NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
95.02 |
94.18 |
-0.84 |
-0.9% |
96.20 |
| High |
95.02 |
95.52 |
0.50 |
0.5% |
97.41 |
| Low |
93.59 |
94.08 |
0.49 |
0.5% |
94.49 |
| Close |
93.77 |
94.99 |
1.22 |
1.3% |
94.68 |
| Range |
1.43 |
1.44 |
0.01 |
0.7% |
2.92 |
| ATR |
1.28 |
1.31 |
0.03 |
2.7% |
0.00 |
| Volume |
14,944 |
14,994 |
50 |
0.3% |
67,854 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.18 |
98.53 |
95.78 |
|
| R3 |
97.74 |
97.09 |
95.39 |
|
| R2 |
96.30 |
96.30 |
95.25 |
|
| R1 |
95.65 |
95.65 |
95.12 |
95.98 |
| PP |
94.86 |
94.86 |
94.86 |
95.03 |
| S1 |
94.21 |
94.21 |
94.86 |
94.54 |
| S2 |
93.42 |
93.42 |
94.73 |
|
| S3 |
91.98 |
92.77 |
94.59 |
|
| S4 |
90.54 |
91.33 |
94.20 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.29 |
102.40 |
96.29 |
|
| R3 |
101.37 |
99.48 |
95.48 |
|
| R2 |
98.45 |
98.45 |
95.22 |
|
| R1 |
96.56 |
96.56 |
94.95 |
96.05 |
| PP |
95.53 |
95.53 |
95.53 |
95.27 |
| S1 |
93.64 |
93.64 |
94.41 |
93.13 |
| S2 |
92.61 |
92.61 |
94.14 |
|
| S3 |
89.69 |
90.72 |
93.88 |
|
| S4 |
86.77 |
87.80 |
93.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.66 |
93.59 |
3.07 |
3.2% |
1.29 |
1.4% |
46% |
False |
False |
17,067 |
| 10 |
97.41 |
93.59 |
3.82 |
4.0% |
1.12 |
1.2% |
37% |
False |
False |
15,161 |
| 20 |
101.00 |
93.59 |
7.41 |
7.8% |
1.30 |
1.4% |
19% |
False |
False |
14,536 |
| 40 |
101.00 |
93.59 |
7.41 |
7.8% |
1.27 |
1.3% |
19% |
False |
False |
10,541 |
| 60 |
103.06 |
93.59 |
9.47 |
10.0% |
1.19 |
1.3% |
15% |
False |
False |
8,499 |
| 80 |
103.06 |
93.59 |
9.47 |
10.0% |
1.10 |
1.2% |
15% |
False |
False |
7,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.64 |
|
2.618 |
99.29 |
|
1.618 |
97.85 |
|
1.000 |
96.96 |
|
0.618 |
96.41 |
|
HIGH |
95.52 |
|
0.618 |
94.97 |
|
0.500 |
94.80 |
|
0.382 |
94.63 |
|
LOW |
94.08 |
|
0.618 |
93.19 |
|
1.000 |
92.64 |
|
1.618 |
91.75 |
|
2.618 |
90.31 |
|
4.250 |
87.96 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.93 |
94.85 |
| PP |
94.86 |
94.70 |
| S1 |
94.80 |
94.56 |
|