NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
93.29 |
93.20 |
-0.09 |
-0.1% |
93.22 |
| High |
93.44 |
94.00 |
0.56 |
0.6% |
93.83 |
| Low |
93.14 |
93.20 |
0.06 |
0.1% |
92.50 |
| Close |
93.44 |
94.00 |
0.56 |
0.6% |
93.44 |
| Range |
0.30 |
0.80 |
0.50 |
166.7% |
1.33 |
| ATR |
0.95 |
0.94 |
-0.01 |
-1.1% |
0.00 |
| Volume |
5,473 |
6,774 |
1,301 |
23.8% |
24,815 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.13 |
95.87 |
94.44 |
|
| R3 |
95.33 |
95.07 |
94.22 |
|
| R2 |
94.53 |
94.53 |
94.15 |
|
| R1 |
94.27 |
94.27 |
94.07 |
94.40 |
| PP |
93.73 |
93.73 |
93.73 |
93.80 |
| S1 |
93.47 |
93.47 |
93.93 |
93.60 |
| S2 |
92.93 |
92.93 |
93.85 |
|
| S3 |
92.13 |
92.67 |
93.78 |
|
| S4 |
91.33 |
91.87 |
93.56 |
|
|
| 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 |
94.00 |
92.50 |
1.50 |
1.6% |
0.82 |
0.9% |
100% |
True |
False |
5,116 |
| 10 |
95.29 |
92.50 |
2.79 |
3.0% |
0.80 |
0.9% |
54% |
False |
False |
5,151 |
| 20 |
98.67 |
92.50 |
6.17 |
6.6% |
0.86 |
0.9% |
24% |
False |
False |
4,346 |
| 40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.86 |
0.9% |
24% |
False |
False |
3,123 |
| 60 |
99.49 |
92.50 |
6.99 |
7.4% |
0.80 |
0.9% |
21% |
False |
False |
2,742 |
| 80 |
99.49 |
92.50 |
6.99 |
7.4% |
0.76 |
0.8% |
21% |
False |
False |
2,564 |
| 100 |
99.49 |
88.01 |
11.48 |
12.2% |
0.69 |
0.7% |
52% |
False |
False |
2,663 |
| 120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.63 |
0.7% |
52% |
False |
False |
2,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.40 |
|
2.618 |
96.09 |
|
1.618 |
95.29 |
|
1.000 |
94.80 |
|
0.618 |
94.49 |
|
HIGH |
94.00 |
|
0.618 |
93.69 |
|
0.500 |
93.60 |
|
0.382 |
93.51 |
|
LOW |
93.20 |
|
0.618 |
92.71 |
|
1.000 |
92.40 |
|
1.618 |
91.91 |
|
2.618 |
91.11 |
|
4.250 |
89.80 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.87 |
93.81 |
| PP |
93.73 |
93.61 |
| S1 |
93.60 |
93.42 |
|