NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.13 |
100.72 |
-1.41 |
-1.4% |
101.37 |
High |
102.32 |
101.71 |
-0.61 |
-0.6% |
102.97 |
Low |
100.03 |
100.51 |
0.48 |
0.5% |
100.03 |
Close |
100.67 |
100.81 |
0.14 |
0.1% |
100.81 |
Range |
2.29 |
1.20 |
-1.09 |
-47.6% |
2.94 |
ATR |
1.94 |
1.89 |
-0.05 |
-2.7% |
0.00 |
Volume |
266,625 |
116,680 |
-149,945 |
-56.2% |
1,029,433 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.61 |
103.91 |
101.47 |
|
R3 |
103.41 |
102.71 |
101.14 |
|
R2 |
102.21 |
102.21 |
101.03 |
|
R1 |
101.51 |
101.51 |
100.92 |
101.86 |
PP |
101.01 |
101.01 |
101.01 |
101.19 |
S1 |
100.31 |
100.31 |
100.70 |
100.66 |
S2 |
99.81 |
99.81 |
100.59 |
|
S3 |
98.61 |
99.11 |
100.48 |
|
S4 |
97.41 |
97.91 |
100.15 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.09 |
108.39 |
102.43 |
|
R3 |
107.15 |
105.45 |
101.62 |
|
R2 |
104.21 |
104.21 |
101.35 |
|
R1 |
102.51 |
102.51 |
101.08 |
101.89 |
PP |
101.27 |
101.27 |
101.27 |
100.96 |
S1 |
99.57 |
99.57 |
100.54 |
98.95 |
S2 |
98.33 |
98.33 |
100.27 |
|
S3 |
95.39 |
96.63 |
100.00 |
|
S4 |
92.45 |
93.69 |
99.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.97 |
100.03 |
2.94 |
2.9% |
1.76 |
1.7% |
27% |
False |
False |
205,886 |
10 |
104.08 |
100.03 |
4.05 |
4.0% |
1.93 |
1.9% |
19% |
False |
False |
237,085 |
20 |
105.12 |
100.03 |
5.09 |
5.0% |
1.78 |
1.8% |
15% |
False |
False |
232,387 |
40 |
111.34 |
100.03 |
11.31 |
11.2% |
1.98 |
2.0% |
7% |
False |
False |
175,781 |
60 |
111.34 |
100.03 |
11.31 |
11.2% |
1.87 |
1.9% |
7% |
False |
False |
135,327 |
80 |
111.34 |
94.14 |
17.20 |
17.1% |
1.82 |
1.8% |
39% |
False |
False |
111,148 |
100 |
111.34 |
91.22 |
20.12 |
20.0% |
1.79 |
1.8% |
48% |
False |
False |
93,569 |
120 |
111.34 |
89.26 |
22.08 |
21.9% |
1.79 |
1.8% |
52% |
False |
False |
79,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.81 |
2.618 |
104.85 |
1.618 |
103.65 |
1.000 |
102.91 |
0.618 |
102.45 |
HIGH |
101.71 |
0.618 |
101.25 |
0.500 |
101.11 |
0.382 |
100.97 |
LOW |
100.51 |
0.618 |
99.77 |
1.000 |
99.31 |
1.618 |
98.57 |
2.618 |
97.37 |
4.250 |
95.41 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.11 |
101.50 |
PP |
101.01 |
101.27 |
S1 |
100.91 |
101.04 |
|