NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
95.11 |
93.98 |
-1.13 |
-1.2% |
94.59 |
| High |
95.51 |
95.25 |
-0.26 |
-0.3% |
95.52 |
| Low |
93.51 |
93.98 |
0.47 |
0.5% |
93.59 |
| Close |
93.77 |
94.85 |
1.08 |
1.2% |
94.88 |
| Range |
2.00 |
1.27 |
-0.73 |
-36.5% |
1.93 |
| ATR |
1.31 |
1.33 |
0.01 |
0.9% |
0.00 |
| Volume |
16,037 |
24,252 |
8,215 |
51.2% |
81,190 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.50 |
97.95 |
95.55 |
|
| R3 |
97.23 |
96.68 |
95.20 |
|
| R2 |
95.96 |
95.96 |
95.08 |
|
| R1 |
95.41 |
95.41 |
94.97 |
95.69 |
| PP |
94.69 |
94.69 |
94.69 |
94.83 |
| S1 |
94.14 |
94.14 |
94.73 |
94.42 |
| S2 |
93.42 |
93.42 |
94.62 |
|
| S3 |
92.15 |
92.87 |
94.50 |
|
| S4 |
90.88 |
91.60 |
94.15 |
|
|
| 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 |
95.51 |
93.51 |
2.00 |
2.1% |
1.29 |
1.4% |
67% |
False |
False |
17,476 |
| 10 |
96.66 |
93.51 |
3.15 |
3.3% |
1.29 |
1.4% |
43% |
False |
False |
17,272 |
| 20 |
100.40 |
93.51 |
6.89 |
7.3% |
1.27 |
1.3% |
19% |
False |
False |
16,071 |
| 40 |
101.00 |
93.51 |
7.49 |
7.9% |
1.27 |
1.3% |
18% |
False |
False |
12,011 |
| 60 |
103.06 |
93.51 |
9.55 |
10.1% |
1.24 |
1.3% |
14% |
False |
False |
9,618 |
| 80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.14 |
1.2% |
14% |
False |
False |
8,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.65 |
|
2.618 |
98.57 |
|
1.618 |
97.30 |
|
1.000 |
96.52 |
|
0.618 |
96.03 |
|
HIGH |
95.25 |
|
0.618 |
94.76 |
|
0.500 |
94.62 |
|
0.382 |
94.47 |
|
LOW |
93.98 |
|
0.618 |
93.20 |
|
1.000 |
92.71 |
|
1.618 |
91.93 |
|
2.618 |
90.66 |
|
4.250 |
88.58 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.77 |
94.74 |
| PP |
94.69 |
94.62 |
| S1 |
94.62 |
94.51 |
|