NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
92.73 |
93.38 |
0.65 |
0.7% |
94.52 |
| High |
93.83 |
93.76 |
-0.07 |
-0.1% |
95.35 |
| Low |
92.73 |
92.83 |
0.10 |
0.1% |
93.01 |
| Close |
93.53 |
93.09 |
-0.44 |
-0.5% |
93.13 |
| Range |
1.10 |
0.93 |
-0.17 |
-15.5% |
2.34 |
| ATR |
1.00 |
0.99 |
0.00 |
-0.5% |
0.00 |
| Volume |
4,008 |
5,428 |
1,420 |
35.4% |
22,859 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.02 |
95.48 |
93.60 |
|
| R3 |
95.09 |
94.55 |
93.35 |
|
| R2 |
94.16 |
94.16 |
93.26 |
|
| R1 |
93.62 |
93.62 |
93.18 |
93.43 |
| PP |
93.23 |
93.23 |
93.23 |
93.13 |
| S1 |
92.69 |
92.69 |
93.00 |
92.50 |
| S2 |
92.30 |
92.30 |
92.92 |
|
| S3 |
91.37 |
91.76 |
92.83 |
|
| S4 |
90.44 |
90.83 |
92.58 |
|
|
| 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 |
94.60 |
92.50 |
2.10 |
2.3% |
1.09 |
1.2% |
28% |
False |
False |
5,174 |
| 10 |
95.35 |
92.50 |
2.85 |
3.1% |
0.83 |
0.9% |
21% |
False |
False |
4,608 |
| 20 |
98.67 |
92.50 |
6.17 |
6.6% |
0.89 |
1.0% |
10% |
False |
False |
4,092 |
| 40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.86 |
0.9% |
10% |
False |
False |
2,867 |
| 60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.80 |
0.9% |
8% |
False |
False |
2,586 |
| 80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.76 |
0.8% |
8% |
False |
False |
2,572 |
| 100 |
99.49 |
88.01 |
11.48 |
12.3% |
0.68 |
0.7% |
44% |
False |
False |
2,584 |
| 120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.63 |
0.7% |
44% |
False |
False |
2,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.71 |
|
2.618 |
96.19 |
|
1.618 |
95.26 |
|
1.000 |
94.69 |
|
0.618 |
94.33 |
|
HIGH |
93.76 |
|
0.618 |
93.40 |
|
0.500 |
93.30 |
|
0.382 |
93.19 |
|
LOW |
92.83 |
|
0.618 |
92.26 |
|
1.000 |
91.90 |
|
1.618 |
91.33 |
|
2.618 |
90.40 |
|
4.250 |
88.88 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.30 |
93.17 |
| PP |
93.23 |
93.14 |
| S1 |
93.16 |
93.12 |
|