NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.84 |
101.51 |
-1.33 |
-1.3% |
103.15 |
High |
102.84 |
102.67 |
-0.17 |
-0.2% |
103.88 |
Low |
100.61 |
101.13 |
0.52 |
0.5% |
100.61 |
Close |
102.06 |
102.48 |
0.42 |
0.4% |
102.06 |
Range |
2.23 |
1.54 |
-0.69 |
-30.9% |
3.27 |
ATR |
1.86 |
1.84 |
-0.02 |
-1.2% |
0.00 |
Volume |
187,207 |
98,230 |
-88,977 |
-47.5% |
776,671 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.71 |
106.14 |
103.33 |
|
R3 |
105.17 |
104.60 |
102.90 |
|
R2 |
103.63 |
103.63 |
102.76 |
|
R1 |
103.06 |
103.06 |
102.62 |
103.35 |
PP |
102.09 |
102.09 |
102.09 |
102.24 |
S1 |
101.52 |
101.52 |
102.34 |
101.81 |
S2 |
100.55 |
100.55 |
102.20 |
|
S3 |
99.01 |
99.98 |
102.06 |
|
S4 |
97.47 |
98.44 |
101.63 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.99 |
110.30 |
103.86 |
|
R3 |
108.72 |
107.03 |
102.96 |
|
R2 |
105.45 |
105.45 |
102.66 |
|
R1 |
103.76 |
103.76 |
102.36 |
102.97 |
PP |
102.18 |
102.18 |
102.18 |
101.79 |
S1 |
100.49 |
100.49 |
101.76 |
99.70 |
S2 |
98.91 |
98.91 |
101.46 |
|
S3 |
95.64 |
97.22 |
101.16 |
|
S4 |
92.37 |
93.95 |
100.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.88 |
100.61 |
3.27 |
3.2% |
1.98 |
1.9% |
57% |
False |
False |
158,981 |
10 |
103.96 |
100.61 |
3.35 |
3.3% |
1.84 |
1.8% |
56% |
False |
False |
138,837 |
20 |
106.68 |
100.61 |
6.07 |
5.9% |
1.80 |
1.8% |
31% |
False |
False |
122,231 |
40 |
109.70 |
100.61 |
9.09 |
8.9% |
1.87 |
1.8% |
21% |
False |
False |
99,296 |
60 |
109.70 |
99.65 |
10.05 |
9.8% |
1.78 |
1.7% |
28% |
False |
False |
87,413 |
80 |
109.70 |
91.05 |
18.65 |
18.2% |
1.75 |
1.7% |
61% |
False |
False |
88,307 |
100 |
109.70 |
90.69 |
19.01 |
18.5% |
1.76 |
1.7% |
62% |
False |
False |
83,347 |
120 |
109.70 |
88.78 |
20.92 |
20.4% |
1.78 |
1.7% |
65% |
False |
False |
79,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.22 |
2.618 |
106.70 |
1.618 |
105.16 |
1.000 |
104.21 |
0.618 |
103.62 |
HIGH |
102.67 |
0.618 |
102.08 |
0.500 |
101.90 |
0.382 |
101.72 |
LOW |
101.13 |
0.618 |
100.18 |
1.000 |
99.59 |
1.618 |
98.64 |
2.618 |
97.10 |
4.250 |
94.59 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.29 |
102.32 |
PP |
102.09 |
102.15 |
S1 |
101.90 |
101.99 |
|