NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.24 |
94.78 |
-0.46 |
-0.5% |
94.99 |
High |
95.65 |
95.27 |
-0.38 |
-0.4% |
95.74 |
Low |
94.16 |
94.24 |
0.08 |
0.1% |
93.43 |
Close |
94.54 |
94.95 |
0.41 |
0.4% |
94.95 |
Range |
1.49 |
1.03 |
-0.46 |
-30.9% |
2.31 |
ATR |
1.62 |
1.58 |
-0.04 |
-2.6% |
0.00 |
Volume |
94,393 |
98,653 |
4,260 |
4.5% |
426,942 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.91 |
97.46 |
95.52 |
|
R3 |
96.88 |
96.43 |
95.23 |
|
R2 |
95.85 |
95.85 |
95.14 |
|
R1 |
95.40 |
95.40 |
95.04 |
95.63 |
PP |
94.82 |
94.82 |
94.82 |
94.93 |
S1 |
94.37 |
94.37 |
94.86 |
94.60 |
S2 |
93.79 |
93.79 |
94.76 |
|
S3 |
92.76 |
93.34 |
94.67 |
|
S4 |
91.73 |
92.31 |
94.38 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
100.60 |
96.22 |
|
R3 |
99.33 |
98.29 |
95.59 |
|
R2 |
97.02 |
97.02 |
95.37 |
|
R1 |
95.98 |
95.98 |
95.16 |
95.35 |
PP |
94.71 |
94.71 |
94.71 |
94.39 |
S1 |
93.67 |
93.67 |
94.74 |
93.04 |
S2 |
92.40 |
92.40 |
94.53 |
|
S3 |
90.09 |
91.36 |
94.31 |
|
S4 |
87.78 |
89.05 |
93.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.74 |
93.43 |
2.31 |
2.4% |
1.41 |
1.5% |
66% |
False |
False |
85,388 |
10 |
98.96 |
93.43 |
5.53 |
5.8% |
1.36 |
1.4% |
27% |
False |
False |
75,124 |
20 |
102.99 |
93.43 |
9.56 |
10.1% |
1.54 |
1.6% |
16% |
False |
False |
77,148 |
40 |
105.15 |
93.43 |
11.72 |
12.3% |
1.62 |
1.7% |
13% |
False |
False |
60,161 |
60 |
107.94 |
93.43 |
14.51 |
15.3% |
1.65 |
1.7% |
10% |
False |
False |
47,438 |
80 |
107.94 |
93.43 |
14.51 |
15.3% |
1.60 |
1.7% |
10% |
False |
False |
40,174 |
100 |
107.94 |
90.40 |
17.54 |
18.5% |
1.57 |
1.7% |
26% |
False |
False |
36,060 |
120 |
107.94 |
90.35 |
17.59 |
18.5% |
1.53 |
1.6% |
26% |
False |
False |
31,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.65 |
2.618 |
97.97 |
1.618 |
96.94 |
1.000 |
96.30 |
0.618 |
95.91 |
HIGH |
95.27 |
0.618 |
94.88 |
0.500 |
94.76 |
0.382 |
94.63 |
LOW |
94.24 |
0.618 |
93.60 |
1.000 |
93.21 |
1.618 |
92.57 |
2.618 |
91.54 |
4.250 |
89.86 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.89 |
94.92 |
PP |
94.82 |
94.90 |
S1 |
94.76 |
94.87 |
|