NYMEX Light Sweet Crude Oil Future January 2014
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 |
95.33 |
93.57 |
-1.76 |
-1.8% |
94.99 |
High |
95.54 |
95.06 |
-0.48 |
-0.5% |
95.74 |
Low |
93.30 |
93.46 |
0.16 |
0.2% |
93.43 |
Close |
93.52 |
94.49 |
0.97 |
1.0% |
94.95 |
Range |
2.24 |
1.60 |
-0.64 |
-28.6% |
2.31 |
ATR |
1.60 |
1.60 |
0.00 |
0.0% |
0.00 |
Volume |
151,585 |
144,457 |
-7,128 |
-4.7% |
426,942 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.14 |
98.41 |
95.37 |
|
R3 |
97.54 |
96.81 |
94.93 |
|
R2 |
95.94 |
95.94 |
94.78 |
|
R1 |
95.21 |
95.21 |
94.64 |
95.58 |
PP |
94.34 |
94.34 |
94.34 |
94.52 |
S1 |
93.61 |
93.61 |
94.34 |
93.98 |
S2 |
92.74 |
92.74 |
94.20 |
|
S3 |
91.14 |
92.01 |
94.05 |
|
S4 |
89.54 |
90.41 |
93.61 |
|
|
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 |
95.71 |
93.30 |
2.41 |
2.6% |
1.52 |
1.6% |
49% |
False |
False |
113,926 |
10 |
97.28 |
93.30 |
3.98 |
4.2% |
1.54 |
1.6% |
30% |
False |
False |
97,956 |
20 |
102.32 |
93.30 |
9.02 |
9.5% |
1.54 |
1.6% |
13% |
False |
False |
86,185 |
40 |
105.15 |
93.30 |
11.85 |
12.5% |
1.59 |
1.7% |
10% |
False |
False |
67,833 |
60 |
107.94 |
93.30 |
14.64 |
15.5% |
1.67 |
1.8% |
8% |
False |
False |
52,780 |
80 |
107.94 |
93.30 |
14.64 |
15.5% |
1.61 |
1.7% |
8% |
False |
False |
44,236 |
100 |
107.94 |
91.40 |
16.54 |
17.5% |
1.54 |
1.6% |
19% |
False |
False |
39,489 |
120 |
107.94 |
90.35 |
17.59 |
18.6% |
1.54 |
1.6% |
24% |
False |
False |
34,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.86 |
2.618 |
99.25 |
1.618 |
97.65 |
1.000 |
96.66 |
0.618 |
96.05 |
HIGH |
95.06 |
0.618 |
94.45 |
0.500 |
94.26 |
0.382 |
94.07 |
LOW |
93.46 |
0.618 |
92.47 |
1.000 |
91.86 |
1.618 |
90.87 |
2.618 |
89.27 |
4.250 |
86.66 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.41 |
94.51 |
PP |
94.34 |
94.50 |
S1 |
94.26 |
94.50 |
|