NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.63 |
99.06 |
-1.57 |
-1.6% |
101.37 |
High |
100.95 |
99.77 |
-1.18 |
-1.2% |
102.97 |
Low |
98.98 |
97.50 |
-1.48 |
-1.5% |
100.03 |
Close |
99.22 |
97.80 |
-1.42 |
-1.4% |
100.81 |
Range |
1.97 |
2.27 |
0.30 |
15.2% |
2.94 |
ATR |
1.89 |
1.92 |
0.03 |
1.4% |
0.00 |
Volume |
90,824 |
25,265 |
-65,559 |
-72.2% |
1,029,433 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.17 |
103.75 |
99.05 |
|
R3 |
102.90 |
101.48 |
98.42 |
|
R2 |
100.63 |
100.63 |
98.22 |
|
R1 |
99.21 |
99.21 |
98.01 |
98.79 |
PP |
98.36 |
98.36 |
98.36 |
98.14 |
S1 |
96.94 |
96.94 |
97.59 |
96.52 |
S2 |
96.09 |
96.09 |
97.38 |
|
S3 |
93.82 |
94.67 |
97.18 |
|
S4 |
91.55 |
92.40 |
96.55 |
|
|
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 |
97.50 |
5.47 |
5.6% |
1.99 |
2.0% |
5% |
False |
True |
146,926 |
10 |
103.75 |
97.50 |
6.25 |
6.4% |
2.04 |
2.1% |
5% |
False |
True |
202,372 |
20 |
104.38 |
97.50 |
6.88 |
7.0% |
1.83 |
1.9% |
4% |
False |
True |
214,045 |
40 |
111.34 |
97.50 |
13.84 |
14.2% |
1.99 |
2.0% |
2% |
False |
True |
175,136 |
60 |
111.34 |
97.50 |
13.84 |
14.2% |
1.90 |
1.9% |
2% |
False |
True |
135,971 |
80 |
111.34 |
94.67 |
16.67 |
17.0% |
1.84 |
1.9% |
19% |
False |
False |
112,095 |
100 |
111.34 |
91.22 |
20.12 |
20.6% |
1.80 |
1.8% |
33% |
False |
False |
94,391 |
120 |
111.34 |
91.22 |
20.12 |
20.6% |
1.78 |
1.8% |
33% |
False |
False |
80,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.42 |
2.618 |
105.71 |
1.618 |
103.44 |
1.000 |
102.04 |
0.618 |
101.17 |
HIGH |
99.77 |
0.618 |
98.90 |
0.500 |
98.64 |
0.382 |
98.37 |
LOW |
97.50 |
0.618 |
96.10 |
1.000 |
95.23 |
1.618 |
93.83 |
2.618 |
91.56 |
4.250 |
87.85 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.64 |
99.61 |
PP |
98.36 |
99.00 |
S1 |
98.08 |
98.40 |
|