NYMEX Light Sweet Crude Oil Future June 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 |
93.94 |
93.37 |
-0.57 |
-0.6% |
95.13 |
High |
94.03 |
94.59 |
0.56 |
0.6% |
96.10 |
Low |
92.87 |
93.26 |
0.39 |
0.4% |
93.50 |
Close |
93.06 |
94.09 |
1.03 |
1.1% |
93.69 |
Range |
1.16 |
1.33 |
0.17 |
14.7% |
2.60 |
ATR |
1.26 |
1.28 |
0.02 |
1.5% |
0.00 |
Volume |
27,049 |
34,117 |
7,068 |
26.1% |
177,519 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.97 |
97.36 |
94.82 |
|
R3 |
96.64 |
96.03 |
94.46 |
|
R2 |
95.31 |
95.31 |
94.33 |
|
R1 |
94.70 |
94.70 |
94.21 |
95.01 |
PP |
93.98 |
93.98 |
93.98 |
94.13 |
S1 |
93.37 |
93.37 |
93.97 |
93.68 |
S2 |
92.65 |
92.65 |
93.85 |
|
S3 |
91.32 |
92.04 |
93.72 |
|
S4 |
89.99 |
90.71 |
93.36 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.23 |
100.56 |
95.12 |
|
R3 |
99.63 |
97.96 |
94.41 |
|
R2 |
97.03 |
97.03 |
94.17 |
|
R1 |
95.36 |
95.36 |
93.93 |
94.90 |
PP |
94.43 |
94.43 |
94.43 |
94.20 |
S1 |
92.76 |
92.76 |
93.45 |
92.30 |
S2 |
91.83 |
91.83 |
93.21 |
|
S3 |
89.23 |
90.16 |
92.98 |
|
S4 |
86.63 |
87.56 |
92.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.63 |
92.87 |
2.76 |
2.9% |
1.22 |
1.3% |
44% |
False |
False |
39,275 |
10 |
96.10 |
92.87 |
3.23 |
3.4% |
1.09 |
1.2% |
38% |
False |
False |
36,564 |
20 |
99.46 |
92.87 |
6.59 |
7.0% |
1.27 |
1.4% |
19% |
False |
False |
34,796 |
40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.31 |
1.4% |
19% |
False |
False |
27,962 |
60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.29 |
1.4% |
16% |
False |
False |
25,587 |
80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.25 |
1.3% |
16% |
False |
False |
23,666 |
100 |
100.65 |
88.11 |
12.54 |
13.3% |
1.25 |
1.3% |
48% |
False |
False |
23,673 |
120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.26 |
1.3% |
48% |
False |
False |
22,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.24 |
2.618 |
98.07 |
1.618 |
96.74 |
1.000 |
95.92 |
0.618 |
95.41 |
HIGH |
94.59 |
0.618 |
94.08 |
0.500 |
93.93 |
0.382 |
93.77 |
LOW |
93.26 |
0.618 |
92.44 |
1.000 |
91.93 |
1.618 |
91.11 |
2.618 |
89.78 |
4.250 |
87.61 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.04 |
93.97 |
PP |
93.98 |
93.85 |
S1 |
93.93 |
93.73 |
|