NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.74 |
94.91 |
1.17 |
1.2% |
97.88 |
High |
95.40 |
95.31 |
-0.09 |
-0.1% |
98.82 |
Low |
93.65 |
93.80 |
0.15 |
0.2% |
94.36 |
Close |
94.80 |
94.20 |
-0.60 |
-0.6% |
94.61 |
Range |
1.75 |
1.51 |
-0.24 |
-13.7% |
4.46 |
ATR |
1.70 |
1.69 |
-0.01 |
-0.8% |
0.00 |
Volume |
282,722 |
260,597 |
-22,125 |
-7.8% |
1,219,075 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.97 |
98.09 |
95.03 |
|
R3 |
97.46 |
96.58 |
94.62 |
|
R2 |
95.95 |
95.95 |
94.48 |
|
R1 |
95.07 |
95.07 |
94.34 |
94.76 |
PP |
94.44 |
94.44 |
94.44 |
94.28 |
S1 |
93.56 |
93.56 |
94.06 |
93.25 |
S2 |
92.93 |
92.93 |
93.92 |
|
S3 |
91.42 |
92.05 |
93.78 |
|
S4 |
89.91 |
90.54 |
93.37 |
|
|
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 |
96.65 |
93.07 |
3.58 |
3.8% |
1.69 |
1.8% |
32% |
False |
False |
254,204 |
10 |
98.82 |
93.07 |
5.75 |
6.1% |
1.41 |
1.5% |
20% |
False |
False |
240,058 |
20 |
103.15 |
93.07 |
10.08 |
10.7% |
1.65 |
1.7% |
11% |
False |
False |
236,609 |
40 |
106.68 |
93.07 |
13.61 |
14.4% |
1.71 |
1.8% |
8% |
False |
False |
175,861 |
60 |
109.70 |
93.07 |
16.63 |
17.7% |
1.77 |
1.9% |
7% |
False |
False |
142,496 |
80 |
109.70 |
93.07 |
16.63 |
17.7% |
1.74 |
1.8% |
7% |
False |
False |
123,024 |
100 |
109.70 |
91.05 |
18.65 |
19.8% |
1.74 |
1.8% |
17% |
False |
False |
116,237 |
120 |
109.70 |
90.69 |
19.01 |
20.2% |
1.74 |
1.8% |
18% |
False |
False |
107,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.73 |
2.618 |
99.26 |
1.618 |
97.75 |
1.000 |
96.82 |
0.618 |
96.24 |
HIGH |
95.31 |
0.618 |
94.73 |
0.500 |
94.56 |
0.382 |
94.38 |
LOW |
93.80 |
0.618 |
92.87 |
1.000 |
92.29 |
1.618 |
91.36 |
2.618 |
89.85 |
4.250 |
87.38 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.56 |
94.24 |
PP |
94.44 |
94.22 |
S1 |
94.32 |
94.21 |
|