NYMEX Light Sweet Crude Oil Future July 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 |
93.49 |
92.73 |
-0.76 |
-0.8% |
94.52 |
| High |
93.49 |
93.83 |
0.34 |
0.4% |
95.35 |
| Low |
92.50 |
92.73 |
0.23 |
0.2% |
93.01 |
| Close |
92.58 |
93.53 |
0.95 |
1.0% |
93.13 |
| Range |
0.99 |
1.10 |
0.11 |
11.1% |
2.34 |
| ATR |
0.98 |
1.00 |
0.02 |
2.0% |
0.00 |
| Volume |
3,898 |
4,008 |
110 |
2.8% |
22,859 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.66 |
96.20 |
94.14 |
|
| R3 |
95.56 |
95.10 |
93.83 |
|
| R2 |
94.46 |
94.46 |
93.73 |
|
| R1 |
94.00 |
94.00 |
93.63 |
94.23 |
| PP |
93.36 |
93.36 |
93.36 |
93.48 |
| S1 |
92.90 |
92.90 |
93.43 |
93.13 |
| S2 |
92.26 |
92.26 |
93.33 |
|
| S3 |
91.16 |
91.80 |
93.23 |
|
| S4 |
90.06 |
90.70 |
92.93 |
|
|
| 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 |
94.76 |
92.50 |
2.26 |
2.4% |
0.99 |
1.1% |
46% |
False |
False |
5,612 |
| 10 |
95.35 |
92.50 |
2.85 |
3.0% |
0.87 |
0.9% |
36% |
False |
False |
4,524 |
| 20 |
98.67 |
92.50 |
6.17 |
6.6% |
0.90 |
1.0% |
17% |
False |
False |
3,934 |
| 40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.84 |
0.9% |
17% |
False |
False |
2,751 |
| 60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.79 |
0.8% |
15% |
False |
False |
2,529 |
| 80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.76 |
0.8% |
15% |
False |
False |
2,515 |
| 100 |
99.49 |
88.01 |
11.48 |
12.3% |
0.68 |
0.7% |
48% |
False |
False |
2,540 |
| 120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.62 |
0.7% |
48% |
False |
False |
2,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.51 |
|
2.618 |
96.71 |
|
1.618 |
95.61 |
|
1.000 |
94.93 |
|
0.618 |
94.51 |
|
HIGH |
93.83 |
|
0.618 |
93.41 |
|
0.500 |
93.28 |
|
0.382 |
93.15 |
|
LOW |
92.73 |
|
0.618 |
92.05 |
|
1.000 |
91.63 |
|
1.618 |
90.95 |
|
2.618 |
89.85 |
|
4.250 |
88.06 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.45 |
93.41 |
| PP |
93.36 |
93.29 |
| S1 |
93.28 |
93.17 |
|