NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.32 |
94.82 |
-0.50 |
-0.5% |
95.00 |
High |
95.68 |
95.34 |
-0.34 |
-0.4% |
95.80 |
Low |
94.35 |
94.39 |
0.04 |
0.0% |
93.74 |
Close |
94.62 |
95.08 |
0.46 |
0.5% |
95.08 |
Range |
1.33 |
0.95 |
-0.38 |
-28.6% |
2.06 |
ATR |
1.44 |
1.40 |
-0.03 |
-2.4% |
0.00 |
Volume |
38,099 |
41,690 |
3,591 |
9.4% |
189,300 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.79 |
97.38 |
95.60 |
|
R3 |
96.84 |
96.43 |
95.34 |
|
R2 |
95.89 |
95.89 |
95.25 |
|
R1 |
95.48 |
95.48 |
95.17 |
95.69 |
PP |
94.94 |
94.94 |
94.94 |
95.04 |
S1 |
94.53 |
94.53 |
94.99 |
94.74 |
S2 |
93.99 |
93.99 |
94.91 |
|
S3 |
93.04 |
93.58 |
94.82 |
|
S4 |
92.09 |
92.63 |
94.56 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.05 |
100.13 |
96.21 |
|
R3 |
98.99 |
98.07 |
95.65 |
|
R2 |
96.93 |
96.93 |
95.46 |
|
R1 |
96.01 |
96.01 |
95.27 |
96.47 |
PP |
94.87 |
94.87 |
94.87 |
95.11 |
S1 |
93.95 |
93.95 |
94.89 |
94.41 |
S2 |
92.81 |
92.81 |
94.70 |
|
S3 |
90.75 |
91.89 |
94.51 |
|
S4 |
88.69 |
89.83 |
93.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.80 |
93.74 |
2.06 |
2.2% |
1.27 |
1.3% |
65% |
False |
False |
37,860 |
10 |
98.15 |
93.74 |
4.41 |
4.6% |
1.22 |
1.3% |
30% |
False |
False |
37,784 |
20 |
101.81 |
93.74 |
8.07 |
8.5% |
1.37 |
1.4% |
17% |
False |
False |
39,752 |
40 |
102.29 |
93.74 |
8.55 |
9.0% |
1.44 |
1.5% |
16% |
False |
False |
32,045 |
60 |
104.37 |
93.74 |
10.63 |
11.2% |
1.41 |
1.5% |
13% |
False |
False |
26,327 |
80 |
104.37 |
93.74 |
10.63 |
11.2% |
1.37 |
1.4% |
13% |
False |
False |
22,554 |
100 |
104.37 |
89.48 |
14.89 |
15.7% |
1.34 |
1.4% |
38% |
False |
False |
20,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.38 |
2.618 |
97.83 |
1.618 |
96.88 |
1.000 |
96.29 |
0.618 |
95.93 |
HIGH |
95.34 |
0.618 |
94.98 |
0.500 |
94.87 |
0.382 |
94.75 |
LOW |
94.39 |
0.618 |
93.80 |
1.000 |
93.44 |
1.618 |
92.85 |
2.618 |
91.90 |
4.250 |
90.35 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.01 |
95.05 |
PP |
94.94 |
95.02 |
S1 |
94.87 |
95.00 |
|