NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.38 |
93.29 |
-0.09 |
-0.1% |
93.22 |
High |
93.76 |
93.44 |
-0.32 |
-0.3% |
93.83 |
Low |
92.83 |
93.14 |
0.31 |
0.3% |
92.50 |
Close |
93.09 |
93.44 |
0.35 |
0.4% |
93.44 |
Range |
0.93 |
0.30 |
-0.63 |
-67.7% |
1.33 |
ATR |
0.99 |
0.95 |
-0.05 |
-4.6% |
0.00 |
Volume |
5,428 |
5,473 |
45 |
0.8% |
24,815 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.24 |
94.14 |
93.61 |
|
R3 |
93.94 |
93.84 |
93.52 |
|
R2 |
93.64 |
93.64 |
93.50 |
|
R1 |
93.54 |
93.54 |
93.47 |
93.59 |
PP |
93.34 |
93.34 |
93.34 |
93.37 |
S1 |
93.24 |
93.24 |
93.41 |
93.29 |
S2 |
93.04 |
93.04 |
93.39 |
|
S3 |
92.74 |
92.94 |
93.36 |
|
S4 |
92.44 |
92.64 |
93.28 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.25 |
96.67 |
94.17 |
|
R3 |
95.92 |
95.34 |
93.81 |
|
R2 |
94.59 |
94.59 |
93.68 |
|
R1 |
94.01 |
94.01 |
93.56 |
94.30 |
PP |
93.26 |
93.26 |
93.26 |
93.40 |
S1 |
92.68 |
92.68 |
93.32 |
92.97 |
S2 |
91.93 |
91.93 |
93.20 |
|
S3 |
90.60 |
91.35 |
93.07 |
|
S4 |
89.27 |
90.02 |
92.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.83 |
92.50 |
1.33 |
1.4% |
0.83 |
0.9% |
71% |
False |
False |
4,963 |
10 |
95.35 |
92.50 |
2.85 |
3.1% |
0.82 |
0.9% |
33% |
False |
False |
4,767 |
20 |
98.67 |
92.50 |
6.17 |
6.6% |
0.87 |
0.9% |
15% |
False |
False |
4,178 |
40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.85 |
0.9% |
15% |
False |
False |
2,973 |
60 |
99.49 |
92.50 |
6.99 |
7.5% |
0.79 |
0.8% |
13% |
False |
False |
2,656 |
80 |
99.49 |
92.50 |
6.99 |
7.5% |
0.76 |
0.8% |
13% |
False |
False |
2,522 |
100 |
99.49 |
88.01 |
11.48 |
12.3% |
0.68 |
0.7% |
47% |
False |
False |
2,614 |
120 |
99.49 |
88.01 |
11.48 |
12.3% |
0.63 |
0.7% |
47% |
False |
False |
2,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.72 |
2.618 |
94.23 |
1.618 |
93.93 |
1.000 |
93.74 |
0.618 |
93.63 |
HIGH |
93.44 |
0.618 |
93.33 |
0.500 |
93.29 |
0.382 |
93.25 |
LOW |
93.14 |
0.618 |
92.95 |
1.000 |
92.84 |
1.618 |
92.65 |
2.618 |
92.35 |
4.250 |
91.87 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.39 |
93.39 |
PP |
93.34 |
93.33 |
S1 |
93.29 |
93.28 |
|