NYMEX Light Sweet Crude Oil Future February 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 |
94.50 |
94.99 |
0.49 |
0.5% |
94.93 |
| High |
95.31 |
95.44 |
0.13 |
0.1% |
95.80 |
| Low |
93.52 |
94.57 |
1.05 |
1.1% |
93.52 |
| Close |
94.77 |
94.83 |
0.06 |
0.1% |
94.83 |
| Range |
1.79 |
0.87 |
-0.92 |
-51.4% |
2.28 |
| ATR |
1.53 |
1.48 |
-0.05 |
-3.1% |
0.00 |
| Volume |
63,652 |
59,852 |
-3,800 |
-6.0% |
251,939 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.56 |
97.06 |
95.31 |
|
| R3 |
96.69 |
96.19 |
95.07 |
|
| R2 |
95.82 |
95.82 |
94.99 |
|
| R1 |
95.32 |
95.32 |
94.91 |
95.14 |
| PP |
94.95 |
94.95 |
94.95 |
94.85 |
| S1 |
94.45 |
94.45 |
94.75 |
94.27 |
| S2 |
94.08 |
94.08 |
94.67 |
|
| S3 |
93.21 |
93.58 |
94.59 |
|
| S4 |
92.34 |
92.71 |
94.35 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.56 |
100.47 |
96.08 |
|
| R3 |
99.28 |
98.19 |
95.46 |
|
| R2 |
97.00 |
97.00 |
95.25 |
|
| R1 |
95.91 |
95.91 |
95.04 |
95.32 |
| PP |
94.72 |
94.72 |
94.72 |
94.42 |
| S1 |
93.63 |
93.63 |
94.62 |
93.04 |
| S2 |
92.44 |
92.44 |
94.41 |
|
| S3 |
90.16 |
91.35 |
94.20 |
|
| S4 |
87.88 |
89.07 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.80 |
93.52 |
2.28 |
2.4% |
1.50 |
1.6% |
57% |
False |
False |
50,387 |
| 10 |
95.87 |
93.52 |
2.35 |
2.5% |
1.43 |
1.5% |
56% |
False |
False |
43,103 |
| 20 |
100.61 |
93.52 |
7.09 |
7.5% |
1.42 |
1.5% |
18% |
False |
False |
41,298 |
| 40 |
102.52 |
93.52 |
9.00 |
9.5% |
1.47 |
1.5% |
15% |
False |
False |
34,424 |
| 60 |
106.22 |
93.52 |
12.70 |
13.4% |
1.55 |
1.6% |
10% |
False |
False |
27,249 |
| 80 |
106.22 |
93.52 |
12.70 |
13.4% |
1.45 |
1.5% |
10% |
False |
False |
22,658 |
| 100 |
106.22 |
92.15 |
14.07 |
14.8% |
1.37 |
1.4% |
19% |
False |
False |
20,076 |
| 120 |
106.22 |
90.05 |
16.17 |
17.1% |
1.36 |
1.4% |
30% |
False |
False |
17,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.14 |
|
2.618 |
97.72 |
|
1.618 |
96.85 |
|
1.000 |
96.31 |
|
0.618 |
95.98 |
|
HIGH |
95.44 |
|
0.618 |
95.11 |
|
0.500 |
95.01 |
|
0.382 |
94.90 |
|
LOW |
94.57 |
|
0.618 |
94.03 |
|
1.000 |
93.70 |
|
1.618 |
93.16 |
|
2.618 |
92.29 |
|
4.250 |
90.87 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.01 |
94.71 |
| PP |
94.95 |
94.60 |
| S1 |
94.89 |
94.48 |
|