NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.66 |
93.68 |
-0.98 |
-1.0% |
95.64 |
High |
94.66 |
94.81 |
0.15 |
0.2% |
96.71 |
Low |
93.30 |
93.68 |
0.38 |
0.4% |
94.10 |
Close |
93.45 |
94.57 |
1.12 |
1.2% |
94.22 |
Range |
1.36 |
1.13 |
-0.23 |
-16.9% |
2.61 |
ATR |
1.12 |
1.13 |
0.02 |
1.6% |
0.00 |
Volume |
12,403 |
11,978 |
-425 |
-3.4% |
45,872 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.74 |
97.29 |
95.19 |
|
R3 |
96.61 |
96.16 |
94.88 |
|
R2 |
95.48 |
95.48 |
94.78 |
|
R1 |
95.03 |
95.03 |
94.67 |
95.26 |
PP |
94.35 |
94.35 |
94.35 |
94.47 |
S1 |
93.90 |
93.90 |
94.47 |
94.13 |
S2 |
93.22 |
93.22 |
94.36 |
|
S3 |
92.09 |
92.77 |
94.26 |
|
S4 |
90.96 |
91.64 |
93.95 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.84 |
101.14 |
95.66 |
|
R3 |
100.23 |
98.53 |
94.94 |
|
R2 |
97.62 |
97.62 |
94.70 |
|
R1 |
95.92 |
95.92 |
94.46 |
95.47 |
PP |
95.01 |
95.01 |
95.01 |
94.78 |
S1 |
93.31 |
93.31 |
93.98 |
92.86 |
S2 |
92.40 |
92.40 |
93.74 |
|
S3 |
89.79 |
90.70 |
93.50 |
|
S4 |
87.18 |
88.09 |
92.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.07 |
93.30 |
2.77 |
2.9% |
1.08 |
1.1% |
46% |
False |
False |
13,186 |
10 |
96.71 |
93.30 |
3.41 |
3.6% |
0.93 |
1.0% |
37% |
False |
False |
10,520 |
20 |
100.11 |
93.30 |
6.81 |
7.2% |
1.08 |
1.1% |
19% |
False |
False |
10,247 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.09 |
1.2% |
19% |
False |
False |
7,097 |
60 |
101.55 |
93.30 |
8.25 |
8.7% |
0.95 |
1.0% |
15% |
False |
False |
5,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.61 |
2.618 |
97.77 |
1.618 |
96.64 |
1.000 |
95.94 |
0.618 |
95.51 |
HIGH |
94.81 |
0.618 |
94.38 |
0.500 |
94.25 |
0.382 |
94.11 |
LOW |
93.68 |
0.618 |
92.98 |
1.000 |
92.55 |
1.618 |
91.85 |
2.618 |
90.72 |
4.250 |
88.88 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.46 |
94.40 |
PP |
94.35 |
94.23 |
S1 |
94.25 |
94.06 |
|