NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.00 |
93.07 |
-1.93 |
-2.0% |
94.52 |
High |
95.22 |
94.54 |
-0.68 |
-0.7% |
95.40 |
Low |
92.86 |
92.93 |
0.07 |
0.1% |
93.07 |
Close |
93.04 |
93.88 |
0.84 |
0.9% |
94.60 |
Range |
2.36 |
1.61 |
-0.75 |
-31.8% |
2.33 |
ATR |
1.67 |
1.66 |
0.00 |
-0.2% |
0.00 |
Volume |
353,689 |
305,009 |
-48,680 |
-13.8% |
1,230,572 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.61 |
97.86 |
94.77 |
|
R3 |
97.00 |
96.25 |
94.32 |
|
R2 |
95.39 |
95.39 |
94.18 |
|
R1 |
94.64 |
94.64 |
94.03 |
95.02 |
PP |
93.78 |
93.78 |
93.78 |
93.97 |
S1 |
93.03 |
93.03 |
93.73 |
93.41 |
S2 |
92.17 |
92.17 |
93.58 |
|
S3 |
90.56 |
91.42 |
93.44 |
|
S4 |
88.95 |
89.81 |
92.99 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.35 |
100.30 |
95.88 |
|
R3 |
99.02 |
97.97 |
95.24 |
|
R2 |
96.69 |
96.69 |
95.03 |
|
R1 |
95.64 |
95.64 |
94.81 |
96.17 |
PP |
94.36 |
94.36 |
94.36 |
94.62 |
S1 |
93.31 |
93.31 |
94.39 |
93.84 |
S2 |
92.03 |
92.03 |
94.17 |
|
S3 |
89.70 |
90.98 |
93.96 |
|
S4 |
87.37 |
88.65 |
93.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.38 |
92.86 |
2.52 |
2.7% |
1.55 |
1.7% |
40% |
False |
False |
273,541 |
10 |
97.03 |
92.86 |
4.17 |
4.4% |
1.57 |
1.7% |
24% |
False |
False |
263,353 |
20 |
102.52 |
92.86 |
9.66 |
10.3% |
1.59 |
1.7% |
11% |
False |
False |
260,989 |
40 |
106.68 |
92.86 |
13.82 |
14.7% |
1.67 |
1.8% |
7% |
False |
False |
195,308 |
60 |
109.70 |
92.86 |
16.84 |
17.9% |
1.79 |
1.9% |
6% |
False |
False |
156,668 |
80 |
109.70 |
92.86 |
16.84 |
17.9% |
1.74 |
1.9% |
6% |
False |
False |
133,134 |
100 |
109.70 |
92.00 |
17.70 |
18.9% |
1.70 |
1.8% |
11% |
False |
False |
124,407 |
120 |
109.70 |
90.69 |
19.01 |
20.2% |
1.74 |
1.8% |
17% |
False |
False |
114,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.38 |
2.618 |
98.75 |
1.618 |
97.14 |
1.000 |
96.15 |
0.618 |
95.53 |
HIGH |
94.54 |
0.618 |
93.92 |
0.500 |
93.74 |
0.382 |
93.55 |
LOW |
92.93 |
0.618 |
91.94 |
1.000 |
91.32 |
1.618 |
90.33 |
2.618 |
88.72 |
4.250 |
86.09 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.83 |
94.12 |
PP |
93.78 |
94.04 |
S1 |
93.74 |
93.96 |
|