NYMEX Light Sweet Crude Oil Future July 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 |
93.20 |
93.40 |
0.20 |
0.2% |
93.22 |
| High |
94.00 |
94.21 |
0.21 |
0.2% |
93.83 |
| Low |
93.20 |
92.57 |
-0.63 |
-0.7% |
92.50 |
| Close |
94.00 |
92.79 |
-1.21 |
-1.3% |
93.44 |
| Range |
0.80 |
1.64 |
0.84 |
105.0% |
1.33 |
| ATR |
0.94 |
0.99 |
0.05 |
5.4% |
0.00 |
| Volume |
6,774 |
4,191 |
-2,583 |
-38.1% |
24,815 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.11 |
97.09 |
93.69 |
|
| R3 |
96.47 |
95.45 |
93.24 |
|
| R2 |
94.83 |
94.83 |
93.09 |
|
| R1 |
93.81 |
93.81 |
92.94 |
93.50 |
| PP |
93.19 |
93.19 |
93.19 |
93.04 |
| S1 |
92.17 |
92.17 |
92.64 |
91.86 |
| S2 |
91.55 |
91.55 |
92.49 |
|
| S3 |
89.91 |
90.53 |
92.34 |
|
| S4 |
88.27 |
88.89 |
91.89 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.25 |
96.67 |
94.17 |
|
| R3 |
95.92 |
95.34 |
93.81 |
|
| R2 |
94.59 |
94.59 |
93.68 |
|
| R1 |
94.01 |
94.01 |
93.56 |
94.30 |
| PP |
93.26 |
93.26 |
93.26 |
93.40 |
| S1 |
92.68 |
92.68 |
93.32 |
92.97 |
| S2 |
91.93 |
91.93 |
93.20 |
|
| S3 |
90.60 |
91.35 |
93.07 |
|
| S4 |
89.27 |
90.02 |
92.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.21 |
92.57 |
1.64 |
1.8% |
0.95 |
1.0% |
13% |
True |
True |
5,174 |
| 10 |
95.08 |
92.50 |
2.58 |
2.8% |
0.91 |
1.0% |
11% |
False |
False |
5,287 |
| 20 |
98.67 |
92.50 |
6.17 |
6.6% |
0.91 |
1.0% |
5% |
False |
False |
4,437 |
| 40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.90 |
1.0% |
5% |
False |
False |
3,198 |
| 60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.82 |
0.9% |
4% |
False |
False |
2,778 |
| 80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.78 |
0.8% |
4% |
False |
False |
2,580 |
| 100 |
99.49 |
88.01 |
11.48 |
12.4% |
0.71 |
0.8% |
42% |
False |
False |
2,677 |
| 120 |
99.49 |
88.01 |
11.48 |
12.4% |
0.65 |
0.7% |
42% |
False |
False |
2,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
98.50 |
|
1.618 |
96.86 |
|
1.000 |
95.85 |
|
0.618 |
95.22 |
|
HIGH |
94.21 |
|
0.618 |
93.58 |
|
0.500 |
93.39 |
|
0.382 |
93.20 |
|
LOW |
92.57 |
|
0.618 |
91.56 |
|
1.000 |
90.93 |
|
1.618 |
89.92 |
|
2.618 |
88.28 |
|
4.250 |
85.60 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.39 |
93.39 |
| PP |
93.19 |
93.19 |
| S1 |
92.99 |
92.99 |
|