NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
96.57 |
94.99 |
-1.58 |
-1.6% |
97.95 |
| High |
96.93 |
95.43 |
-1.50 |
-1.5% |
98.96 |
| Low |
94.69 |
94.42 |
-0.27 |
-0.3% |
94.69 |
| Close |
94.96 |
94.98 |
0.02 |
0.0% |
94.96 |
| Range |
2.24 |
1.01 |
-1.23 |
-54.9% |
4.27 |
| ATR |
1.63 |
1.59 |
-0.04 |
-2.7% |
0.00 |
| Volume |
77,070 |
90,107 |
13,037 |
16.9% |
324,304 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.97 |
97.49 |
95.54 |
|
| R3 |
96.96 |
96.48 |
95.26 |
|
| R2 |
95.95 |
95.95 |
95.17 |
|
| R1 |
95.47 |
95.47 |
95.07 |
95.21 |
| PP |
94.94 |
94.94 |
94.94 |
94.81 |
| S1 |
94.46 |
94.46 |
94.89 |
94.20 |
| S2 |
93.93 |
93.93 |
94.79 |
|
| S3 |
92.92 |
93.45 |
94.70 |
|
| S4 |
91.91 |
92.44 |
94.42 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.01 |
106.26 |
97.31 |
|
| R3 |
104.74 |
101.99 |
96.13 |
|
| R2 |
100.47 |
100.47 |
95.74 |
|
| R1 |
97.72 |
97.72 |
95.35 |
96.96 |
| PP |
96.20 |
96.20 |
96.20 |
95.83 |
| S1 |
93.45 |
93.45 |
94.57 |
92.69 |
| S2 |
91.93 |
91.93 |
94.18 |
|
| S3 |
87.66 |
89.18 |
93.79 |
|
| S4 |
83.39 |
84.91 |
92.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.68 |
94.42 |
4.26 |
4.5% |
1.23 |
1.3% |
13% |
False |
True |
73,825 |
| 10 |
100.36 |
94.42 |
5.94 |
6.3% |
1.45 |
1.5% |
9% |
False |
True |
77,331 |
| 20 |
103.34 |
94.42 |
8.92 |
9.4% |
1.63 |
1.7% |
6% |
False |
True |
73,648 |
| 40 |
105.15 |
94.42 |
10.73 |
11.3% |
1.62 |
1.7% |
5% |
False |
True |
54,213 |
| 60 |
107.94 |
94.42 |
13.52 |
14.2% |
1.62 |
1.7% |
4% |
False |
True |
43,220 |
| 80 |
107.94 |
94.42 |
13.52 |
14.2% |
1.58 |
1.7% |
4% |
False |
True |
36,708 |
| 100 |
107.94 |
90.40 |
17.54 |
18.5% |
1.55 |
1.6% |
26% |
False |
False |
32,995 |
| 120 |
107.94 |
90.35 |
17.59 |
18.5% |
1.52 |
1.6% |
26% |
False |
False |
28,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.72 |
|
2.618 |
98.07 |
|
1.618 |
97.06 |
|
1.000 |
96.44 |
|
0.618 |
96.05 |
|
HIGH |
95.43 |
|
0.618 |
95.04 |
|
0.500 |
94.93 |
|
0.382 |
94.81 |
|
LOW |
94.42 |
|
0.618 |
93.80 |
|
1.000 |
93.41 |
|
1.618 |
92.79 |
|
2.618 |
91.78 |
|
4.250 |
90.13 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.96 |
95.85 |
| PP |
94.94 |
95.56 |
| S1 |
94.93 |
95.27 |
|