NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.91 |
95.37 |
0.46 |
0.5% |
95.00 |
| High |
95.73 |
95.67 |
-0.06 |
-0.1% |
95.80 |
| Low |
94.59 |
93.64 |
-0.95 |
-1.0% |
93.74 |
| Close |
95.59 |
93.86 |
-1.73 |
-1.8% |
95.08 |
| Range |
1.14 |
2.03 |
0.89 |
78.1% |
2.06 |
| ATR |
1.38 |
1.43 |
0.05 |
3.3% |
0.00 |
| Volume |
27,251 |
29,069 |
1,818 |
6.7% |
189,300 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.48 |
99.20 |
94.98 |
|
| R3 |
98.45 |
97.17 |
94.42 |
|
| R2 |
96.42 |
96.42 |
94.23 |
|
| R1 |
95.14 |
95.14 |
94.05 |
94.77 |
| PP |
94.39 |
94.39 |
94.39 |
94.20 |
| S1 |
93.11 |
93.11 |
93.67 |
92.74 |
| S2 |
92.36 |
92.36 |
93.49 |
|
| S3 |
90.33 |
91.08 |
93.30 |
|
| S4 |
88.30 |
89.05 |
92.74 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.05 |
100.13 |
96.21 |
|
| R3 |
98.99 |
98.07 |
95.65 |
|
| R2 |
96.93 |
96.93 |
95.46 |
|
| R1 |
96.01 |
96.01 |
95.27 |
96.47 |
| PP |
94.87 |
94.87 |
94.87 |
95.11 |
| S1 |
93.95 |
93.95 |
94.89 |
94.41 |
| S2 |
92.81 |
92.81 |
94.70 |
|
| S3 |
90.75 |
91.89 |
94.51 |
|
| S4 |
88.69 |
89.83 |
93.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.80 |
93.64 |
2.16 |
2.3% |
1.41 |
1.5% |
10% |
False |
True |
34,080 |
| 10 |
97.52 |
93.64 |
3.88 |
4.1% |
1.34 |
1.4% |
6% |
False |
True |
37,279 |
| 20 |
101.81 |
93.64 |
8.17 |
8.7% |
1.41 |
1.5% |
3% |
False |
True |
38,709 |
| 40 |
102.29 |
93.64 |
8.65 |
9.2% |
1.45 |
1.5% |
3% |
False |
True |
32,601 |
| 60 |
104.37 |
93.64 |
10.73 |
11.4% |
1.43 |
1.5% |
2% |
False |
True |
26,833 |
| 80 |
104.37 |
93.64 |
10.73 |
11.4% |
1.38 |
1.5% |
2% |
False |
True |
22,803 |
| 100 |
104.37 |
89.48 |
14.89 |
15.9% |
1.32 |
1.4% |
29% |
False |
False |
21,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.30 |
|
2.618 |
100.98 |
|
1.618 |
98.95 |
|
1.000 |
97.70 |
|
0.618 |
96.92 |
|
HIGH |
95.67 |
|
0.618 |
94.89 |
|
0.500 |
94.66 |
|
0.382 |
94.42 |
|
LOW |
93.64 |
|
0.618 |
92.39 |
|
1.000 |
91.61 |
|
1.618 |
90.36 |
|
2.618 |
88.33 |
|
4.250 |
85.01 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.66 |
94.69 |
| PP |
94.39 |
94.41 |
| S1 |
94.13 |
94.14 |
|