NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.79 |
94.16 |
0.37 |
0.4% |
93.53 |
| High |
94.19 |
94.55 |
0.36 |
0.4% |
94.59 |
| Low |
93.34 |
93.56 |
0.22 |
0.2% |
92.87 |
| Close |
93.98 |
94.53 |
0.55 |
0.6% |
93.98 |
| Range |
0.85 |
0.99 |
0.14 |
16.5% |
1.72 |
| ATR |
1.24 |
1.22 |
-0.02 |
-1.4% |
0.00 |
| Volume |
34,665 |
23,931 |
-10,734 |
-31.0% |
173,519 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.18 |
96.85 |
95.07 |
|
| R3 |
96.19 |
95.86 |
94.80 |
|
| R2 |
95.20 |
95.20 |
94.71 |
|
| R1 |
94.87 |
94.87 |
94.62 |
95.04 |
| PP |
94.21 |
94.21 |
94.21 |
94.30 |
| S1 |
93.88 |
93.88 |
94.44 |
94.05 |
| S2 |
93.22 |
93.22 |
94.35 |
|
| S3 |
92.23 |
92.89 |
94.26 |
|
| S4 |
91.24 |
91.90 |
93.99 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.97 |
98.20 |
94.93 |
|
| R3 |
97.25 |
96.48 |
94.45 |
|
| R2 |
95.53 |
95.53 |
94.30 |
|
| R1 |
94.76 |
94.76 |
94.14 |
95.15 |
| PP |
93.81 |
93.81 |
93.81 |
94.01 |
| S1 |
93.04 |
93.04 |
93.82 |
93.43 |
| S2 |
92.09 |
92.09 |
93.66 |
|
| S3 |
90.37 |
91.32 |
93.51 |
|
| S4 |
88.65 |
89.60 |
93.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.59 |
92.87 |
1.72 |
1.8% |
1.09 |
1.2% |
97% |
False |
False |
31,613 |
| 10 |
95.97 |
92.87 |
3.10 |
3.3% |
1.04 |
1.1% |
54% |
False |
False |
34,794 |
| 20 |
99.46 |
92.87 |
6.59 |
7.0% |
1.21 |
1.3% |
25% |
False |
False |
35,343 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.30 |
1.4% |
25% |
False |
False |
29,173 |
| 60 |
100.65 |
92.87 |
7.78 |
8.2% |
1.30 |
1.4% |
21% |
False |
False |
26,356 |
| 80 |
100.65 |
92.87 |
7.78 |
8.2% |
1.25 |
1.3% |
21% |
False |
False |
23,910 |
| 100 |
100.65 |
88.11 |
12.54 |
13.3% |
1.23 |
1.3% |
51% |
False |
False |
24,239 |
| 120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.25 |
1.3% |
51% |
False |
False |
23,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.76 |
|
2.618 |
97.14 |
|
1.618 |
96.15 |
|
1.000 |
95.54 |
|
0.618 |
95.16 |
|
HIGH |
94.55 |
|
0.618 |
94.17 |
|
0.500 |
94.06 |
|
0.382 |
93.94 |
|
LOW |
93.56 |
|
0.618 |
92.95 |
|
1.000 |
92.57 |
|
1.618 |
91.96 |
|
2.618 |
90.97 |
|
4.250 |
89.35 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.37 |
94.33 |
| PP |
94.21 |
94.12 |
| S1 |
94.06 |
93.92 |
|