NYMEX Light Sweet Crude Oil Future February 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 |
94.22 |
95.36 |
1.14 |
1.2% |
97.70 |
High |
95.87 |
95.75 |
-0.12 |
-0.1% |
98.68 |
Low |
94.15 |
94.34 |
0.19 |
0.2% |
94.83 |
Close |
95.27 |
94.66 |
-0.61 |
-0.6% |
95.05 |
Range |
1.72 |
1.41 |
-0.31 |
-18.0% |
3.85 |
ATR |
1.52 |
1.52 |
-0.01 |
-0.5% |
0.00 |
Volume |
35,668 |
36,641 |
973 |
2.7% |
176,643 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.15 |
98.31 |
95.44 |
|
R3 |
97.74 |
96.90 |
95.05 |
|
R2 |
96.33 |
96.33 |
94.92 |
|
R1 |
95.49 |
95.49 |
94.79 |
95.21 |
PP |
94.92 |
94.92 |
94.92 |
94.77 |
S1 |
94.08 |
94.08 |
94.53 |
93.80 |
S2 |
93.51 |
93.51 |
94.40 |
|
S3 |
92.10 |
92.67 |
94.27 |
|
S4 |
90.69 |
91.26 |
93.88 |
|
|
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 |
96.92 |
93.64 |
3.28 |
3.5% |
1.58 |
1.7% |
31% |
False |
False |
37,202 |
10 |
98.68 |
93.64 |
5.04 |
5.3% |
1.28 |
1.4% |
20% |
False |
False |
36,201 |
20 |
102.49 |
93.64 |
8.85 |
9.3% |
1.47 |
1.6% |
12% |
False |
False |
38,624 |
40 |
103.73 |
93.64 |
10.09 |
10.7% |
1.51 |
1.6% |
10% |
False |
False |
29,499 |
60 |
106.22 |
93.64 |
12.58 |
13.3% |
1.51 |
1.6% |
8% |
False |
False |
23,442 |
80 |
106.22 |
93.64 |
12.58 |
13.3% |
1.44 |
1.5% |
8% |
False |
False |
19,744 |
100 |
106.22 |
90.05 |
16.17 |
17.1% |
1.39 |
1.5% |
29% |
False |
False |
17,502 |
120 |
106.22 |
90.05 |
16.17 |
17.1% |
1.36 |
1.4% |
29% |
False |
False |
15,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.74 |
2.618 |
99.44 |
1.618 |
98.03 |
1.000 |
97.16 |
0.618 |
96.62 |
HIGH |
95.75 |
0.618 |
95.21 |
0.500 |
95.05 |
0.382 |
94.88 |
LOW |
94.34 |
0.618 |
93.47 |
1.000 |
92.93 |
1.618 |
92.06 |
2.618 |
90.65 |
4.250 |
88.35 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.05 |
94.76 |
PP |
94.92 |
94.72 |
S1 |
94.79 |
94.69 |
|