NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.37 |
94.14 |
0.77 |
0.8% |
95.13 |
| High |
94.59 |
94.42 |
-0.17 |
-0.2% |
96.10 |
| Low |
93.26 |
93.29 |
0.03 |
0.0% |
93.50 |
| Close |
94.09 |
93.60 |
-0.49 |
-0.5% |
93.69 |
| Range |
1.33 |
1.13 |
-0.20 |
-15.0% |
2.60 |
| ATR |
1.28 |
1.27 |
-0.01 |
-0.8% |
0.00 |
| Volume |
34,117 |
38,306 |
4,189 |
12.3% |
177,519 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.16 |
96.51 |
94.22 |
|
| R3 |
96.03 |
95.38 |
93.91 |
|
| R2 |
94.90 |
94.90 |
93.81 |
|
| R1 |
94.25 |
94.25 |
93.70 |
94.01 |
| PP |
93.77 |
93.77 |
93.77 |
93.65 |
| S1 |
93.12 |
93.12 |
93.50 |
92.88 |
| S2 |
92.64 |
92.64 |
93.39 |
|
| S3 |
91.51 |
91.99 |
93.29 |
|
| S4 |
90.38 |
90.86 |
92.98 |
|
|
| 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 |
95.31 |
92.87 |
2.44 |
2.6% |
1.27 |
1.4% |
30% |
False |
False |
37,133 |
| 10 |
96.10 |
92.87 |
3.23 |
3.5% |
1.07 |
1.1% |
23% |
False |
False |
35,205 |
| 20 |
99.46 |
92.87 |
6.59 |
7.0% |
1.24 |
1.3% |
11% |
False |
False |
35,578 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.32 |
1.4% |
11% |
False |
False |
28,446 |
| 60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.29 |
1.4% |
9% |
False |
False |
25,920 |
| 80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.25 |
1.3% |
9% |
False |
False |
23,918 |
| 100 |
100.65 |
88.11 |
12.54 |
13.4% |
1.25 |
1.3% |
44% |
False |
False |
23,926 |
| 120 |
100.65 |
88.11 |
12.54 |
13.4% |
1.26 |
1.3% |
44% |
False |
False |
22,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.22 |
|
2.618 |
97.38 |
|
1.618 |
96.25 |
|
1.000 |
95.55 |
|
0.618 |
95.12 |
|
HIGH |
94.42 |
|
0.618 |
93.99 |
|
0.500 |
93.86 |
|
0.382 |
93.72 |
|
LOW |
93.29 |
|
0.618 |
92.59 |
|
1.000 |
92.16 |
|
1.618 |
91.46 |
|
2.618 |
90.33 |
|
4.250 |
88.49 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.86 |
93.73 |
| PP |
93.77 |
93.69 |
| S1 |
93.69 |
93.64 |
|