NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.37 |
94.02 |
-1.35 |
-1.4% |
95.00 |
High |
95.67 |
95.34 |
-0.33 |
-0.3% |
95.80 |
Low |
93.64 |
93.90 |
0.26 |
0.3% |
93.74 |
Close |
93.86 |
94.88 |
1.02 |
1.1% |
95.08 |
Range |
2.03 |
1.44 |
-0.59 |
-29.1% |
2.06 |
ATR |
1.43 |
1.43 |
0.00 |
0.2% |
0.00 |
Volume |
29,069 |
55,206 |
26,137 |
89.9% |
189,300 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.03 |
98.39 |
95.67 |
|
R3 |
97.59 |
96.95 |
95.28 |
|
R2 |
96.15 |
96.15 |
95.14 |
|
R1 |
95.51 |
95.51 |
95.01 |
95.83 |
PP |
94.71 |
94.71 |
94.71 |
94.87 |
S1 |
94.07 |
94.07 |
94.75 |
94.39 |
S2 |
93.27 |
93.27 |
94.62 |
|
S3 |
91.83 |
92.63 |
94.48 |
|
S4 |
90.39 |
91.19 |
94.09 |
|
|
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 |
95.73 |
93.64 |
2.09 |
2.2% |
1.38 |
1.5% |
59% |
False |
False |
38,263 |
10 |
97.04 |
93.64 |
3.40 |
3.6% |
1.39 |
1.5% |
36% |
False |
False |
40,241 |
20 |
101.21 |
93.64 |
7.57 |
8.0% |
1.39 |
1.5% |
16% |
False |
False |
40,161 |
40 |
102.29 |
93.64 |
8.65 |
9.1% |
1.41 |
1.5% |
14% |
False |
False |
33,526 |
60 |
104.37 |
93.64 |
10.73 |
11.3% |
1.44 |
1.5% |
12% |
False |
False |
27,606 |
80 |
104.37 |
93.64 |
10.73 |
11.3% |
1.38 |
1.5% |
12% |
False |
False |
23,373 |
100 |
104.37 |
90.14 |
14.23 |
15.0% |
1.31 |
1.4% |
33% |
False |
False |
21,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.46 |
2.618 |
99.11 |
1.618 |
97.67 |
1.000 |
96.78 |
0.618 |
96.23 |
HIGH |
95.34 |
0.618 |
94.79 |
0.500 |
94.62 |
0.382 |
94.45 |
LOW |
93.90 |
0.618 |
93.01 |
1.000 |
92.46 |
1.618 |
91.57 |
2.618 |
90.13 |
4.250 |
87.78 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.79 |
94.82 |
PP |
94.71 |
94.75 |
S1 |
94.62 |
94.69 |
|