NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
95.32 |
94.90 |
-0.42 |
-0.4% |
95.13 |
| High |
95.63 |
95.31 |
-0.32 |
-0.3% |
96.10 |
| Low |
94.74 |
93.50 |
-1.24 |
-1.3% |
93.50 |
| Close |
95.08 |
93.69 |
-1.39 |
-1.5% |
93.69 |
| Range |
0.89 |
1.81 |
0.92 |
103.4% |
2.60 |
| ATR |
1.26 |
1.30 |
0.04 |
3.1% |
0.00 |
| Volume |
49,014 |
46,813 |
-2,201 |
-4.5% |
177,519 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.60 |
98.45 |
94.69 |
|
| R3 |
97.79 |
96.64 |
94.19 |
|
| R2 |
95.98 |
95.98 |
94.02 |
|
| R1 |
94.83 |
94.83 |
93.86 |
94.50 |
| PP |
94.17 |
94.17 |
94.17 |
94.00 |
| S1 |
93.02 |
93.02 |
93.52 |
92.69 |
| S2 |
92.36 |
92.36 |
93.36 |
|
| S3 |
90.55 |
91.21 |
93.19 |
|
| S4 |
88.74 |
89.40 |
92.69 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.23 |
100.56 |
95.12 |
|
| R3 |
99.63 |
97.96 |
94.41 |
|
| R2 |
97.03 |
97.03 |
94.17 |
|
| R1 |
95.36 |
95.36 |
93.93 |
94.90 |
| PP |
94.43 |
94.43 |
94.43 |
94.20 |
| S1 |
92.76 |
92.76 |
93.45 |
92.30 |
| S2 |
91.83 |
91.83 |
93.21 |
|
| S3 |
89.23 |
90.16 |
92.98 |
|
| S4 |
86.63 |
87.56 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.10 |
93.50 |
2.60 |
2.8% |
1.04 |
1.1% |
7% |
False |
True |
35,503 |
| 10 |
97.87 |
93.50 |
4.37 |
4.7% |
1.22 |
1.3% |
4% |
False |
True |
37,501 |
| 20 |
99.46 |
93.50 |
5.96 |
6.4% |
1.32 |
1.4% |
3% |
False |
True |
33,019 |
| 40 |
99.46 |
93.50 |
5.96 |
6.4% |
1.33 |
1.4% |
3% |
False |
True |
27,098 |
| 60 |
100.65 |
93.50 |
7.15 |
7.6% |
1.29 |
1.4% |
3% |
False |
True |
24,689 |
| 80 |
100.65 |
93.50 |
7.15 |
7.6% |
1.24 |
1.3% |
3% |
False |
True |
23,423 |
| 100 |
100.65 |
88.11 |
12.54 |
13.4% |
1.25 |
1.3% |
44% |
False |
False |
23,223 |
| 120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.27 |
1.4% |
44% |
False |
False |
22,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.00 |
|
2.618 |
100.05 |
|
1.618 |
98.24 |
|
1.000 |
97.12 |
|
0.618 |
96.43 |
|
HIGH |
95.31 |
|
0.618 |
94.62 |
|
0.500 |
94.41 |
|
0.382 |
94.19 |
|
LOW |
93.50 |
|
0.618 |
92.38 |
|
1.000 |
91.69 |
|
1.618 |
90.57 |
|
2.618 |
88.76 |
|
4.250 |
85.81 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.41 |
94.62 |
| PP |
94.17 |
94.31 |
| S1 |
93.93 |
94.00 |
|