NYMEX Light Sweet Crude Oil Future May 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 |
94.50 |
94.23 |
-0.27 |
-0.3% |
94.17 |
| High |
95.06 |
95.19 |
0.13 |
0.1% |
94.85 |
| Low |
94.04 |
93.33 |
-0.71 |
-0.8% |
93.30 |
| Close |
95.01 |
93.53 |
-1.48 |
-1.6% |
94.48 |
| Range |
1.02 |
1.86 |
0.84 |
82.4% |
1.55 |
| ATR |
1.09 |
1.15 |
0.05 |
5.0% |
0.00 |
| Volume |
10,242 |
9,027 |
-1,215 |
-11.9% |
58,311 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.60 |
98.42 |
94.55 |
|
| R3 |
97.74 |
96.56 |
94.04 |
|
| R2 |
95.88 |
95.88 |
93.87 |
|
| R1 |
94.70 |
94.70 |
93.70 |
94.36 |
| PP |
94.02 |
94.02 |
94.02 |
93.85 |
| S1 |
92.84 |
92.84 |
93.36 |
92.50 |
| S2 |
92.16 |
92.16 |
93.19 |
|
| S3 |
90.30 |
90.98 |
93.02 |
|
| S4 |
88.44 |
89.12 |
92.51 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.86 |
98.22 |
95.33 |
|
| R3 |
97.31 |
96.67 |
94.91 |
|
| R2 |
95.76 |
95.76 |
94.76 |
|
| R1 |
95.12 |
95.12 |
94.62 |
95.44 |
| PP |
94.21 |
94.21 |
94.21 |
94.37 |
| S1 |
93.57 |
93.57 |
94.34 |
93.89 |
| S2 |
92.66 |
92.66 |
94.20 |
|
| S3 |
91.11 |
92.02 |
94.05 |
|
| S4 |
89.56 |
90.47 |
93.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.19 |
93.33 |
1.86 |
2.0% |
1.15 |
1.2% |
11% |
True |
True |
10,618 |
| 10 |
96.17 |
93.30 |
2.87 |
3.1% |
1.05 |
1.1% |
8% |
False |
False |
11,179 |
| 20 |
100.11 |
93.30 |
6.81 |
7.3% |
1.11 |
1.2% |
3% |
False |
False |
10,732 |
| 40 |
100.11 |
93.30 |
6.81 |
7.3% |
1.12 |
1.2% |
3% |
False |
False |
7,759 |
| 60 |
101.55 |
93.30 |
8.25 |
8.8% |
0.98 |
1.0% |
3% |
False |
False |
6,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.10 |
|
2.618 |
100.06 |
|
1.618 |
98.20 |
|
1.000 |
97.05 |
|
0.618 |
96.34 |
|
HIGH |
95.19 |
|
0.618 |
94.48 |
|
0.500 |
94.26 |
|
0.382 |
94.04 |
|
LOW |
93.33 |
|
0.618 |
92.18 |
|
1.000 |
91.47 |
|
1.618 |
90.32 |
|
2.618 |
88.46 |
|
4.250 |
85.43 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.26 |
94.26 |
| PP |
94.02 |
94.02 |
| S1 |
93.77 |
93.77 |
|