NYMEX Light Sweet Crude Oil Future July 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 |
93.95 |
94.03 |
0.08 |
0.1% |
93.20 |
| High |
94.66 |
94.18 |
-0.48 |
-0.5% |
94.66 |
| Low |
93.28 |
94.03 |
0.75 |
0.8% |
92.57 |
| Close |
94.20 |
94.07 |
-0.13 |
-0.1% |
94.07 |
| Range |
1.38 |
0.15 |
-1.23 |
-89.1% |
2.09 |
| ATR |
1.04 |
0.98 |
-0.06 |
-6.0% |
0.00 |
| Volume |
8,143 |
13,036 |
4,893 |
60.1% |
38,717 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.54 |
94.46 |
94.15 |
|
| R3 |
94.39 |
94.31 |
94.11 |
|
| R2 |
94.24 |
94.24 |
94.10 |
|
| R1 |
94.16 |
94.16 |
94.08 |
94.20 |
| PP |
94.09 |
94.09 |
94.09 |
94.12 |
| S1 |
94.01 |
94.01 |
94.06 |
94.05 |
| S2 |
93.94 |
93.94 |
94.04 |
|
| S3 |
93.79 |
93.86 |
94.03 |
|
| S4 |
93.64 |
93.71 |
93.99 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.04 |
99.14 |
95.22 |
|
| R3 |
97.95 |
97.05 |
94.64 |
|
| R2 |
95.86 |
95.86 |
94.45 |
|
| R1 |
94.96 |
94.96 |
94.26 |
95.41 |
| PP |
93.77 |
93.77 |
93.77 |
93.99 |
| S1 |
92.87 |
92.87 |
93.88 |
93.32 |
| S2 |
91.68 |
91.68 |
93.69 |
|
| S3 |
89.59 |
90.78 |
93.50 |
|
| S4 |
87.50 |
88.69 |
92.92 |
|
|
| 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% |
1.00 |
1.1% |
72% |
False |
False |
7,743 |
| 10 |
94.66 |
92.50 |
2.16 |
2.3% |
0.91 |
1.0% |
73% |
False |
False |
6,353 |
| 20 |
96.76 |
92.50 |
4.26 |
4.5% |
0.91 |
1.0% |
37% |
False |
False |
5,347 |
| 40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.86 |
0.9% |
25% |
False |
False |
3,731 |
| 60 |
99.49 |
92.50 |
6.99 |
7.4% |
0.84 |
0.9% |
22% |
False |
False |
3,160 |
| 80 |
99.49 |
92.50 |
6.99 |
7.4% |
0.78 |
0.8% |
22% |
False |
False |
2,818 |
| 100 |
99.49 |
90.26 |
9.23 |
9.8% |
0.72 |
0.8% |
41% |
False |
False |
2,890 |
| 120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.66 |
0.7% |
53% |
False |
False |
3,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.82 |
|
2.618 |
94.57 |
|
1.618 |
94.42 |
|
1.000 |
94.33 |
|
0.618 |
94.27 |
|
HIGH |
94.18 |
|
0.618 |
94.12 |
|
0.500 |
94.11 |
|
0.382 |
94.09 |
|
LOW |
94.03 |
|
0.618 |
93.94 |
|
1.000 |
93.88 |
|
1.618 |
93.79 |
|
2.618 |
93.64 |
|
4.250 |
93.39 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.11 |
94.01 |
| PP |
94.09 |
93.94 |
| S1 |
94.08 |
93.88 |
|