NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
101.37 |
102.19 |
0.82 |
0.8% |
103.45 |
High |
102.62 |
102.46 |
-0.16 |
-0.2% |
104.08 |
Low |
101.06 |
100.91 |
-0.15 |
-0.1% |
100.60 |
Close |
102.41 |
101.21 |
-1.20 |
-1.2% |
102.02 |
Range |
1.56 |
1.55 |
-0.01 |
-0.6% |
3.48 |
ATR |
1.92 |
1.89 |
-0.03 |
-1.4% |
0.00 |
Volume |
170,674 |
240,218 |
69,544 |
40.7% |
1,341,425 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.18 |
105.24 |
102.06 |
|
R3 |
104.63 |
103.69 |
101.64 |
|
R2 |
103.08 |
103.08 |
101.49 |
|
R1 |
102.14 |
102.14 |
101.35 |
101.84 |
PP |
101.53 |
101.53 |
101.53 |
101.37 |
S1 |
100.59 |
100.59 |
101.07 |
100.29 |
S2 |
99.98 |
99.98 |
100.93 |
|
S3 |
98.43 |
99.04 |
100.78 |
|
S4 |
96.88 |
97.49 |
100.36 |
|
|
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 |
103.75 |
100.60 |
3.15 |
3.1% |
2.09 |
2.1% |
19% |
False |
False |
257,819 |
10 |
104.38 |
100.60 |
3.78 |
3.7% |
1.92 |
1.9% |
16% |
False |
False |
244,426 |
20 |
108.15 |
100.60 |
7.55 |
7.5% |
1.87 |
1.8% |
8% |
False |
False |
239,824 |
40 |
111.34 |
100.60 |
10.74 |
10.6% |
1.97 |
1.9% |
6% |
False |
False |
166,079 |
60 |
111.34 |
100.60 |
10.74 |
10.6% |
1.87 |
1.8% |
6% |
False |
False |
126,795 |
80 |
111.34 |
91.95 |
19.39 |
19.2% |
1.82 |
1.8% |
48% |
False |
False |
104,807 |
100 |
111.34 |
91.22 |
20.12 |
19.9% |
1.79 |
1.8% |
50% |
False |
False |
87,736 |
120 |
111.34 |
89.26 |
22.08 |
21.8% |
1.78 |
1.8% |
54% |
False |
False |
74,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.05 |
2.618 |
106.52 |
1.618 |
104.97 |
1.000 |
104.01 |
0.618 |
103.42 |
HIGH |
102.46 |
0.618 |
101.87 |
0.500 |
101.69 |
0.382 |
101.50 |
LOW |
100.91 |
0.618 |
99.95 |
1.000 |
99.36 |
1.618 |
98.40 |
2.618 |
96.85 |
4.250 |
94.32 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.69 |
101.78 |
PP |
101.53 |
101.59 |
S1 |
101.37 |
101.40 |
|