NYMEX Light Sweet Crude Oil Future February 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 |
95.10 |
94.22 |
-0.88 |
-0.9% |
97.70 |
| High |
95.32 |
95.87 |
0.55 |
0.6% |
98.68 |
| Low |
93.64 |
94.15 |
0.51 |
0.5% |
94.83 |
| Close |
93.90 |
95.27 |
1.37 |
1.5% |
95.05 |
| Range |
1.68 |
1.72 |
0.04 |
2.4% |
3.85 |
| ATR |
1.49 |
1.52 |
0.03 |
2.3% |
0.00 |
| Volume |
40,206 |
35,668 |
-4,538 |
-11.3% |
176,643 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.48 |
96.22 |
|
| R3 |
98.54 |
97.76 |
95.74 |
|
| R2 |
96.82 |
96.82 |
95.59 |
|
| R1 |
96.04 |
96.04 |
95.43 |
96.43 |
| PP |
95.10 |
95.10 |
95.10 |
95.29 |
| S1 |
94.32 |
94.32 |
95.11 |
94.71 |
| S2 |
93.38 |
93.38 |
94.95 |
|
| S3 |
91.66 |
92.60 |
94.80 |
|
| S4 |
89.94 |
90.88 |
94.32 |
|
|
| 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 |
97.24 |
93.64 |
3.60 |
3.8% |
1.48 |
1.6% |
45% |
False |
False |
41,769 |
| 10 |
98.68 |
93.64 |
5.04 |
5.3% |
1.30 |
1.4% |
32% |
False |
False |
37,497 |
| 20 |
102.49 |
93.64 |
8.85 |
9.3% |
1.51 |
1.6% |
18% |
False |
False |
38,187 |
| 40 |
103.73 |
93.64 |
10.09 |
10.6% |
1.51 |
1.6% |
16% |
False |
False |
28,953 |
| 60 |
106.22 |
93.64 |
12.58 |
13.2% |
1.50 |
1.6% |
13% |
False |
False |
22,959 |
| 80 |
106.22 |
93.64 |
12.58 |
13.2% |
1.44 |
1.5% |
13% |
False |
False |
19,413 |
| 100 |
106.22 |
90.05 |
16.17 |
17.0% |
1.38 |
1.4% |
32% |
False |
False |
17,158 |
| 120 |
106.22 |
90.05 |
16.17 |
17.0% |
1.36 |
1.4% |
32% |
False |
False |
14,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.18 |
|
2.618 |
100.37 |
|
1.618 |
98.65 |
|
1.000 |
97.59 |
|
0.618 |
96.93 |
|
HIGH |
95.87 |
|
0.618 |
95.21 |
|
0.500 |
95.01 |
|
0.382 |
94.81 |
|
LOW |
94.15 |
|
0.618 |
93.09 |
|
1.000 |
92.43 |
|
1.618 |
91.37 |
|
2.618 |
89.65 |
|
4.250 |
86.84 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.18 |
95.10 |
| PP |
95.10 |
94.93 |
| S1 |
95.01 |
94.76 |
|