NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
94.07 |
95.24 |
1.17 |
1.2% |
97.95 |
| High |
95.74 |
95.65 |
-0.09 |
-0.1% |
98.96 |
| Low |
94.00 |
94.16 |
0.16 |
0.2% |
94.69 |
| Close |
95.13 |
94.54 |
-0.59 |
-0.6% |
94.96 |
| Range |
1.74 |
1.49 |
-0.25 |
-14.4% |
4.27 |
| ATR |
1.63 |
1.62 |
-0.01 |
-0.6% |
0.00 |
| Volume |
72,805 |
94,393 |
21,588 |
29.7% |
324,304 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.25 |
98.39 |
95.36 |
|
| R3 |
97.76 |
96.90 |
94.95 |
|
| R2 |
96.27 |
96.27 |
94.81 |
|
| R1 |
95.41 |
95.41 |
94.68 |
95.10 |
| PP |
94.78 |
94.78 |
94.78 |
94.63 |
| S1 |
93.92 |
93.92 |
94.40 |
93.61 |
| S2 |
93.29 |
93.29 |
94.27 |
|
| S3 |
91.80 |
92.43 |
94.13 |
|
| S4 |
90.31 |
90.94 |
93.72 |
|
|
| 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 |
96.93 |
93.43 |
3.50 |
3.7% |
1.65 |
1.7% |
32% |
False |
False |
81,071 |
| 10 |
98.96 |
93.43 |
5.53 |
5.8% |
1.36 |
1.4% |
20% |
False |
False |
72,589 |
| 20 |
102.99 |
93.43 |
9.56 |
10.1% |
1.58 |
1.7% |
12% |
False |
False |
75,842 |
| 40 |
105.15 |
93.43 |
11.72 |
12.4% |
1.63 |
1.7% |
9% |
False |
False |
58,432 |
| 60 |
107.94 |
93.43 |
14.51 |
15.3% |
1.64 |
1.7% |
8% |
False |
False |
46,173 |
| 80 |
107.94 |
93.43 |
14.51 |
15.3% |
1.60 |
1.7% |
8% |
False |
False |
39,105 |
| 100 |
107.94 |
90.40 |
17.54 |
18.6% |
1.57 |
1.7% |
24% |
False |
False |
35,121 |
| 120 |
107.94 |
90.35 |
17.59 |
18.6% |
1.53 |
1.6% |
24% |
False |
False |
30,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.98 |
|
2.618 |
99.55 |
|
1.618 |
98.06 |
|
1.000 |
97.14 |
|
0.618 |
96.57 |
|
HIGH |
95.65 |
|
0.618 |
95.08 |
|
0.500 |
94.91 |
|
0.382 |
94.73 |
|
LOW |
94.16 |
|
0.618 |
93.24 |
|
1.000 |
92.67 |
|
1.618 |
91.75 |
|
2.618 |
90.26 |
|
4.250 |
87.83 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.91 |
94.59 |
| PP |
94.78 |
94.57 |
| S1 |
94.66 |
94.56 |
|