NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.22 |
95.32 |
1.10 |
1.2% |
96.96 |
High |
95.80 |
95.68 |
-0.12 |
-0.1% |
98.15 |
Low |
94.19 |
94.35 |
0.16 |
0.2% |
94.74 |
Close |
95.23 |
94.62 |
-0.61 |
-0.6% |
94.96 |
Range |
1.61 |
1.33 |
-0.28 |
-17.4% |
3.41 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.6% |
0.00 |
Volume |
34,294 |
38,099 |
3,805 |
11.1% |
188,541 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.87 |
98.08 |
95.35 |
|
R3 |
97.54 |
96.75 |
94.99 |
|
R2 |
96.21 |
96.21 |
94.86 |
|
R1 |
95.42 |
95.42 |
94.74 |
95.15 |
PP |
94.88 |
94.88 |
94.88 |
94.75 |
S1 |
94.09 |
94.09 |
94.50 |
93.82 |
S2 |
93.55 |
93.55 |
94.38 |
|
S3 |
92.22 |
92.76 |
94.25 |
|
S4 |
90.89 |
91.43 |
93.89 |
|
|
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 |
96.74 |
93.74 |
3.00 |
3.2% |
1.48 |
1.6% |
29% |
False |
False |
39,226 |
10 |
98.15 |
93.74 |
4.41 |
4.7% |
1.21 |
1.3% |
20% |
False |
False |
37,587 |
20 |
101.81 |
93.74 |
8.07 |
8.5% |
1.39 |
1.5% |
11% |
False |
False |
39,818 |
40 |
102.29 |
93.74 |
8.55 |
9.0% |
1.44 |
1.5% |
10% |
False |
False |
31,437 |
60 |
104.37 |
93.74 |
10.63 |
11.2% |
1.41 |
1.5% |
8% |
False |
False |
25,780 |
80 |
104.37 |
93.74 |
10.63 |
11.2% |
1.38 |
1.5% |
8% |
False |
False |
22,186 |
100 |
104.37 |
89.48 |
14.89 |
15.7% |
1.34 |
1.4% |
35% |
False |
False |
20,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.33 |
2.618 |
99.16 |
1.618 |
97.83 |
1.000 |
97.01 |
0.618 |
96.50 |
HIGH |
95.68 |
0.618 |
95.17 |
0.500 |
95.02 |
0.382 |
94.86 |
LOW |
94.35 |
0.618 |
93.53 |
1.000 |
93.02 |
1.618 |
92.20 |
2.618 |
90.87 |
4.250 |
88.70 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.02 |
94.77 |
PP |
94.88 |
94.72 |
S1 |
94.75 |
94.67 |
|