NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
94.65 |
94.04 |
-0.61 |
-0.6% |
94.17 |
High |
94.85 |
94.63 |
-0.22 |
-0.2% |
94.85 |
Low |
93.84 |
93.91 |
0.07 |
0.1% |
93.30 |
Close |
94.05 |
94.48 |
0.43 |
0.5% |
94.48 |
Range |
1.01 |
0.72 |
-0.29 |
-28.7% |
1.55 |
ATR |
1.12 |
1.10 |
-0.03 |
-2.6% |
0.00 |
Volume |
10,958 |
10,887 |
-71 |
-0.6% |
58,311 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.50 |
96.21 |
94.88 |
|
R3 |
95.78 |
95.49 |
94.68 |
|
R2 |
95.06 |
95.06 |
94.61 |
|
R1 |
94.77 |
94.77 |
94.55 |
94.92 |
PP |
94.34 |
94.34 |
94.34 |
94.41 |
S1 |
94.05 |
94.05 |
94.41 |
94.20 |
S2 |
93.62 |
93.62 |
94.35 |
|
S3 |
92.90 |
93.33 |
94.28 |
|
S4 |
92.18 |
92.61 |
94.08 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.86 |
98.22 |
95.33 |
|
R3 |
97.31 |
96.67 |
94.91 |
|
R2 |
95.76 |
95.76 |
94.76 |
|
R1 |
95.12 |
95.12 |
94.62 |
95.44 |
PP |
94.21 |
94.21 |
94.21 |
94.37 |
S1 |
93.57 |
93.57 |
94.34 |
93.89 |
S2 |
92.66 |
92.66 |
94.20 |
|
S3 |
91.11 |
92.02 |
94.05 |
|
S4 |
89.56 |
90.47 |
93.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.85 |
93.30 |
1.55 |
1.6% |
1.01 |
1.1% |
76% |
False |
False |
11,662 |
10 |
96.71 |
93.30 |
3.41 |
3.6% |
0.93 |
1.0% |
35% |
False |
False |
10,418 |
20 |
100.11 |
93.30 |
6.81 |
7.2% |
1.04 |
1.1% |
17% |
False |
False |
10,640 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.10 |
1.2% |
17% |
False |
False |
7,462 |
60 |
101.55 |
93.30 |
8.25 |
8.7% |
0.95 |
1.0% |
14% |
False |
False |
6,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.69 |
2.618 |
96.51 |
1.618 |
95.79 |
1.000 |
95.35 |
0.618 |
95.07 |
HIGH |
94.63 |
0.618 |
94.35 |
0.500 |
94.27 |
0.382 |
94.19 |
LOW |
93.91 |
0.618 |
93.47 |
1.000 |
93.19 |
1.618 |
92.75 |
2.618 |
92.03 |
4.250 |
90.85 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.41 |
94.41 |
PP |
94.34 |
94.34 |
S1 |
94.27 |
94.27 |
|