NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.98 |
94.86 |
0.88 |
0.9% |
94.59 |
| High |
95.25 |
95.45 |
0.20 |
0.2% |
95.52 |
| Low |
93.98 |
93.90 |
-0.08 |
-0.1% |
93.59 |
| Close |
94.85 |
95.00 |
0.15 |
0.2% |
94.88 |
| Range |
1.27 |
1.55 |
0.28 |
22.0% |
1.93 |
| ATR |
1.33 |
1.34 |
0.02 |
1.2% |
0.00 |
| Volume |
24,252 |
32,660 |
8,408 |
34.7% |
81,190 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.43 |
98.77 |
95.85 |
|
| R3 |
97.88 |
97.22 |
95.43 |
|
| R2 |
96.33 |
96.33 |
95.28 |
|
| R1 |
95.67 |
95.67 |
95.14 |
96.00 |
| PP |
94.78 |
94.78 |
94.78 |
94.95 |
| S1 |
94.12 |
94.12 |
94.86 |
94.45 |
| S2 |
93.23 |
93.23 |
94.72 |
|
| S3 |
91.68 |
92.57 |
94.57 |
|
| S4 |
90.13 |
91.02 |
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% |
1.36 |
1.4% |
75% |
False |
False |
20,979 |
| 10 |
96.24 |
93.51 |
2.73 |
2.9% |
1.36 |
1.4% |
55% |
False |
False |
18,436 |
| 20 |
99.79 |
93.51 |
6.28 |
6.6% |
1.25 |
1.3% |
24% |
False |
False |
16,645 |
| 40 |
101.00 |
93.51 |
7.49 |
7.9% |
1.26 |
1.3% |
20% |
False |
False |
12,630 |
| 60 |
103.06 |
93.51 |
9.55 |
10.1% |
1.25 |
1.3% |
16% |
False |
False |
10,056 |
| 80 |
103.06 |
93.51 |
9.55 |
10.1% |
1.15 |
1.2% |
16% |
False |
False |
8,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.04 |
|
2.618 |
99.51 |
|
1.618 |
97.96 |
|
1.000 |
97.00 |
|
0.618 |
96.41 |
|
HIGH |
95.45 |
|
0.618 |
94.86 |
|
0.500 |
94.68 |
|
0.382 |
94.49 |
|
LOW |
93.90 |
|
0.618 |
92.94 |
|
1.000 |
92.35 |
|
1.618 |
91.39 |
|
2.618 |
89.84 |
|
4.250 |
87.31 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.89 |
94.84 |
| PP |
94.78 |
94.67 |
| S1 |
94.68 |
94.51 |
|