NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.68 |
94.65 |
0.97 |
1.0% |
95.64 |
High |
94.81 |
94.85 |
0.04 |
0.0% |
96.71 |
Low |
93.68 |
93.84 |
0.16 |
0.2% |
94.10 |
Close |
94.57 |
94.05 |
-0.52 |
-0.5% |
94.22 |
Range |
1.13 |
1.01 |
-0.12 |
-10.6% |
2.61 |
ATR |
1.13 |
1.12 |
-0.01 |
-0.8% |
0.00 |
Volume |
11,978 |
10,958 |
-1,020 |
-8.5% |
45,872 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.28 |
96.67 |
94.61 |
|
R3 |
96.27 |
95.66 |
94.33 |
|
R2 |
95.26 |
95.26 |
94.24 |
|
R1 |
94.65 |
94.65 |
94.14 |
94.45 |
PP |
94.25 |
94.25 |
94.25 |
94.15 |
S1 |
93.64 |
93.64 |
93.96 |
93.44 |
S2 |
93.24 |
93.24 |
93.86 |
|
S3 |
92.23 |
92.63 |
93.77 |
|
S4 |
91.22 |
91.62 |
93.49 |
|
|
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 |
95.58 |
93.30 |
2.28 |
2.4% |
1.17 |
1.2% |
33% |
False |
False |
12,202 |
10 |
96.71 |
93.30 |
3.41 |
3.6% |
0.94 |
1.0% |
22% |
False |
False |
10,238 |
20 |
100.11 |
93.30 |
6.81 |
7.2% |
1.06 |
1.1% |
11% |
False |
False |
10,472 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.10 |
1.2% |
11% |
False |
False |
7,280 |
60 |
101.55 |
93.30 |
8.25 |
8.8% |
0.95 |
1.0% |
9% |
False |
False |
5,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.14 |
2.618 |
97.49 |
1.618 |
96.48 |
1.000 |
95.86 |
0.618 |
95.47 |
HIGH |
94.85 |
0.618 |
94.46 |
0.500 |
94.35 |
0.382 |
94.23 |
LOW |
93.84 |
0.618 |
93.22 |
1.000 |
92.83 |
1.618 |
92.21 |
2.618 |
91.20 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.35 |
94.08 |
PP |
94.25 |
94.07 |
S1 |
94.15 |
94.06 |
|