NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.16 |
94.25 |
0.09 |
0.1% |
93.53 |
| High |
94.55 |
94.80 |
0.25 |
0.3% |
94.59 |
| Low |
93.56 |
92.94 |
-0.62 |
-0.7% |
92.87 |
| Close |
94.53 |
93.19 |
-1.34 |
-1.4% |
93.98 |
| Range |
0.99 |
1.86 |
0.87 |
87.9% |
1.72 |
| ATR |
1.22 |
1.27 |
0.05 |
3.7% |
0.00 |
| Volume |
23,931 |
20,216 |
-3,715 |
-15.5% |
173,519 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.22 |
98.07 |
94.21 |
|
| R3 |
97.36 |
96.21 |
93.70 |
|
| R2 |
95.50 |
95.50 |
93.53 |
|
| R1 |
94.35 |
94.35 |
93.36 |
94.00 |
| PP |
93.64 |
93.64 |
93.64 |
93.47 |
| S1 |
92.49 |
92.49 |
93.02 |
92.14 |
| S2 |
91.78 |
91.78 |
92.85 |
|
| S3 |
89.92 |
90.63 |
92.68 |
|
| S4 |
88.06 |
88.77 |
92.17 |
|
|
| 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 |
94.80 |
92.94 |
1.86 |
2.0% |
1.23 |
1.3% |
13% |
True |
True |
30,247 |
| 10 |
95.74 |
92.87 |
2.87 |
3.1% |
1.16 |
1.2% |
11% |
False |
False |
33,781 |
| 20 |
99.46 |
92.87 |
6.59 |
7.1% |
1.25 |
1.3% |
5% |
False |
False |
35,266 |
| 40 |
99.46 |
92.87 |
6.59 |
7.1% |
1.31 |
1.4% |
5% |
False |
False |
29,200 |
| 60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.32 |
1.4% |
4% |
False |
False |
26,397 |
| 80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.26 |
1.4% |
4% |
False |
False |
23,803 |
| 100 |
100.65 |
88.11 |
12.54 |
13.5% |
1.22 |
1.3% |
41% |
False |
False |
24,210 |
| 120 |
100.65 |
88.11 |
12.54 |
13.5% |
1.25 |
1.3% |
41% |
False |
False |
23,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.71 |
|
2.618 |
99.67 |
|
1.618 |
97.81 |
|
1.000 |
96.66 |
|
0.618 |
95.95 |
|
HIGH |
94.80 |
|
0.618 |
94.09 |
|
0.500 |
93.87 |
|
0.382 |
93.65 |
|
LOW |
92.94 |
|
0.618 |
91.79 |
|
1.000 |
91.08 |
|
1.618 |
89.93 |
|
2.618 |
88.07 |
|
4.250 |
85.04 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.87 |
93.87 |
| PP |
93.64 |
93.64 |
| S1 |
93.42 |
93.42 |
|