NYMEX Light Sweet Crude Oil Future December 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 |
102.31 |
101.07 |
-1.24 |
-1.2% |
103.15 |
High |
102.54 |
103.15 |
0.61 |
0.6% |
103.88 |
Low |
101.10 |
100.95 |
-0.15 |
-0.1% |
100.61 |
Close |
101.41 |
102.49 |
1.08 |
1.1% |
102.06 |
Range |
1.44 |
2.20 |
0.76 |
52.8% |
3.27 |
ATR |
1.81 |
1.84 |
0.03 |
1.5% |
0.00 |
Volume |
147,498 |
186,566 |
39,068 |
26.5% |
776,671 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.80 |
107.84 |
103.70 |
|
R3 |
106.60 |
105.64 |
103.10 |
|
R2 |
104.40 |
104.40 |
102.89 |
|
R1 |
103.44 |
103.44 |
102.69 |
103.92 |
PP |
102.20 |
102.20 |
102.20 |
102.44 |
S1 |
101.24 |
101.24 |
102.29 |
101.72 |
S2 |
100.00 |
100.00 |
102.09 |
|
S3 |
97.80 |
99.04 |
101.89 |
|
S4 |
95.60 |
96.84 |
101.28 |
|
|
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 |
103.36 |
100.61 |
2.75 |
2.7% |
1.95 |
1.9% |
68% |
False |
False |
162,068 |
10 |
103.96 |
100.61 |
3.35 |
3.3% |
1.80 |
1.8% |
56% |
False |
False |
152,744 |
20 |
106.68 |
100.61 |
6.07 |
5.9% |
1.75 |
1.7% |
31% |
False |
False |
129,627 |
40 |
109.70 |
100.61 |
9.09 |
8.9% |
1.89 |
1.8% |
21% |
False |
False |
104,508 |
60 |
109.70 |
99.65 |
10.05 |
9.8% |
1.79 |
1.7% |
28% |
False |
False |
90,516 |
80 |
109.70 |
92.00 |
17.70 |
17.3% |
1.73 |
1.7% |
59% |
False |
False |
90,262 |
100 |
109.70 |
90.69 |
19.01 |
18.5% |
1.77 |
1.7% |
62% |
False |
False |
85,437 |
120 |
109.70 |
88.78 |
20.92 |
20.4% |
1.78 |
1.7% |
66% |
False |
False |
80,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.50 |
2.618 |
108.91 |
1.618 |
106.71 |
1.000 |
105.35 |
0.618 |
104.51 |
HIGH |
103.15 |
0.618 |
102.31 |
0.500 |
102.05 |
0.382 |
101.79 |
LOW |
100.95 |
0.618 |
99.59 |
1.000 |
98.75 |
1.618 |
97.39 |
2.618 |
95.19 |
4.250 |
91.60 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.34 |
102.34 |
PP |
102.20 |
102.20 |
S1 |
102.05 |
102.05 |
|