NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.92 |
94.93 |
0.01 |
0.0% |
95.03 |
High |
95.40 |
95.80 |
0.40 |
0.4% |
95.87 |
Low |
94.41 |
94.61 |
0.20 |
0.2% |
93.64 |
Close |
95.10 |
95.62 |
0.52 |
0.5% |
95.10 |
Range |
0.99 |
1.19 |
0.20 |
20.2% |
2.23 |
ATR |
1.48 |
1.46 |
-0.02 |
-1.4% |
0.00 |
Volume |
34,181 |
25,992 |
-8,189 |
-24.0% |
179,100 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.91 |
98.46 |
96.27 |
|
R3 |
97.72 |
97.27 |
95.95 |
|
R2 |
96.53 |
96.53 |
95.84 |
|
R1 |
96.08 |
96.08 |
95.73 |
96.31 |
PP |
95.34 |
95.34 |
95.34 |
95.46 |
S1 |
94.89 |
94.89 |
95.51 |
95.12 |
S2 |
94.15 |
94.15 |
95.40 |
|
S3 |
92.96 |
93.70 |
95.29 |
|
S4 |
91.77 |
92.51 |
94.97 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.56 |
100.56 |
96.33 |
|
R3 |
99.33 |
98.33 |
95.71 |
|
R2 |
97.10 |
97.10 |
95.51 |
|
R1 |
96.10 |
96.10 |
95.30 |
96.60 |
PP |
94.87 |
94.87 |
94.87 |
95.12 |
S1 |
93.87 |
93.87 |
94.90 |
94.37 |
S2 |
92.64 |
92.64 |
94.69 |
|
S3 |
90.41 |
91.64 |
94.49 |
|
S4 |
88.18 |
89.41 |
93.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.87 |
93.64 |
2.23 |
2.3% |
1.40 |
1.5% |
89% |
False |
False |
34,537 |
10 |
98.46 |
93.64 |
4.82 |
5.0% |
1.27 |
1.3% |
41% |
False |
False |
35,752 |
20 |
102.49 |
93.64 |
8.85 |
9.3% |
1.43 |
1.5% |
22% |
False |
False |
36,808 |
40 |
103.73 |
93.64 |
10.09 |
10.6% |
1.50 |
1.6% |
20% |
False |
False |
30,259 |
60 |
106.22 |
93.64 |
12.58 |
13.2% |
1.51 |
1.6% |
16% |
False |
False |
24,156 |
80 |
106.22 |
93.64 |
12.58 |
13.2% |
1.43 |
1.5% |
16% |
False |
False |
20,242 |
100 |
106.22 |
90.05 |
16.17 |
16.9% |
1.37 |
1.4% |
34% |
False |
False |
18,070 |
120 |
106.22 |
90.05 |
16.17 |
16.9% |
1.36 |
1.4% |
34% |
False |
False |
15,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.86 |
2.618 |
98.92 |
1.618 |
97.73 |
1.000 |
96.99 |
0.618 |
96.54 |
HIGH |
95.80 |
0.618 |
95.35 |
0.500 |
95.21 |
0.382 |
95.06 |
LOW |
94.61 |
0.618 |
93.87 |
1.000 |
93.42 |
1.618 |
92.68 |
2.618 |
91.49 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.48 |
95.44 |
PP |
95.34 |
95.25 |
S1 |
95.21 |
95.07 |
|