NYMEX Light Sweet Crude Oil Future June 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 |
94.14 |
93.79 |
-0.35 |
-0.4% |
93.53 |
High |
94.42 |
94.19 |
-0.23 |
-0.2% |
94.59 |
Low |
93.29 |
93.34 |
0.05 |
0.1% |
92.87 |
Close |
93.60 |
93.98 |
0.38 |
0.4% |
93.98 |
Range |
1.13 |
0.85 |
-0.28 |
-24.8% |
1.72 |
ATR |
1.27 |
1.24 |
-0.03 |
-2.4% |
0.00 |
Volume |
38,306 |
34,665 |
-3,641 |
-9.5% |
173,519 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.39 |
96.03 |
94.45 |
|
R3 |
95.54 |
95.18 |
94.21 |
|
R2 |
94.69 |
94.69 |
94.14 |
|
R1 |
94.33 |
94.33 |
94.06 |
94.51 |
PP |
93.84 |
93.84 |
93.84 |
93.93 |
S1 |
93.48 |
93.48 |
93.90 |
93.66 |
S2 |
92.99 |
92.99 |
93.82 |
|
S3 |
92.14 |
92.63 |
93.75 |
|
S4 |
91.29 |
91.78 |
93.51 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.97 |
98.20 |
94.93 |
|
R3 |
97.25 |
96.48 |
94.45 |
|
R2 |
95.53 |
95.53 |
94.30 |
|
R1 |
94.76 |
94.76 |
94.14 |
95.15 |
PP |
93.81 |
93.81 |
93.81 |
94.01 |
S1 |
93.04 |
93.04 |
93.82 |
93.43 |
S2 |
92.09 |
92.09 |
93.66 |
|
S3 |
90.37 |
91.32 |
93.51 |
|
S4 |
88.65 |
89.60 |
93.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.59 |
92.87 |
1.72 |
1.8% |
1.08 |
1.1% |
65% |
False |
False |
34,703 |
10 |
96.10 |
92.87 |
3.23 |
3.4% |
1.06 |
1.1% |
34% |
False |
False |
35,103 |
20 |
99.46 |
92.87 |
6.59 |
7.0% |
1.22 |
1.3% |
17% |
False |
False |
35,677 |
40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.31 |
1.4% |
17% |
False |
False |
28,873 |
60 |
100.65 |
92.87 |
7.78 |
8.3% |
1.30 |
1.4% |
14% |
False |
False |
26,258 |
80 |
100.65 |
92.87 |
7.78 |
8.3% |
1.26 |
1.3% |
14% |
False |
False |
23,979 |
100 |
100.65 |
88.11 |
12.54 |
13.3% |
1.25 |
1.3% |
47% |
False |
False |
24,150 |
120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.25 |
1.3% |
47% |
False |
False |
22,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.80 |
2.618 |
96.42 |
1.618 |
95.57 |
1.000 |
95.04 |
0.618 |
94.72 |
HIGH |
94.19 |
0.618 |
93.87 |
0.500 |
93.77 |
0.382 |
93.66 |
LOW |
93.34 |
0.618 |
92.81 |
1.000 |
92.49 |
1.618 |
91.96 |
2.618 |
91.11 |
4.250 |
89.73 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.91 |
93.96 |
PP |
93.84 |
93.94 |
S1 |
93.77 |
93.93 |
|