NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
94.66 |
94.60 |
-0.06 |
-0.1% |
94.52 |
| High |
94.76 |
94.60 |
-0.16 |
-0.2% |
95.35 |
| Low |
94.31 |
93.01 |
-1.30 |
-1.4% |
93.01 |
| Close |
94.49 |
93.13 |
-1.36 |
-1.4% |
93.13 |
| Range |
0.45 |
1.59 |
1.14 |
253.3% |
2.34 |
| ATR |
0.94 |
0.99 |
0.05 |
4.9% |
0.00 |
| Volume |
7,620 |
6,529 |
-1,091 |
-14.3% |
22,859 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.35 |
97.33 |
94.00 |
|
| R3 |
96.76 |
95.74 |
93.57 |
|
| R2 |
95.17 |
95.17 |
93.42 |
|
| R1 |
94.15 |
94.15 |
93.28 |
93.87 |
| PP |
93.58 |
93.58 |
93.58 |
93.44 |
| S1 |
92.56 |
92.56 |
92.98 |
92.28 |
| S2 |
91.99 |
91.99 |
92.84 |
|
| S3 |
90.40 |
90.97 |
92.69 |
|
| S4 |
88.81 |
89.38 |
92.26 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.85 |
99.33 |
94.42 |
|
| R3 |
98.51 |
96.99 |
93.77 |
|
| R2 |
96.17 |
96.17 |
93.56 |
|
| R1 |
94.65 |
94.65 |
93.34 |
94.24 |
| PP |
93.83 |
93.83 |
93.83 |
93.63 |
| S1 |
92.31 |
92.31 |
92.92 |
91.90 |
| S2 |
91.49 |
91.49 |
92.70 |
|
| S3 |
89.15 |
89.97 |
92.49 |
|
| S4 |
86.81 |
87.63 |
91.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.35 |
93.01 |
2.34 |
2.5% |
0.81 |
0.9% |
5% |
False |
True |
4,571 |
| 10 |
96.76 |
93.01 |
3.75 |
4.0% |
0.91 |
1.0% |
3% |
False |
True |
4,341 |
| 20 |
98.67 |
93.01 |
5.66 |
6.1% |
0.92 |
1.0% |
2% |
False |
True |
3,484 |
| 40 |
98.67 |
93.01 |
5.66 |
6.1% |
0.82 |
0.9% |
2% |
False |
True |
2,523 |
| 60 |
99.49 |
93.01 |
6.48 |
7.0% |
0.79 |
0.8% |
2% |
False |
True |
2,416 |
| 80 |
99.49 |
93.01 |
6.48 |
7.0% |
0.73 |
0.8% |
2% |
False |
True |
2,451 |
| 100 |
99.49 |
88.01 |
11.48 |
12.3% |
0.65 |
0.7% |
45% |
False |
False |
2,459 |
| 120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.62 |
0.7% |
45% |
False |
False |
2,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.36 |
|
2.618 |
98.76 |
|
1.618 |
97.17 |
|
1.000 |
96.19 |
|
0.618 |
95.58 |
|
HIGH |
94.60 |
|
0.618 |
93.99 |
|
0.500 |
93.81 |
|
0.382 |
93.62 |
|
LOW |
93.01 |
|
0.618 |
92.03 |
|
1.000 |
91.42 |
|
1.618 |
90.44 |
|
2.618 |
88.85 |
|
4.250 |
86.25 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.81 |
94.05 |
| PP |
93.58 |
93.74 |
| S1 |
93.36 |
93.44 |
|