NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
96.75 |
96.47 |
-0.28 |
-0.3% |
96.96 |
High |
97.04 |
96.74 |
-0.30 |
-0.3% |
98.15 |
Low |
96.14 |
94.74 |
-1.40 |
-1.5% |
94.74 |
Close |
96.47 |
94.96 |
-1.51 |
-1.6% |
94.96 |
Range |
0.90 |
2.00 |
1.10 |
122.2% |
3.41 |
ATR |
1.40 |
1.44 |
0.04 |
3.1% |
0.00 |
Volume |
53,062 |
48,524 |
-4,538 |
-8.6% |
188,541 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.48 |
100.22 |
96.06 |
|
R3 |
99.48 |
98.22 |
95.51 |
|
R2 |
97.48 |
97.48 |
95.33 |
|
R1 |
96.22 |
96.22 |
95.14 |
95.85 |
PP |
95.48 |
95.48 |
95.48 |
95.30 |
S1 |
94.22 |
94.22 |
94.78 |
93.85 |
S2 |
93.48 |
93.48 |
94.59 |
|
S3 |
91.48 |
92.22 |
94.41 |
|
S4 |
89.48 |
90.22 |
93.86 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.18 |
103.98 |
96.84 |
|
R3 |
102.77 |
100.57 |
95.90 |
|
R2 |
99.36 |
99.36 |
95.59 |
|
R1 |
97.16 |
97.16 |
95.27 |
96.56 |
PP |
95.95 |
95.95 |
95.95 |
95.65 |
S1 |
93.75 |
93.75 |
94.65 |
93.15 |
S2 |
92.54 |
92.54 |
94.33 |
|
S3 |
89.13 |
90.34 |
94.02 |
|
S4 |
85.72 |
86.93 |
93.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.15 |
94.74 |
3.41 |
3.6% |
1.17 |
1.2% |
6% |
False |
True |
37,708 |
10 |
99.98 |
94.74 |
5.24 |
5.5% |
1.35 |
1.4% |
4% |
False |
True |
40,247 |
20 |
101.81 |
94.74 |
7.07 |
7.4% |
1.48 |
1.6% |
3% |
False |
True |
38,840 |
40 |
102.79 |
94.74 |
8.05 |
8.5% |
1.44 |
1.5% |
3% |
False |
True |
29,520 |
60 |
104.37 |
94.74 |
9.63 |
10.1% |
1.40 |
1.5% |
2% |
False |
True |
24,076 |
80 |
104.37 |
94.74 |
9.63 |
10.1% |
1.36 |
1.4% |
2% |
False |
True |
21,011 |
100 |
104.37 |
89.48 |
14.89 |
15.7% |
1.32 |
1.4% |
37% |
False |
False |
19,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.24 |
2.618 |
101.98 |
1.618 |
99.98 |
1.000 |
98.74 |
0.618 |
97.98 |
HIGH |
96.74 |
0.618 |
95.98 |
0.500 |
95.74 |
0.382 |
95.50 |
LOW |
94.74 |
0.618 |
93.50 |
1.000 |
92.74 |
1.618 |
91.50 |
2.618 |
89.50 |
4.250 |
86.24 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.74 |
96.13 |
PP |
95.48 |
95.74 |
S1 |
95.22 |
95.35 |
|