NYMEX Light Sweet Crude Oil Future February 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 |
96.60 |
95.03 |
-1.57 |
-1.6% |
97.70 |
High |
96.92 |
95.50 |
-1.42 |
-1.5% |
98.68 |
Low |
94.83 |
94.52 |
-0.31 |
-0.3% |
94.83 |
Close |
95.05 |
95.13 |
0.08 |
0.1% |
95.05 |
Range |
2.09 |
0.98 |
-1.11 |
-53.1% |
3.85 |
ATR |
1.51 |
1.47 |
-0.04 |
-2.5% |
0.00 |
Volume |
41,092 |
32,404 |
-8,688 |
-21.1% |
176,643 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.99 |
97.54 |
95.67 |
|
R3 |
97.01 |
96.56 |
95.40 |
|
R2 |
96.03 |
96.03 |
95.31 |
|
R1 |
95.58 |
95.58 |
95.22 |
95.81 |
PP |
95.05 |
95.05 |
95.05 |
95.16 |
S1 |
94.60 |
94.60 |
95.04 |
94.83 |
S2 |
94.07 |
94.07 |
94.95 |
|
S3 |
93.09 |
93.62 |
94.86 |
|
S4 |
92.11 |
92.64 |
94.59 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.74 |
105.24 |
97.17 |
|
R3 |
103.89 |
101.39 |
96.11 |
|
R2 |
100.04 |
100.04 |
95.76 |
|
R1 |
97.54 |
97.54 |
95.40 |
96.87 |
PP |
96.19 |
96.19 |
96.19 |
95.85 |
S1 |
93.69 |
93.69 |
94.70 |
93.02 |
S2 |
92.34 |
92.34 |
94.34 |
|
S3 |
88.49 |
89.84 |
93.99 |
|
S4 |
84.64 |
85.99 |
92.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.46 |
94.52 |
3.94 |
4.1% |
1.14 |
1.2% |
15% |
False |
True |
36,967 |
10 |
100.08 |
94.52 |
5.56 |
5.8% |
1.35 |
1.4% |
11% |
False |
True |
40,335 |
20 |
102.52 |
94.52 |
8.00 |
8.4% |
1.51 |
1.6% |
8% |
False |
True |
38,066 |
40 |
103.73 |
94.52 |
9.21 |
9.7% |
1.51 |
1.6% |
7% |
False |
True |
27,895 |
60 |
106.22 |
94.52 |
11.70 |
12.3% |
1.48 |
1.6% |
5% |
False |
True |
22,004 |
80 |
106.22 |
94.52 |
11.70 |
12.3% |
1.42 |
1.5% |
5% |
False |
True |
18,657 |
100 |
106.22 |
90.05 |
16.17 |
17.0% |
1.37 |
1.4% |
31% |
False |
False |
16,464 |
120 |
106.22 |
90.05 |
16.17 |
17.0% |
1.35 |
1.4% |
31% |
False |
False |
14,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.67 |
2.618 |
98.07 |
1.618 |
97.09 |
1.000 |
96.48 |
0.618 |
96.11 |
HIGH |
95.50 |
0.618 |
95.13 |
0.500 |
95.01 |
0.382 |
94.89 |
LOW |
94.52 |
0.618 |
93.91 |
1.000 |
93.54 |
1.618 |
92.93 |
2.618 |
91.95 |
4.250 |
90.36 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.09 |
95.88 |
PP |
95.05 |
95.63 |
S1 |
95.01 |
95.38 |
|