NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.28 |
94.52 |
0.24 |
0.3% |
94.16 |
| High |
95.07 |
94.99 |
-0.08 |
-0.1% |
95.07 |
| Low |
93.52 |
94.20 |
0.68 |
0.7% |
92.94 |
| Close |
94.57 |
94.46 |
-0.11 |
-0.1% |
94.46 |
| Range |
1.55 |
0.79 |
-0.76 |
-49.0% |
2.13 |
| ATR |
1.30 |
1.26 |
-0.04 |
-2.8% |
0.00 |
| Volume |
43,700 |
63,932 |
20,232 |
46.3% |
201,914 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
96.48 |
94.89 |
|
| R3 |
96.13 |
95.69 |
94.68 |
|
| R2 |
95.34 |
95.34 |
94.60 |
|
| R1 |
94.90 |
94.90 |
94.53 |
94.73 |
| PP |
94.55 |
94.55 |
94.55 |
94.46 |
| S1 |
94.11 |
94.11 |
94.39 |
93.94 |
| S2 |
93.76 |
93.76 |
94.32 |
|
| S3 |
92.97 |
93.32 |
94.24 |
|
| S4 |
92.18 |
92.53 |
94.03 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
99.63 |
95.63 |
|
| R3 |
98.42 |
97.50 |
95.05 |
|
| R2 |
96.29 |
96.29 |
94.85 |
|
| R1 |
95.37 |
95.37 |
94.66 |
95.83 |
| PP |
94.16 |
94.16 |
94.16 |
94.39 |
| S1 |
93.24 |
93.24 |
94.26 |
93.70 |
| S2 |
92.03 |
92.03 |
94.07 |
|
| S3 |
89.90 |
91.11 |
93.87 |
|
| S4 |
87.77 |
88.98 |
93.29 |
|
|
| 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% |
1.32 |
1.4% |
71% |
False |
False |
40,382 |
| 10 |
95.07 |
92.87 |
2.20 |
2.3% |
1.20 |
1.3% |
72% |
False |
False |
37,543 |
| 20 |
97.87 |
92.87 |
5.00 |
5.3% |
1.21 |
1.3% |
32% |
False |
False |
37,522 |
| 40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.26 |
1.3% |
24% |
False |
False |
31,145 |
| 60 |
100.65 |
92.87 |
7.78 |
8.2% |
1.33 |
1.4% |
20% |
False |
False |
27,902 |
| 80 |
100.65 |
92.87 |
7.78 |
8.2% |
1.26 |
1.3% |
20% |
False |
False |
25,015 |
| 100 |
100.65 |
90.08 |
10.57 |
11.2% |
1.21 |
1.3% |
41% |
False |
False |
25,109 |
| 120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.24 |
1.3% |
51% |
False |
False |
24,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.35 |
|
2.618 |
97.06 |
|
1.618 |
96.27 |
|
1.000 |
95.78 |
|
0.618 |
95.48 |
|
HIGH |
94.99 |
|
0.618 |
94.69 |
|
0.500 |
94.60 |
|
0.382 |
94.50 |
|
LOW |
94.20 |
|
0.618 |
93.71 |
|
1.000 |
93.41 |
|
1.618 |
92.92 |
|
2.618 |
92.13 |
|
4.250 |
90.84 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.60 |
94.36 |
| PP |
94.55 |
94.25 |
| S1 |
94.51 |
94.15 |
|