NYMEX Light Sweet Crude Oil Future May 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 |
94.23 |
93.96 |
-0.27 |
-0.3% |
94.17 |
High |
95.19 |
94.82 |
-0.37 |
-0.4% |
94.85 |
Low |
93.33 |
93.79 |
0.46 |
0.5% |
93.30 |
Close |
93.53 |
94.65 |
1.12 |
1.2% |
94.48 |
Range |
1.86 |
1.03 |
-0.83 |
-44.6% |
1.55 |
ATR |
1.15 |
1.16 |
0.01 |
0.9% |
0.00 |
Volume |
9,027 |
14,202 |
5,175 |
57.3% |
58,311 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.51 |
97.11 |
95.22 |
|
R3 |
96.48 |
96.08 |
94.93 |
|
R2 |
95.45 |
95.45 |
94.84 |
|
R1 |
95.05 |
95.05 |
94.74 |
95.25 |
PP |
94.42 |
94.42 |
94.42 |
94.52 |
S1 |
94.02 |
94.02 |
94.56 |
94.22 |
S2 |
93.39 |
93.39 |
94.46 |
|
S3 |
92.36 |
92.99 |
94.37 |
|
S4 |
91.33 |
91.96 |
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 |
95.19 |
93.33 |
1.86 |
2.0% |
1.13 |
1.2% |
71% |
False |
False |
11,063 |
10 |
96.07 |
93.30 |
2.77 |
2.9% |
1.11 |
1.2% |
49% |
False |
False |
12,124 |
20 |
99.46 |
93.30 |
6.16 |
6.5% |
1.09 |
1.1% |
22% |
False |
False |
10,945 |
40 |
100.11 |
93.30 |
6.81 |
7.2% |
1.08 |
1.1% |
20% |
False |
False |
8,012 |
60 |
101.55 |
93.30 |
8.25 |
8.7% |
0.99 |
1.1% |
16% |
False |
False |
6,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.20 |
2.618 |
97.52 |
1.618 |
96.49 |
1.000 |
95.85 |
0.618 |
95.46 |
HIGH |
94.82 |
0.618 |
94.43 |
0.500 |
94.31 |
0.382 |
94.18 |
LOW |
93.79 |
0.618 |
93.15 |
1.000 |
92.76 |
1.618 |
92.12 |
2.618 |
91.09 |
4.250 |
89.41 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.54 |
94.52 |
PP |
94.42 |
94.39 |
S1 |
94.31 |
94.26 |
|