NYMEX Light Sweet Crude Oil Future June 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 |
94.25 |
93.28 |
-0.97 |
-1.0% |
93.53 |
High |
94.80 |
94.61 |
-0.19 |
-0.2% |
94.59 |
Low |
92.94 |
93.22 |
0.28 |
0.3% |
92.87 |
Close |
93.19 |
94.31 |
1.12 |
1.2% |
93.98 |
Range |
1.86 |
1.39 |
-0.47 |
-25.3% |
1.72 |
ATR |
1.27 |
1.28 |
0.01 |
0.9% |
0.00 |
Volume |
20,216 |
50,135 |
29,919 |
148.0% |
173,519 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.22 |
97.65 |
95.07 |
|
R3 |
96.83 |
96.26 |
94.69 |
|
R2 |
95.44 |
95.44 |
94.56 |
|
R1 |
94.87 |
94.87 |
94.44 |
95.16 |
PP |
94.05 |
94.05 |
94.05 |
94.19 |
S1 |
93.48 |
93.48 |
94.18 |
93.77 |
S2 |
92.66 |
92.66 |
94.06 |
|
S3 |
91.27 |
92.09 |
93.93 |
|
S4 |
89.88 |
90.70 |
93.55 |
|
|
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 |
94.80 |
92.94 |
1.86 |
2.0% |
1.24 |
1.3% |
74% |
False |
False |
33,450 |
10 |
95.63 |
92.87 |
2.76 |
2.9% |
1.23 |
1.3% |
52% |
False |
False |
36,362 |
20 |
98.82 |
92.87 |
5.95 |
6.3% |
1.24 |
1.3% |
24% |
False |
False |
36,460 |
40 |
99.46 |
92.87 |
6.59 |
7.0% |
1.28 |
1.4% |
22% |
False |
False |
29,876 |
60 |
100.65 |
92.87 |
7.78 |
8.2% |
1.32 |
1.4% |
19% |
False |
False |
26,987 |
80 |
100.65 |
92.87 |
7.78 |
8.2% |
1.27 |
1.3% |
19% |
False |
False |
24,189 |
100 |
100.65 |
88.85 |
11.80 |
12.5% |
1.21 |
1.3% |
46% |
False |
False |
24,482 |
120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.26 |
1.3% |
49% |
False |
False |
23,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.52 |
2.618 |
98.25 |
1.618 |
96.86 |
1.000 |
96.00 |
0.618 |
95.47 |
HIGH |
94.61 |
0.618 |
94.08 |
0.500 |
93.92 |
0.382 |
93.75 |
LOW |
93.22 |
0.618 |
92.36 |
1.000 |
91.83 |
1.618 |
90.97 |
2.618 |
89.58 |
4.250 |
87.31 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
94.18 |
94.16 |
PP |
94.05 |
94.02 |
S1 |
93.92 |
93.87 |
|