NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.94 |
101.37 |
-1.57 |
-1.5% |
103.45 |
High |
102.95 |
102.62 |
-0.33 |
-0.3% |
104.08 |
Low |
100.60 |
101.06 |
0.46 |
0.5% |
100.60 |
Close |
102.02 |
102.41 |
0.39 |
0.4% |
102.02 |
Range |
2.35 |
1.56 |
-0.79 |
-33.6% |
3.48 |
ATR |
1.94 |
1.92 |
-0.03 |
-1.4% |
0.00 |
Volume |
298,216 |
170,674 |
-127,542 |
-42.8% |
1,341,425 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.71 |
106.12 |
103.27 |
|
R3 |
105.15 |
104.56 |
102.84 |
|
R2 |
103.59 |
103.59 |
102.70 |
|
R1 |
103.00 |
103.00 |
102.55 |
103.30 |
PP |
102.03 |
102.03 |
102.03 |
102.18 |
S1 |
101.44 |
101.44 |
102.27 |
101.74 |
S2 |
100.47 |
100.47 |
102.12 |
|
S3 |
98.91 |
99.88 |
101.98 |
|
S4 |
97.35 |
98.32 |
101.55 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.67 |
110.83 |
103.93 |
|
R3 |
109.19 |
107.35 |
102.98 |
|
R2 |
105.71 |
105.71 |
102.66 |
|
R1 |
103.87 |
103.87 |
102.34 |
103.05 |
PP |
102.23 |
102.23 |
102.23 |
101.83 |
S1 |
100.39 |
100.39 |
101.70 |
99.57 |
S2 |
98.75 |
98.75 |
101.38 |
|
S3 |
95.27 |
96.91 |
101.06 |
|
S4 |
91.79 |
93.43 |
100.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.08 |
100.60 |
3.48 |
3.4% |
2.02 |
2.0% |
52% |
False |
False |
248,614 |
10 |
104.38 |
100.60 |
3.78 |
3.7% |
1.91 |
1.9% |
48% |
False |
False |
242,707 |
20 |
108.15 |
100.60 |
7.55 |
7.4% |
1.87 |
1.8% |
24% |
False |
False |
238,491 |
40 |
111.34 |
100.60 |
10.74 |
10.5% |
1.96 |
1.9% |
17% |
False |
False |
161,680 |
60 |
111.34 |
100.60 |
10.74 |
10.5% |
1.87 |
1.8% |
17% |
False |
False |
123,513 |
80 |
111.34 |
91.95 |
19.39 |
18.9% |
1.83 |
1.8% |
54% |
False |
False |
102,192 |
100 |
111.34 |
91.22 |
20.12 |
19.6% |
1.80 |
1.8% |
56% |
False |
False |
85,443 |
120 |
111.34 |
89.26 |
22.08 |
21.6% |
1.79 |
1.7% |
60% |
False |
False |
72,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.25 |
2.618 |
106.70 |
1.618 |
105.14 |
1.000 |
104.18 |
0.618 |
103.58 |
HIGH |
102.62 |
0.618 |
102.02 |
0.500 |
101.84 |
0.382 |
101.66 |
LOW |
101.06 |
0.618 |
100.10 |
1.000 |
99.50 |
1.618 |
98.54 |
2.618 |
96.98 |
4.250 |
94.43 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.22 |
102.30 |
PP |
102.03 |
102.19 |
S1 |
101.84 |
102.09 |
|