NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
93.40 |
93.09 |
-0.31 |
-0.3% |
93.22 |
High |
94.21 |
94.10 |
-0.11 |
-0.1% |
93.83 |
Low |
92.57 |
93.09 |
0.52 |
0.6% |
92.50 |
Close |
92.79 |
93.90 |
1.11 |
1.2% |
93.44 |
Range |
1.64 |
1.01 |
-0.63 |
-38.4% |
1.33 |
ATR |
0.99 |
1.01 |
0.02 |
2.3% |
0.00 |
Volume |
4,191 |
6,573 |
2,382 |
56.8% |
24,815 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.73 |
96.32 |
94.46 |
|
R3 |
95.72 |
95.31 |
94.18 |
|
R2 |
94.71 |
94.71 |
94.09 |
|
R1 |
94.30 |
94.30 |
93.99 |
94.51 |
PP |
93.70 |
93.70 |
93.70 |
93.80 |
S1 |
93.29 |
93.29 |
93.81 |
93.50 |
S2 |
92.69 |
92.69 |
93.71 |
|
S3 |
91.68 |
92.28 |
93.62 |
|
S4 |
90.67 |
91.27 |
93.34 |
|
|
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 |
94.21 |
92.57 |
1.64 |
1.7% |
0.94 |
1.0% |
81% |
False |
False |
5,687 |
10 |
94.76 |
92.50 |
2.26 |
2.4% |
0.97 |
1.0% |
62% |
False |
False |
5,650 |
20 |
97.78 |
92.50 |
5.28 |
5.6% |
0.92 |
1.0% |
27% |
False |
False |
4,618 |
40 |
98.67 |
92.50 |
6.17 |
6.6% |
0.86 |
0.9% |
23% |
False |
False |
3,323 |
60 |
99.49 |
92.50 |
6.99 |
7.4% |
0.83 |
0.9% |
20% |
False |
False |
2,876 |
80 |
99.49 |
92.50 |
6.99 |
7.4% |
0.78 |
0.8% |
20% |
False |
False |
2,624 |
100 |
99.49 |
89.40 |
10.09 |
10.7% |
0.71 |
0.8% |
45% |
False |
False |
2,718 |
120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.65 |
0.7% |
51% |
False |
False |
2,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.39 |
2.618 |
96.74 |
1.618 |
95.73 |
1.000 |
95.11 |
0.618 |
94.72 |
HIGH |
94.10 |
0.618 |
93.71 |
0.500 |
93.60 |
0.382 |
93.48 |
LOW |
93.09 |
0.618 |
92.47 |
1.000 |
92.08 |
1.618 |
91.46 |
2.618 |
90.45 |
4.250 |
88.80 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
93.80 |
93.73 |
PP |
93.70 |
93.56 |
S1 |
93.60 |
93.39 |
|