NYMEX Light Sweet Crude Oil Future June 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 |
93.53 |
93.94 |
0.41 |
0.4% |
95.13 |
| High |
94.25 |
94.03 |
-0.22 |
-0.2% |
96.10 |
| Low |
93.32 |
92.87 |
-0.45 |
-0.5% |
93.50 |
| Close |
93.92 |
93.06 |
-0.86 |
-0.9% |
93.69 |
| Range |
0.93 |
1.16 |
0.23 |
24.7% |
2.60 |
| ATR |
1.27 |
1.26 |
-0.01 |
-0.6% |
0.00 |
| Volume |
39,382 |
27,049 |
-12,333 |
-31.3% |
177,519 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.80 |
96.09 |
93.70 |
|
| R3 |
95.64 |
94.93 |
93.38 |
|
| R2 |
94.48 |
94.48 |
93.27 |
|
| R1 |
93.77 |
93.77 |
93.17 |
93.55 |
| PP |
93.32 |
93.32 |
93.32 |
93.21 |
| S1 |
92.61 |
92.61 |
92.95 |
92.39 |
| S2 |
92.16 |
92.16 |
92.85 |
|
| S3 |
91.00 |
91.45 |
92.74 |
|
| S4 |
89.84 |
90.29 |
92.42 |
|
|
| 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 |
95.74 |
92.87 |
2.87 |
3.1% |
1.10 |
1.2% |
7% |
False |
True |
37,316 |
| 10 |
96.40 |
92.87 |
3.53 |
3.8% |
1.16 |
1.2% |
5% |
False |
True |
38,193 |
| 20 |
99.46 |
92.87 |
6.59 |
7.1% |
1.30 |
1.4% |
3% |
False |
True |
34,179 |
| 40 |
99.46 |
92.87 |
6.59 |
7.1% |
1.31 |
1.4% |
3% |
False |
True |
27,620 |
| 60 |
100.65 |
92.87 |
7.78 |
8.4% |
1.28 |
1.4% |
2% |
False |
True |
25,280 |
| 80 |
100.65 |
92.87 |
7.78 |
8.4% |
1.25 |
1.3% |
2% |
False |
True |
23,462 |
| 100 |
100.65 |
88.11 |
12.54 |
13.5% |
1.24 |
1.3% |
39% |
False |
False |
23,638 |
| 120 |
100.65 |
88.11 |
12.54 |
13.5% |
1.26 |
1.3% |
39% |
False |
False |
22,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.96 |
|
2.618 |
97.07 |
|
1.618 |
95.91 |
|
1.000 |
95.19 |
|
0.618 |
94.75 |
|
HIGH |
94.03 |
|
0.618 |
93.59 |
|
0.500 |
93.45 |
|
0.382 |
93.31 |
|
LOW |
92.87 |
|
0.618 |
92.15 |
|
1.000 |
91.71 |
|
1.618 |
90.99 |
|
2.618 |
89.83 |
|
4.250 |
87.94 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.45 |
94.09 |
| PP |
93.32 |
93.75 |
| S1 |
93.19 |
93.40 |
|