NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.82 |
94.07 |
-0.75 |
-0.8% |
97.95 |
High |
95.22 |
95.74 |
0.52 |
0.5% |
98.96 |
Low |
93.43 |
94.00 |
0.57 |
0.6% |
94.69 |
Close |
93.73 |
95.13 |
1.40 |
1.5% |
94.96 |
Range |
1.79 |
1.74 |
-0.05 |
-2.8% |
4.27 |
ATR |
1.60 |
1.63 |
0.03 |
1.8% |
0.00 |
Volume |
70,984 |
72,805 |
1,821 |
2.6% |
324,304 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.18 |
99.39 |
96.09 |
|
R3 |
98.44 |
97.65 |
95.61 |
|
R2 |
96.70 |
96.70 |
95.45 |
|
R1 |
95.91 |
95.91 |
95.29 |
96.31 |
PP |
94.96 |
94.96 |
94.96 |
95.15 |
S1 |
94.17 |
94.17 |
94.97 |
94.57 |
S2 |
93.22 |
93.22 |
94.81 |
|
S3 |
91.48 |
92.43 |
94.65 |
|
S4 |
89.74 |
90.69 |
94.17 |
|
|
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 |
97.28 |
93.43 |
3.85 |
4.0% |
1.55 |
1.6% |
44% |
False |
False |
81,986 |
10 |
98.96 |
93.43 |
5.53 |
5.8% |
1.38 |
1.5% |
31% |
False |
False |
73,045 |
20 |
102.99 |
93.43 |
9.56 |
10.0% |
1.62 |
1.7% |
18% |
False |
False |
74,406 |
40 |
105.15 |
93.43 |
11.72 |
12.3% |
1.63 |
1.7% |
15% |
False |
False |
56,576 |
60 |
107.94 |
93.43 |
14.51 |
15.3% |
1.64 |
1.7% |
12% |
False |
False |
44,903 |
80 |
107.94 |
93.43 |
14.51 |
15.3% |
1.60 |
1.7% |
12% |
False |
False |
38,085 |
100 |
107.94 |
90.40 |
17.54 |
18.4% |
1.56 |
1.6% |
27% |
False |
False |
34,247 |
120 |
107.94 |
90.35 |
17.59 |
18.5% |
1.53 |
1.6% |
27% |
False |
False |
29,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.14 |
2.618 |
100.30 |
1.618 |
98.56 |
1.000 |
97.48 |
0.618 |
96.82 |
HIGH |
95.74 |
0.618 |
95.08 |
0.500 |
94.87 |
0.382 |
94.66 |
LOW |
94.00 |
0.618 |
92.92 |
1.000 |
92.26 |
1.618 |
91.18 |
2.618 |
89.44 |
4.250 |
86.61 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.04 |
94.95 |
PP |
94.96 |
94.77 |
S1 |
94.87 |
94.59 |
|