NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.72 |
100.63 |
-0.09 |
-0.1% |
101.37 |
High |
101.71 |
100.95 |
-0.76 |
-0.7% |
102.97 |
Low |
100.51 |
98.98 |
-1.53 |
-1.5% |
100.03 |
Close |
100.81 |
99.22 |
-1.59 |
-1.6% |
100.81 |
Range |
1.20 |
1.97 |
0.77 |
64.2% |
2.94 |
ATR |
1.89 |
1.89 |
0.01 |
0.3% |
0.00 |
Volume |
116,680 |
90,824 |
-25,856 |
-22.2% |
1,029,433 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.63 |
104.39 |
100.30 |
|
R3 |
103.66 |
102.42 |
99.76 |
|
R2 |
101.69 |
101.69 |
99.58 |
|
R1 |
100.45 |
100.45 |
99.40 |
100.09 |
PP |
99.72 |
99.72 |
99.72 |
99.53 |
S1 |
98.48 |
98.48 |
99.04 |
98.12 |
S2 |
97.75 |
97.75 |
98.86 |
|
S3 |
95.78 |
96.51 |
98.68 |
|
S4 |
93.81 |
94.54 |
98.14 |
|
|
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 |
98.98 |
3.99 |
4.0% |
1.85 |
1.9% |
6% |
False |
True |
189,916 |
10 |
104.08 |
98.98 |
5.10 |
5.1% |
1.94 |
2.0% |
5% |
False |
True |
219,265 |
20 |
104.38 |
98.98 |
5.40 |
5.4% |
1.78 |
1.8% |
4% |
False |
True |
225,759 |
40 |
111.34 |
98.98 |
12.36 |
12.5% |
1.97 |
2.0% |
2% |
False |
True |
176,467 |
60 |
111.34 |
98.98 |
12.36 |
12.5% |
1.88 |
1.9% |
2% |
False |
True |
136,072 |
80 |
111.34 |
94.67 |
16.67 |
16.8% |
1.82 |
1.8% |
27% |
False |
False |
112,013 |
100 |
111.34 |
91.22 |
20.12 |
20.3% |
1.79 |
1.8% |
40% |
False |
False |
94,293 |
120 |
111.34 |
90.19 |
21.15 |
21.3% |
1.78 |
1.8% |
43% |
False |
False |
80,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.32 |
2.618 |
106.11 |
1.618 |
104.14 |
1.000 |
102.92 |
0.618 |
102.17 |
HIGH |
100.95 |
0.618 |
100.20 |
0.500 |
99.97 |
0.382 |
99.73 |
LOW |
98.98 |
0.618 |
97.76 |
1.000 |
97.01 |
1.618 |
95.79 |
2.618 |
93.82 |
4.250 |
90.61 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
99.97 |
100.65 |
PP |
99.72 |
100.17 |
S1 |
99.47 |
99.70 |
|