NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.82 |
94.91 |
0.09 |
0.1% |
95.00 |
| High |
95.34 |
95.73 |
0.39 |
0.4% |
95.80 |
| Low |
94.39 |
94.59 |
0.20 |
0.2% |
93.74 |
| Close |
95.08 |
95.59 |
0.51 |
0.5% |
95.08 |
| Range |
0.95 |
1.14 |
0.19 |
20.0% |
2.06 |
| ATR |
1.40 |
1.38 |
-0.02 |
-1.3% |
0.00 |
| Volume |
41,690 |
27,251 |
-14,439 |
-34.6% |
189,300 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.72 |
98.30 |
96.22 |
|
| R3 |
97.58 |
97.16 |
95.90 |
|
| R2 |
96.44 |
96.44 |
95.80 |
|
| R1 |
96.02 |
96.02 |
95.69 |
96.23 |
| PP |
95.30 |
95.30 |
95.30 |
95.41 |
| S1 |
94.88 |
94.88 |
95.49 |
95.09 |
| S2 |
94.16 |
94.16 |
95.38 |
|
| S3 |
93.02 |
93.74 |
95.28 |
|
| S4 |
91.88 |
92.60 |
94.96 |
|
|
| 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% |
1.31 |
1.4% |
90% |
False |
False |
35,177 |
| 10 |
97.95 |
93.74 |
4.21 |
4.4% |
1.20 |
1.3% |
44% |
False |
False |
37,553 |
| 20 |
101.81 |
93.74 |
8.07 |
8.4% |
1.36 |
1.4% |
23% |
False |
False |
38,387 |
| 40 |
102.29 |
93.74 |
8.55 |
8.9% |
1.43 |
1.5% |
22% |
False |
False |
32,372 |
| 60 |
104.37 |
93.74 |
10.63 |
11.1% |
1.41 |
1.5% |
17% |
False |
False |
26,572 |
| 80 |
104.37 |
93.74 |
10.63 |
11.1% |
1.36 |
1.4% |
17% |
False |
False |
22,666 |
| 100 |
104.37 |
89.48 |
14.89 |
15.6% |
1.32 |
1.4% |
41% |
False |
False |
21,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.58 |
|
2.618 |
98.71 |
|
1.618 |
97.57 |
|
1.000 |
96.87 |
|
0.618 |
96.43 |
|
HIGH |
95.73 |
|
0.618 |
95.29 |
|
0.500 |
95.16 |
|
0.382 |
95.03 |
|
LOW |
94.59 |
|
0.618 |
93.89 |
|
1.000 |
93.45 |
|
1.618 |
92.75 |
|
2.618 |
91.61 |
|
4.250 |
89.75 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.45 |
95.41 |
| PP |
95.30 |
95.22 |
| S1 |
95.16 |
95.04 |
|