NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.93 |
95.45 |
0.52 |
0.5% |
95.03 |
| High |
95.80 |
95.69 |
-0.11 |
-0.1% |
95.87 |
| Low |
94.61 |
93.57 |
-1.04 |
-1.1% |
93.64 |
| Close |
95.62 |
93.78 |
-1.84 |
-1.9% |
95.10 |
| Range |
1.19 |
2.12 |
0.93 |
78.2% |
2.23 |
| ATR |
1.46 |
1.50 |
0.05 |
3.2% |
0.00 |
| Volume |
25,992 |
31,395 |
5,403 |
20.8% |
179,100 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.71 |
99.36 |
94.95 |
|
| R3 |
98.59 |
97.24 |
94.36 |
|
| R2 |
96.47 |
96.47 |
94.17 |
|
| R1 |
95.12 |
95.12 |
93.97 |
94.74 |
| PP |
94.35 |
94.35 |
94.35 |
94.15 |
| S1 |
93.00 |
93.00 |
93.59 |
92.62 |
| S2 |
92.23 |
92.23 |
93.39 |
|
| S3 |
90.11 |
90.88 |
93.20 |
|
| S4 |
87.99 |
88.76 |
92.61 |
|
|
| 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 |
93.57 |
2.30 |
2.5% |
1.49 |
1.6% |
9% |
False |
True |
32,775 |
| 10 |
97.93 |
93.57 |
4.36 |
4.6% |
1.42 |
1.5% |
5% |
False |
True |
36,081 |
| 20 |
102.49 |
93.57 |
8.92 |
9.5% |
1.48 |
1.6% |
2% |
False |
True |
37,052 |
| 40 |
103.73 |
93.57 |
10.16 |
10.8% |
1.52 |
1.6% |
2% |
False |
True |
30,612 |
| 60 |
106.22 |
93.57 |
12.65 |
13.5% |
1.53 |
1.6% |
2% |
False |
True |
24,564 |
| 80 |
106.22 |
93.57 |
12.65 |
13.5% |
1.45 |
1.5% |
2% |
False |
True |
20,518 |
| 100 |
106.22 |
90.05 |
16.17 |
17.2% |
1.37 |
1.5% |
23% |
False |
False |
18,335 |
| 120 |
106.22 |
90.05 |
16.17 |
17.2% |
1.36 |
1.5% |
23% |
False |
False |
15,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.70 |
|
2.618 |
101.24 |
|
1.618 |
99.12 |
|
1.000 |
97.81 |
|
0.618 |
97.00 |
|
HIGH |
95.69 |
|
0.618 |
94.88 |
|
0.500 |
94.63 |
|
0.382 |
94.38 |
|
LOW |
93.57 |
|
0.618 |
92.26 |
|
1.000 |
91.45 |
|
1.618 |
90.14 |
|
2.618 |
88.02 |
|
4.250 |
84.56 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.63 |
94.69 |
| PP |
94.35 |
94.38 |
| S1 |
94.06 |
94.08 |
|