NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.22 |
93.49 |
0.27 |
0.3% |
94.52 |
| High |
93.68 |
93.49 |
-0.19 |
-0.2% |
95.35 |
| Low |
92.84 |
92.50 |
-0.34 |
-0.4% |
93.01 |
| Close |
93.36 |
92.58 |
-0.78 |
-0.8% |
93.13 |
| Range |
0.84 |
0.99 |
0.15 |
17.9% |
2.34 |
| ATR |
0.98 |
0.98 |
0.00 |
0.1% |
0.00 |
| Volume |
6,008 |
3,898 |
-2,110 |
-35.1% |
22,859 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.83 |
95.19 |
93.12 |
|
| R3 |
94.84 |
94.20 |
92.85 |
|
| R2 |
93.85 |
93.85 |
92.76 |
|
| R1 |
93.21 |
93.21 |
92.67 |
93.04 |
| PP |
92.86 |
92.86 |
92.86 |
92.77 |
| S1 |
92.22 |
92.22 |
92.49 |
92.05 |
| S2 |
91.87 |
91.87 |
92.40 |
|
| S3 |
90.88 |
91.23 |
92.31 |
|
| S4 |
89.89 |
90.24 |
92.04 |
|
|
| 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 |
95.08 |
92.50 |
2.58 |
2.8% |
0.86 |
0.9% |
3% |
False |
True |
5,400 |
| 10 |
95.61 |
92.50 |
3.11 |
3.4% |
0.93 |
1.0% |
3% |
False |
True |
4,668 |
| 20 |
98.67 |
92.50 |
6.17 |
6.7% |
0.93 |
1.0% |
1% |
False |
True |
3,819 |
| 40 |
98.67 |
92.50 |
6.17 |
6.7% |
0.83 |
0.9% |
1% |
False |
True |
2,685 |
| 60 |
99.49 |
92.50 |
6.99 |
7.6% |
0.78 |
0.8% |
1% |
False |
True |
2,513 |
| 80 |
99.49 |
92.50 |
6.99 |
7.6% |
0.75 |
0.8% |
1% |
False |
True |
2,495 |
| 100 |
99.49 |
88.01 |
11.48 |
12.4% |
0.67 |
0.7% |
40% |
False |
False |
2,528 |
| 120 |
99.49 |
88.01 |
11.48 |
12.4% |
0.62 |
0.7% |
40% |
False |
False |
2,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.70 |
|
2.618 |
96.08 |
|
1.618 |
95.09 |
|
1.000 |
94.48 |
|
0.618 |
94.10 |
|
HIGH |
93.49 |
|
0.618 |
93.11 |
|
0.500 |
93.00 |
|
0.382 |
92.88 |
|
LOW |
92.50 |
|
0.618 |
91.89 |
|
1.000 |
91.51 |
|
1.618 |
90.90 |
|
2.618 |
89.91 |
|
4.250 |
88.29 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.00 |
93.55 |
| PP |
92.86 |
93.23 |
| S1 |
92.72 |
92.90 |
|