NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.90 |
93.53 |
-1.37 |
-1.4% |
95.13 |
| High |
95.31 |
94.25 |
-1.06 |
-1.1% |
96.10 |
| Low |
93.50 |
93.32 |
-0.18 |
-0.2% |
93.50 |
| Close |
93.69 |
93.92 |
0.23 |
0.2% |
93.69 |
| Range |
1.81 |
0.93 |
-0.88 |
-48.6% |
2.60 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.0% |
0.00 |
| Volume |
46,813 |
39,382 |
-7,431 |
-15.9% |
177,519 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.62 |
96.20 |
94.43 |
|
| R3 |
95.69 |
95.27 |
94.18 |
|
| R2 |
94.76 |
94.76 |
94.09 |
|
| R1 |
94.34 |
94.34 |
94.01 |
94.55 |
| PP |
93.83 |
93.83 |
93.83 |
93.94 |
| S1 |
93.41 |
93.41 |
93.83 |
93.62 |
| S2 |
92.90 |
92.90 |
93.75 |
|
| S3 |
91.97 |
92.48 |
93.66 |
|
| S4 |
91.04 |
91.55 |
93.41 |
|
|
| 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 |
95.97 |
93.32 |
2.65 |
2.8% |
0.99 |
1.1% |
23% |
False |
True |
37,975 |
| 10 |
97.50 |
93.32 |
4.18 |
4.5% |
1.19 |
1.3% |
14% |
False |
True |
38,244 |
| 20 |
99.46 |
93.32 |
6.14 |
6.5% |
1.28 |
1.4% |
10% |
False |
True |
34,184 |
| 40 |
99.46 |
93.32 |
6.14 |
6.5% |
1.33 |
1.4% |
10% |
False |
True |
27,471 |
| 60 |
100.65 |
93.32 |
7.33 |
7.8% |
1.28 |
1.4% |
8% |
False |
True |
25,098 |
| 80 |
100.65 |
93.32 |
7.33 |
7.8% |
1.24 |
1.3% |
8% |
False |
True |
23,454 |
| 100 |
100.65 |
88.11 |
12.54 |
13.4% |
1.24 |
1.3% |
46% |
False |
False |
23,491 |
| 120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.26 |
1.3% |
46% |
False |
False |
22,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.20 |
|
2.618 |
96.68 |
|
1.618 |
95.75 |
|
1.000 |
95.18 |
|
0.618 |
94.82 |
|
HIGH |
94.25 |
|
0.618 |
93.89 |
|
0.500 |
93.79 |
|
0.382 |
93.68 |
|
LOW |
93.32 |
|
0.618 |
92.75 |
|
1.000 |
92.39 |
|
1.618 |
91.82 |
|
2.618 |
90.89 |
|
4.250 |
89.37 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.88 |
94.48 |
| PP |
93.83 |
94.29 |
| S1 |
93.79 |
94.11 |
|