NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.88 |
94.50 |
0.62 |
0.7% |
95.03 |
| High |
95.28 |
95.31 |
0.03 |
0.0% |
95.87 |
| Low |
93.74 |
93.52 |
-0.22 |
-0.2% |
93.64 |
| Close |
94.75 |
94.77 |
0.02 |
0.0% |
95.10 |
| Range |
1.54 |
1.79 |
0.25 |
16.2% |
2.23 |
| ATR |
1.51 |
1.53 |
0.02 |
1.3% |
0.00 |
| Volume |
71,048 |
63,652 |
-7,396 |
-10.4% |
179,100 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.90 |
99.13 |
95.75 |
|
| R3 |
98.11 |
97.34 |
95.26 |
|
| R2 |
96.32 |
96.32 |
95.10 |
|
| R1 |
95.55 |
95.55 |
94.93 |
95.94 |
| PP |
94.53 |
94.53 |
94.53 |
94.73 |
| S1 |
93.76 |
93.76 |
94.61 |
94.15 |
| S2 |
92.74 |
92.74 |
94.44 |
|
| S3 |
90.95 |
91.97 |
94.28 |
|
| S4 |
89.16 |
90.18 |
93.79 |
|
|
| 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 |
93.52 |
2.28 |
2.4% |
1.53 |
1.6% |
55% |
False |
True |
45,253 |
| 10 |
96.92 |
93.52 |
3.40 |
3.6% |
1.55 |
1.6% |
37% |
False |
True |
41,227 |
| 20 |
101.25 |
93.52 |
7.73 |
8.2% |
1.43 |
1.5% |
16% |
False |
True |
40,490 |
| 40 |
102.52 |
93.52 |
9.00 |
9.5% |
1.47 |
1.6% |
14% |
False |
True |
33,259 |
| 60 |
106.22 |
93.52 |
12.70 |
13.4% |
1.55 |
1.6% |
10% |
False |
True |
26,498 |
| 80 |
106.22 |
93.52 |
12.70 |
13.4% |
1.46 |
1.5% |
10% |
False |
True |
22,018 |
| 100 |
106.22 |
91.35 |
14.87 |
15.7% |
1.37 |
1.4% |
23% |
False |
False |
19,573 |
| 120 |
106.22 |
90.05 |
16.17 |
17.1% |
1.37 |
1.4% |
29% |
False |
False |
16,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.92 |
|
2.618 |
100.00 |
|
1.618 |
98.21 |
|
1.000 |
97.10 |
|
0.618 |
96.42 |
|
HIGH |
95.31 |
|
0.618 |
94.63 |
|
0.500 |
94.42 |
|
0.382 |
94.20 |
|
LOW |
93.52 |
|
0.618 |
92.41 |
|
1.000 |
91.73 |
|
1.618 |
90.62 |
|
2.618 |
88.83 |
|
4.250 |
85.91 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.65 |
94.72 |
| PP |
94.53 |
94.66 |
| S1 |
94.42 |
94.61 |
|