NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.28 |
94.28 |
1.00 |
1.1% |
93.53 |
| High |
94.61 |
95.07 |
0.46 |
0.5% |
94.59 |
| Low |
93.22 |
93.52 |
0.30 |
0.3% |
92.87 |
| Close |
94.31 |
94.57 |
0.26 |
0.3% |
93.98 |
| Range |
1.39 |
1.55 |
0.16 |
11.5% |
1.72 |
| ATR |
1.28 |
1.30 |
0.02 |
1.5% |
0.00 |
| Volume |
50,135 |
43,700 |
-6,435 |
-12.8% |
173,519 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.04 |
98.35 |
95.42 |
|
| R3 |
97.49 |
96.80 |
95.00 |
|
| R2 |
95.94 |
95.94 |
94.85 |
|
| R1 |
95.25 |
95.25 |
94.71 |
95.60 |
| PP |
94.39 |
94.39 |
94.39 |
94.56 |
| S1 |
93.70 |
93.70 |
94.43 |
94.05 |
| S2 |
92.84 |
92.84 |
94.29 |
|
| S3 |
91.29 |
92.15 |
94.14 |
|
| S4 |
89.74 |
90.60 |
93.72 |
|
|
| 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 |
95.07 |
92.94 |
2.13 |
2.3% |
1.33 |
1.4% |
77% |
True |
False |
34,529 |
| 10 |
95.31 |
92.87 |
2.44 |
2.6% |
1.30 |
1.4% |
70% |
False |
False |
35,831 |
| 20 |
98.32 |
92.87 |
5.45 |
5.8% |
1.22 |
1.3% |
31% |
False |
False |
36,501 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.27 |
1.3% |
26% |
False |
False |
30,108 |
| 60 |
100.65 |
92.87 |
7.78 |
8.2% |
1.33 |
1.4% |
22% |
False |
False |
27,237 |
| 80 |
100.65 |
92.87 |
7.78 |
8.2% |
1.27 |
1.3% |
22% |
False |
False |
24,434 |
| 100 |
100.65 |
88.85 |
11.80 |
12.5% |
1.22 |
1.3% |
48% |
False |
False |
24,689 |
| 120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.25 |
1.3% |
52% |
False |
False |
23,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.66 |
|
2.618 |
99.13 |
|
1.618 |
97.58 |
|
1.000 |
96.62 |
|
0.618 |
96.03 |
|
HIGH |
95.07 |
|
0.618 |
94.48 |
|
0.500 |
94.30 |
|
0.382 |
94.11 |
|
LOW |
93.52 |
|
0.618 |
92.56 |
|
1.000 |
91.97 |
|
1.618 |
91.01 |
|
2.618 |
89.46 |
|
4.250 |
86.93 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.48 |
94.38 |
| PP |
94.39 |
94.19 |
| S1 |
94.30 |
94.01 |
|