NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.18 |
95.11 |
0.93 |
1.0% |
96.20 |
| High |
95.52 |
95.39 |
-0.13 |
-0.1% |
97.41 |
| Low |
94.08 |
94.16 |
0.08 |
0.1% |
94.49 |
| Close |
94.99 |
94.42 |
-0.57 |
-0.6% |
94.68 |
| Range |
1.44 |
1.23 |
-0.21 |
-14.6% |
2.92 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.4% |
0.00 |
| Volume |
14,994 |
15,148 |
154 |
1.0% |
67,854 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.35 |
97.61 |
95.10 |
|
| R3 |
97.12 |
96.38 |
94.76 |
|
| R2 |
95.89 |
95.89 |
94.65 |
|
| R1 |
95.15 |
95.15 |
94.53 |
94.91 |
| PP |
94.66 |
94.66 |
94.66 |
94.53 |
| S1 |
93.92 |
93.92 |
94.31 |
93.68 |
| S2 |
93.43 |
93.43 |
94.19 |
|
| S3 |
92.20 |
92.69 |
94.08 |
|
| S4 |
90.97 |
91.46 |
93.74 |
|
|
| 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 |
96.24 |
93.59 |
2.65 |
2.8% |
1.36 |
1.4% |
31% |
False |
False |
15,893 |
| 10 |
97.41 |
93.59 |
3.82 |
4.0% |
1.10 |
1.2% |
22% |
False |
False |
14,594 |
| 20 |
101.00 |
93.59 |
7.41 |
7.8% |
1.27 |
1.3% |
11% |
False |
False |
14,816 |
| 40 |
101.00 |
93.59 |
7.41 |
7.8% |
1.27 |
1.3% |
11% |
False |
False |
10,827 |
| 60 |
103.06 |
93.59 |
9.47 |
10.0% |
1.20 |
1.3% |
9% |
False |
False |
8,653 |
| 80 |
103.06 |
93.59 |
9.47 |
10.0% |
1.11 |
1.2% |
9% |
False |
False |
7,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.62 |
|
2.618 |
98.61 |
|
1.618 |
97.38 |
|
1.000 |
96.62 |
|
0.618 |
96.15 |
|
HIGH |
95.39 |
|
0.618 |
94.92 |
|
0.500 |
94.78 |
|
0.382 |
94.63 |
|
LOW |
94.16 |
|
0.618 |
93.40 |
|
1.000 |
92.93 |
|
1.618 |
92.17 |
|
2.618 |
90.94 |
|
4.250 |
88.93 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.78 |
94.56 |
| PP |
94.66 |
94.51 |
| S1 |
94.54 |
94.47 |
|