NYMEX Light Sweet Crude Oil Future July 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 |
93.09 |
93.95 |
0.86 |
0.9% |
93.22 |
| High |
94.10 |
94.66 |
0.56 |
0.6% |
93.83 |
| Low |
93.09 |
93.28 |
0.19 |
0.2% |
92.50 |
| Close |
93.90 |
94.20 |
0.30 |
0.3% |
93.44 |
| Range |
1.01 |
1.38 |
0.37 |
36.6% |
1.33 |
| ATR |
1.01 |
1.04 |
0.03 |
2.6% |
0.00 |
| Volume |
6,573 |
8,143 |
1,570 |
23.9% |
24,815 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.19 |
97.57 |
94.96 |
|
| R3 |
96.81 |
96.19 |
94.58 |
|
| R2 |
95.43 |
95.43 |
94.45 |
|
| R1 |
94.81 |
94.81 |
94.33 |
95.12 |
| PP |
94.05 |
94.05 |
94.05 |
94.20 |
| S1 |
93.43 |
93.43 |
94.07 |
93.74 |
| S2 |
92.67 |
92.67 |
93.95 |
|
| S3 |
91.29 |
92.05 |
93.82 |
|
| S4 |
89.91 |
90.67 |
93.44 |
|
|
| 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 |
94.66 |
92.57 |
2.09 |
2.2% |
1.03 |
1.1% |
78% |
True |
False |
6,230 |
| 10 |
94.66 |
92.50 |
2.16 |
2.3% |
1.06 |
1.1% |
79% |
True |
False |
5,702 |
| 20 |
97.33 |
92.50 |
4.83 |
5.1% |
0.92 |
1.0% |
35% |
False |
False |
4,849 |
| 40 |
98.67 |
92.50 |
6.17 |
6.5% |
0.87 |
0.9% |
28% |
False |
False |
3,467 |
| 60 |
99.49 |
92.50 |
6.99 |
7.4% |
0.84 |
0.9% |
24% |
False |
False |
2,975 |
| 80 |
99.49 |
92.50 |
6.99 |
7.4% |
0.79 |
0.8% |
24% |
False |
False |
2,684 |
| 100 |
99.49 |
89.60 |
9.89 |
10.5% |
0.72 |
0.8% |
47% |
False |
False |
2,772 |
| 120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.66 |
0.7% |
54% |
False |
False |
2,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.53 |
|
2.618 |
98.27 |
|
1.618 |
96.89 |
|
1.000 |
96.04 |
|
0.618 |
95.51 |
|
HIGH |
94.66 |
|
0.618 |
94.13 |
|
0.500 |
93.97 |
|
0.382 |
93.81 |
|
LOW |
93.28 |
|
0.618 |
92.43 |
|
1.000 |
91.90 |
|
1.618 |
91.05 |
|
2.618 |
89.67 |
|
4.250 |
87.42 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.12 |
94.01 |
| PP |
94.05 |
93.81 |
| S1 |
93.97 |
93.62 |
|