NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
96.62 |
96.32 |
-0.30 |
-0.3% |
97.88 |
| High |
97.03 |
96.65 |
-0.38 |
-0.4% |
98.82 |
| Low |
96.03 |
94.36 |
-1.67 |
-1.7% |
94.36 |
| Close |
96.38 |
94.61 |
-1.77 |
-1.8% |
94.61 |
| Range |
1.00 |
2.29 |
1.29 |
129.0% |
4.46 |
| ATR |
1.67 |
1.71 |
0.04 |
2.7% |
0.00 |
| Volume |
255,401 |
282,138 |
26,737 |
10.5% |
1,219,075 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.08 |
100.63 |
95.87 |
|
| R3 |
99.79 |
98.34 |
95.24 |
|
| R2 |
97.50 |
97.50 |
95.03 |
|
| R1 |
96.05 |
96.05 |
94.82 |
95.63 |
| PP |
95.21 |
95.21 |
95.21 |
95.00 |
| S1 |
93.76 |
93.76 |
94.40 |
93.34 |
| S2 |
92.92 |
92.92 |
94.19 |
|
| S3 |
90.63 |
91.47 |
93.98 |
|
| S4 |
88.34 |
89.18 |
93.35 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.31 |
106.42 |
97.06 |
|
| R3 |
104.85 |
101.96 |
95.84 |
|
| R2 |
100.39 |
100.39 |
95.43 |
|
| R1 |
97.50 |
97.50 |
95.02 |
96.72 |
| PP |
95.93 |
95.93 |
95.93 |
95.54 |
| S1 |
93.04 |
93.04 |
94.20 |
92.26 |
| S2 |
91.47 |
91.47 |
93.79 |
|
| S3 |
87.01 |
88.58 |
93.38 |
|
| S4 |
82.55 |
84.12 |
92.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.82 |
94.36 |
4.46 |
4.7% |
1.38 |
1.5% |
6% |
False |
True |
243,815 |
| 10 |
101.23 |
94.36 |
6.87 |
7.3% |
1.58 |
1.7% |
4% |
False |
True |
266,587 |
| 20 |
103.88 |
94.36 |
9.52 |
10.1% |
1.74 |
1.8% |
3% |
False |
True |
216,638 |
| 40 |
107.79 |
94.36 |
13.43 |
14.2% |
1.73 |
1.8% |
2% |
False |
True |
159,065 |
| 60 |
109.70 |
94.36 |
15.34 |
16.2% |
1.77 |
1.9% |
2% |
False |
True |
130,269 |
| 80 |
109.70 |
94.36 |
15.34 |
16.2% |
1.73 |
1.8% |
2% |
False |
True |
114,667 |
| 100 |
109.70 |
91.05 |
18.65 |
19.7% |
1.74 |
1.8% |
19% |
False |
False |
108,912 |
| 120 |
109.70 |
90.69 |
19.01 |
20.1% |
1.75 |
1.8% |
21% |
False |
False |
100,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.38 |
|
2.618 |
102.65 |
|
1.618 |
100.36 |
|
1.000 |
98.94 |
|
0.618 |
98.07 |
|
HIGH |
96.65 |
|
0.618 |
95.78 |
|
0.500 |
95.51 |
|
0.382 |
95.23 |
|
LOW |
94.36 |
|
0.618 |
92.94 |
|
1.000 |
92.07 |
|
1.618 |
90.65 |
|
2.618 |
88.36 |
|
4.250 |
84.63 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.51 |
96.09 |
| PP |
95.21 |
95.60 |
| S1 |
94.91 |
95.10 |
|