NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
95.11 |
94.60 |
-0.51 |
-0.5% |
94.59 |
High |
95.39 |
95.12 |
-0.27 |
-0.3% |
95.52 |
Low |
94.16 |
94.22 |
0.06 |
0.1% |
93.59 |
Close |
94.42 |
94.88 |
0.46 |
0.5% |
94.88 |
Range |
1.23 |
0.90 |
-0.33 |
-26.8% |
1.93 |
ATR |
1.30 |
1.28 |
-0.03 |
-2.2% |
0.00 |
Volume |
15,148 |
18,519 |
3,371 |
22.3% |
81,190 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.44 |
97.06 |
95.38 |
|
R3 |
96.54 |
96.16 |
95.13 |
|
R2 |
95.64 |
95.64 |
95.05 |
|
R1 |
95.26 |
95.26 |
94.96 |
95.45 |
PP |
94.74 |
94.74 |
94.74 |
94.84 |
S1 |
94.36 |
94.36 |
94.80 |
94.55 |
S2 |
93.84 |
93.84 |
94.72 |
|
S3 |
92.94 |
93.46 |
94.63 |
|
S4 |
92.04 |
92.56 |
94.39 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.45 |
99.60 |
95.94 |
|
R3 |
98.52 |
97.67 |
95.41 |
|
R2 |
96.59 |
96.59 |
95.23 |
|
R1 |
95.74 |
95.74 |
95.06 |
96.17 |
PP |
94.66 |
94.66 |
94.66 |
94.88 |
S1 |
93.81 |
93.81 |
94.70 |
94.24 |
S2 |
92.73 |
92.73 |
94.53 |
|
S3 |
90.80 |
91.88 |
94.35 |
|
S4 |
88.87 |
89.95 |
93.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.52 |
93.59 |
1.93 |
2.0% |
1.19 |
1.3% |
67% |
False |
False |
16,238 |
10 |
97.41 |
93.59 |
3.82 |
4.0% |
1.11 |
1.2% |
34% |
False |
False |
14,904 |
20 |
101.00 |
93.59 |
7.41 |
7.8% |
1.25 |
1.3% |
17% |
False |
False |
15,215 |
40 |
101.00 |
93.59 |
7.41 |
7.8% |
1.27 |
1.3% |
17% |
False |
False |
11,132 |
60 |
103.06 |
93.59 |
9.47 |
10.0% |
1.20 |
1.3% |
14% |
False |
False |
8,906 |
80 |
103.06 |
93.59 |
9.47 |
10.0% |
1.12 |
1.2% |
14% |
False |
False |
7,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.95 |
2.618 |
97.48 |
1.618 |
96.58 |
1.000 |
96.02 |
0.618 |
95.68 |
HIGH |
95.12 |
0.618 |
94.78 |
0.500 |
94.67 |
0.382 |
94.56 |
LOW |
94.22 |
0.618 |
93.66 |
1.000 |
93.32 |
1.618 |
92.76 |
2.618 |
91.86 |
4.250 |
90.40 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.81 |
94.85 |
PP |
94.74 |
94.83 |
S1 |
94.67 |
94.80 |
|