NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
95.03 |
95.10 |
0.07 |
0.1% |
97.70 |
| High |
95.50 |
95.32 |
-0.18 |
-0.2% |
98.68 |
| Low |
94.52 |
93.64 |
-0.88 |
-0.9% |
94.83 |
| Close |
95.13 |
93.90 |
-1.23 |
-1.3% |
95.05 |
| Range |
0.98 |
1.68 |
0.70 |
71.4% |
3.85 |
| ATR |
1.47 |
1.49 |
0.01 |
1.0% |
0.00 |
| Volume |
32,404 |
40,206 |
7,802 |
24.1% |
176,643 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.33 |
98.29 |
94.82 |
|
| R3 |
97.65 |
96.61 |
94.36 |
|
| R2 |
95.97 |
95.97 |
94.21 |
|
| R1 |
94.93 |
94.93 |
94.05 |
94.61 |
| PP |
94.29 |
94.29 |
94.29 |
94.13 |
| S1 |
93.25 |
93.25 |
93.75 |
92.93 |
| S2 |
92.61 |
92.61 |
93.59 |
|
| S3 |
90.93 |
91.57 |
93.44 |
|
| S4 |
89.25 |
89.89 |
92.98 |
|
|
| 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 |
97.93 |
93.64 |
4.29 |
4.6% |
1.35 |
1.4% |
6% |
False |
True |
39,388 |
| 10 |
98.68 |
93.64 |
5.04 |
5.4% |
1.33 |
1.4% |
5% |
False |
True |
39,567 |
| 20 |
102.49 |
93.64 |
8.85 |
9.4% |
1.54 |
1.6% |
3% |
False |
True |
37,818 |
| 40 |
103.73 |
93.64 |
10.09 |
10.7% |
1.49 |
1.6% |
3% |
False |
True |
28,496 |
| 60 |
106.22 |
93.64 |
12.58 |
13.4% |
1.48 |
1.6% |
2% |
False |
True |
22,505 |
| 80 |
106.22 |
93.64 |
12.58 |
13.4% |
1.43 |
1.5% |
2% |
False |
True |
19,043 |
| 100 |
106.22 |
90.05 |
16.17 |
17.2% |
1.37 |
1.5% |
24% |
False |
False |
16,835 |
| 120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.35 |
1.4% |
24% |
False |
False |
14,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.46 |
|
2.618 |
99.72 |
|
1.618 |
98.04 |
|
1.000 |
97.00 |
|
0.618 |
96.36 |
|
HIGH |
95.32 |
|
0.618 |
94.68 |
|
0.500 |
94.48 |
|
0.382 |
94.28 |
|
LOW |
93.64 |
|
0.618 |
92.60 |
|
1.000 |
91.96 |
|
1.618 |
90.92 |
|
2.618 |
89.24 |
|
4.250 |
86.50 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.48 |
95.28 |
| PP |
94.29 |
94.82 |
| S1 |
94.09 |
94.36 |
|