NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.02 |
94.66 |
0.64 |
0.7% |
95.00 |
| High |
95.34 |
95.48 |
0.14 |
0.1% |
95.80 |
| Low |
93.90 |
93.77 |
-0.13 |
-0.1% |
93.74 |
| Close |
94.88 |
94.97 |
0.09 |
0.1% |
95.08 |
| Range |
1.44 |
1.71 |
0.27 |
18.8% |
2.06 |
| ATR |
1.43 |
1.45 |
0.02 |
1.4% |
0.00 |
| Volume |
55,206 |
68,809 |
13,603 |
24.6% |
189,300 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.87 |
99.13 |
95.91 |
|
| R3 |
98.16 |
97.42 |
95.44 |
|
| R2 |
96.45 |
96.45 |
95.28 |
|
| R1 |
95.71 |
95.71 |
95.13 |
96.08 |
| PP |
94.74 |
94.74 |
94.74 |
94.93 |
| S1 |
94.00 |
94.00 |
94.81 |
94.37 |
| S2 |
93.03 |
93.03 |
94.66 |
|
| S3 |
91.32 |
92.29 |
94.50 |
|
| S4 |
89.61 |
90.58 |
94.03 |
|
|
| 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% |
1.45 |
1.5% |
64% |
False |
False |
44,405 |
| 10 |
96.74 |
93.64 |
3.10 |
3.3% |
1.47 |
1.5% |
43% |
False |
False |
41,815 |
| 20 |
100.55 |
93.64 |
6.91 |
7.3% |
1.36 |
1.4% |
19% |
False |
False |
41,261 |
| 40 |
101.81 |
93.64 |
8.17 |
8.6% |
1.40 |
1.5% |
16% |
False |
False |
34,593 |
| 60 |
104.37 |
93.64 |
10.73 |
11.3% |
1.45 |
1.5% |
12% |
False |
False |
28,395 |
| 80 |
104.37 |
93.64 |
10.73 |
11.3% |
1.38 |
1.5% |
12% |
False |
False |
24,090 |
| 100 |
104.37 |
90.14 |
14.23 |
15.0% |
1.32 |
1.4% |
34% |
False |
False |
22,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.75 |
|
2.618 |
99.96 |
|
1.618 |
98.25 |
|
1.000 |
97.19 |
|
0.618 |
96.54 |
|
HIGH |
95.48 |
|
0.618 |
94.83 |
|
0.500 |
94.63 |
|
0.382 |
94.42 |
|
LOW |
93.77 |
|
0.618 |
92.71 |
|
1.000 |
92.06 |
|
1.618 |
91.00 |
|
2.618 |
89.29 |
|
4.250 |
86.50 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.86 |
94.87 |
| PP |
94.74 |
94.76 |
| S1 |
94.63 |
94.66 |
|