05 |
16.17 |
17.0% |
1.37 |
1.4% |
31% |
False |
False |
16,164 |
| 120 |
106.22 |
90.05 |
16.17 |
17.0% |
1.35 |
1.4% |
31% |
False |
False |
13,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.80 |
|
2.618 |
102.39 |
|
1.618 |
100.30 |
|
1.000 |
99.01 |
|
0.618 |
98.21 |
|
HIGH |
96.92 |
|
0.618 |
96.12 |
|
0.500 |
95.88 |
|
0.382 |
95.63 |
|
LOW |
94.83 |
|
0.618 |
93.54 |
|
1.000 |
92.74 |
|
1.618 |
91.45 |
|
2.618 |
89.36 |
|
4.250 |
85.95 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.88 |
96.38 |
| PP |
95.60 |
95.94 |
| S1 |
95.33 |
95.49 |
|