NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.45 |
93.88 |
-1.57 |
-1.6% |
95.03 |
High |
95.69 |
95.28 |
-0.41 |
-0.4% |
95.87 |
Low |
93.57 |
93.74 |
0.17 |
0.2% |
93.64 |
Close |
93.78 |
94.75 |
0.97 |
1.0% |
95.10 |
Range |
2.12 |
1.54 |
-0.58 |
-27.4% |
2.23 |
ATR |
1.50 |
1.51 |
0.00 |
0.2% |
0.00 |
Volume |
31,395 |
71,048 |
39,653 |
126.3% |
179,100 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.21 |
98.52 |
95.60 |
|
R3 |
97.67 |
96.98 |
95.17 |
|
R2 |
96.13 |
96.13 |
95.03 |
|
R1 |
95.44 |
95.44 |
94.89 |
95.79 |
PP |
94.59 |
94.59 |
94.59 |
94.76 |
S1 |
93.90 |
93.90 |
94.61 |
94.25 |
S2 |
93.05 |
93.05 |
94.47 |
|
S3 |
91.51 |
92.36 |
94.33 |
|
S4 |
89.97 |
90.82 |
93.90 |
|
|
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 |
95.80 |
93.57 |
2.23 |
2.4% |
1.45 |
1.5% |
53% |
False |
False |
39,851 |
10 |
97.24 |
93.57 |
3.67 |
3.9% |
1.46 |
1.5% |
32% |
False |
False |
40,810 |
20 |
101.85 |
93.57 |
8.28 |
8.7% |
1.45 |
1.5% |
14% |
False |
False |
39,358 |
40 |
103.73 |
93.57 |
10.16 |
10.7% |
1.48 |
1.6% |
12% |
False |
False |
32,020 |
60 |
106.22 |
93.57 |
12.65 |
13.4% |
1.54 |
1.6% |
9% |
False |
False |
25,642 |
80 |
106.22 |
93.57 |
12.65 |
13.4% |
1.45 |
1.5% |
9% |
False |
False |
21,335 |
100 |
106.22 |
91.35 |
14.87 |
15.7% |
1.36 |
1.4% |
23% |
False |
False |
19,011 |
120 |
106.22 |
90.05 |
16.17 |
17.1% |
1.37 |
1.4% |
29% |
False |
False |
16,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.83 |
2.618 |
99.31 |
1.618 |
97.77 |
1.000 |
96.82 |
0.618 |
96.23 |
HIGH |
95.28 |
0.618 |
94.69 |
0.500 |
94.51 |
0.382 |
94.33 |
LOW |
93.74 |
0.618 |
92.79 |
1.000 |
92.20 |
1.618 |
91.25 |
2.618 |
89.71 |
4.250 |
87.20 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.67 |
94.73 |
PP |
94.59 |
94.71 |
S1 |
94.51 |
94.69 |
|