NYMEX Light Sweet Crude Oil Future April 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 |
94.59 |
95.02 |
0.43 |
0.5% |
96.20 |
| High |
95.20 |
95.02 |
-0.18 |
-0.2% |
97.41 |
| Low |
94.23 |
93.59 |
-0.64 |
-0.7% |
94.49 |
| Close |
94.87 |
93.77 |
-1.10 |
-1.2% |
94.68 |
| Range |
0.97 |
1.43 |
0.46 |
47.4% |
2.92 |
| ATR |
1.26 |
1.28 |
0.01 |
0.9% |
0.00 |
| Volume |
17,585 |
14,944 |
-2,641 |
-15.0% |
67,854 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.42 |
97.52 |
94.56 |
|
| R3 |
96.99 |
96.09 |
94.16 |
|
| R2 |
95.56 |
95.56 |
94.03 |
|
| R1 |
94.66 |
94.66 |
93.90 |
94.40 |
| PP |
94.13 |
94.13 |
94.13 |
93.99 |
| S1 |
93.23 |
93.23 |
93.64 |
92.97 |
| S2 |
92.70 |
92.70 |
93.51 |
|
| S3 |
91.27 |
91.80 |
93.38 |
|
| S4 |
89.84 |
90.37 |
92.98 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.29 |
102.40 |
96.29 |
|
| R3 |
101.37 |
99.48 |
95.48 |
|
| R2 |
98.45 |
98.45 |
95.22 |
|
| R1 |
96.56 |
96.56 |
94.95 |
96.05 |
| PP |
95.53 |
95.53 |
95.53 |
95.27 |
| S1 |
93.64 |
93.64 |
94.41 |
93.13 |
| S2 |
92.61 |
92.61 |
94.14 |
|
| S3 |
89.69 |
90.72 |
93.88 |
|
| S4 |
86.77 |
87.80 |
93.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.90 |
93.59 |
3.31 |
3.5% |
1.14 |
1.2% |
5% |
False |
True |
15,640 |
| 10 |
97.41 |
93.59 |
3.82 |
4.1% |
1.17 |
1.2% |
5% |
False |
True |
15,668 |
| 20 |
101.00 |
93.59 |
7.41 |
7.9% |
1.32 |
1.4% |
2% |
False |
True |
14,212 |
| 40 |
101.00 |
93.59 |
7.41 |
7.9% |
1.25 |
1.3% |
2% |
False |
True |
10,301 |
| 60 |
103.06 |
93.59 |
9.47 |
10.1% |
1.18 |
1.3% |
2% |
False |
True |
8,322 |
| 80 |
103.06 |
93.59 |
9.47 |
10.1% |
1.10 |
1.2% |
2% |
False |
True |
7,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.10 |
|
2.618 |
98.76 |
|
1.618 |
97.33 |
|
1.000 |
96.45 |
|
0.618 |
95.90 |
|
HIGH |
95.02 |
|
0.618 |
94.47 |
|
0.500 |
94.31 |
|
0.382 |
94.14 |
|
LOW |
93.59 |
|
0.618 |
92.71 |
|
1.000 |
92.16 |
|
1.618 |
91.28 |
|
2.618 |
89.85 |
|
4.250 |
87.51 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.31 |
94.92 |
| PP |
94.13 |
94.53 |
| S1 |
93.95 |
94.15 |
|