NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.19 |
100.88 |
-1.31 |
-1.3% |
103.45 |
High |
102.46 |
102.97 |
0.51 |
0.5% |
104.08 |
Low |
100.91 |
100.75 |
-0.16 |
-0.2% |
100.60 |
Close |
101.21 |
102.29 |
1.08 |
1.1% |
102.02 |
Range |
1.55 |
2.22 |
0.67 |
43.2% |
3.48 |
ATR |
1.89 |
1.91 |
0.02 |
1.2% |
0.00 |
Volume |
240,218 |
235,236 |
-4,982 |
-2.1% |
1,341,425 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.66 |
107.70 |
103.51 |
|
R3 |
106.44 |
105.48 |
102.90 |
|
R2 |
104.22 |
104.22 |
102.70 |
|
R1 |
103.26 |
103.26 |
102.49 |
103.74 |
PP |
102.00 |
102.00 |
102.00 |
102.25 |
S1 |
101.04 |
101.04 |
102.09 |
101.52 |
S2 |
99.78 |
99.78 |
101.88 |
|
S3 |
97.56 |
98.82 |
101.68 |
|
S4 |
95.34 |
96.60 |
101.07 |
|
|
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 |
103.57 |
100.60 |
2.97 |
2.9% |
2.02 |
2.0% |
57% |
False |
False |
248,240 |
10 |
104.38 |
100.60 |
3.78 |
3.7% |
1.86 |
1.8% |
45% |
False |
False |
237,897 |
20 |
108.15 |
100.60 |
7.55 |
7.4% |
1.82 |
1.8% |
22% |
False |
False |
240,804 |
40 |
111.34 |
100.60 |
10.74 |
10.5% |
1.97 |
1.9% |
16% |
False |
False |
170,537 |
60 |
111.34 |
100.60 |
10.74 |
10.5% |
1.88 |
1.8% |
16% |
False |
False |
130,160 |
80 |
111.34 |
92.64 |
18.70 |
18.3% |
1.81 |
1.8% |
52% |
False |
False |
107,457 |
100 |
111.34 |
91.22 |
20.12 |
19.7% |
1.81 |
1.8% |
55% |
False |
False |
89,958 |
120 |
111.34 |
89.26 |
22.08 |
21.6% |
1.79 |
1.7% |
59% |
False |
False |
76,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.41 |
2.618 |
108.78 |
1.618 |
106.56 |
1.000 |
105.19 |
0.618 |
104.34 |
HIGH |
102.97 |
0.618 |
102.12 |
0.500 |
101.86 |
0.382 |
101.60 |
LOW |
100.75 |
0.618 |
99.38 |
1.000 |
98.53 |
1.618 |
97.16 |
2.618 |
94.94 |
4.250 |
91.32 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.15 |
102.15 |
PP |
102.00 |
102.00 |
S1 |
101.86 |
101.86 |
|