NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.60 |
94.97 |
0.37 |
0.4% |
94.59 |
High |
95.12 |
95.48 |
0.36 |
0.4% |
95.52 |
Low |
94.22 |
94.41 |
0.19 |
0.2% |
93.59 |
Close |
94.88 |
95.39 |
0.51 |
0.5% |
94.88 |
Range |
0.90 |
1.07 |
0.17 |
18.9% |
1.93 |
ATR |
1.28 |
1.26 |
-0.01 |
-1.2% |
0.00 |
Volume |
18,519 |
13,427 |
-5,092 |
-27.5% |
81,190 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.30 |
97.92 |
95.98 |
|
R3 |
97.23 |
96.85 |
95.68 |
|
R2 |
96.16 |
96.16 |
95.59 |
|
R1 |
95.78 |
95.78 |
95.49 |
95.97 |
PP |
95.09 |
95.09 |
95.09 |
95.19 |
S1 |
94.71 |
94.71 |
95.29 |
94.90 |
S2 |
94.02 |
94.02 |
95.19 |
|
S3 |
92.95 |
93.64 |
95.10 |
|
S4 |
91.88 |
92.57 |
94.80 |
|
|
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% |
1.21 |
1.3% |
93% |
False |
False |
15,406 |
10 |
97.27 |
93.59 |
3.68 |
3.9% |
1.09 |
1.1% |
49% |
False |
False |
15,297 |
20 |
101.00 |
93.59 |
7.41 |
7.8% |
1.24 |
1.3% |
24% |
False |
False |
14,966 |
40 |
101.00 |
93.59 |
7.41 |
7.8% |
1.27 |
1.3% |
24% |
False |
False |
11,372 |
60 |
103.06 |
93.59 |
9.47 |
9.9% |
1.21 |
1.3% |
19% |
False |
False |
9,072 |
80 |
103.06 |
93.59 |
9.47 |
9.9% |
1.11 |
1.2% |
19% |
False |
False |
7,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.03 |
2.618 |
98.28 |
1.618 |
97.21 |
1.000 |
96.55 |
0.618 |
96.14 |
HIGH |
95.48 |
0.618 |
95.07 |
0.500 |
94.95 |
0.382 |
94.82 |
LOW |
94.41 |
0.618 |
93.75 |
1.000 |
93.34 |
1.618 |
92.68 |
2.618 |
91.61 |
4.250 |
89.86 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
95.24 |
95.20 |
PP |
95.09 |
95.01 |
S1 |
94.95 |
94.82 |
|