NYMEX Light Sweet Crude Oil Future December 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 |
102.37 |
101.00 |
-1.37 |
-1.3% |
101.51 |
High |
102.52 |
101.98 |
-0.54 |
-0.5% |
103.15 |
Low |
100.21 |
100.74 |
0.53 |
0.5% |
100.21 |
Close |
100.87 |
101.11 |
0.24 |
0.2% |
101.11 |
Range |
2.31 |
1.24 |
-1.07 |
-46.3% |
2.94 |
ATR |
1.87 |
1.82 |
-0.04 |
-2.4% |
0.00 |
Volume |
263,192 |
194,736 |
-68,456 |
-26.0% |
890,222 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.00 |
104.29 |
101.79 |
|
R3 |
103.76 |
103.05 |
101.45 |
|
R2 |
102.52 |
102.52 |
101.34 |
|
R1 |
101.81 |
101.81 |
101.22 |
102.17 |
PP |
101.28 |
101.28 |
101.28 |
101.45 |
S1 |
100.57 |
100.57 |
101.00 |
100.93 |
S2 |
100.04 |
100.04 |
100.88 |
|
S3 |
98.80 |
99.33 |
100.77 |
|
S4 |
97.56 |
98.09 |
100.43 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.31 |
108.65 |
102.73 |
|
R3 |
107.37 |
105.71 |
101.92 |
|
R2 |
104.43 |
104.43 |
101.65 |
|
R1 |
102.77 |
102.77 |
101.38 |
102.13 |
PP |
101.49 |
101.49 |
101.49 |
101.17 |
S1 |
99.83 |
99.83 |
100.84 |
99.19 |
S2 |
98.55 |
98.55 |
100.57 |
|
S3 |
95.61 |
96.89 |
100.30 |
|
S4 |
92.67 |
93.95 |
99.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.15 |
100.21 |
2.94 |
2.9% |
1.75 |
1.7% |
31% |
False |
False |
178,044 |
10 |
103.88 |
100.21 |
3.67 |
3.6% |
1.89 |
1.9% |
25% |
False |
False |
166,689 |
20 |
104.07 |
100.21 |
3.86 |
3.8% |
1.73 |
1.7% |
23% |
False |
False |
141,708 |
40 |
109.70 |
100.21 |
9.49 |
9.4% |
1.90 |
1.9% |
9% |
False |
False |
110,904 |
60 |
109.70 |
99.65 |
10.05 |
9.9% |
1.78 |
1.8% |
15% |
False |
False |
95,839 |
80 |
109.70 |
93.38 |
16.32 |
16.1% |
1.74 |
1.7% |
47% |
False |
False |
93,702 |
100 |
109.70 |
90.69 |
19.01 |
18.8% |
1.75 |
1.7% |
55% |
False |
False |
89,164 |
120 |
109.70 |
88.78 |
20.92 |
20.7% |
1.78 |
1.8% |
59% |
False |
False |
83,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.25 |
2.618 |
105.23 |
1.618 |
103.99 |
1.000 |
103.22 |
0.618 |
102.75 |
HIGH |
101.98 |
0.618 |
101.51 |
0.500 |
101.36 |
0.382 |
101.21 |
LOW |
100.74 |
0.618 |
99.97 |
1.000 |
99.50 |
1.618 |
98.73 |
2.618 |
97.49 |
4.250 |
95.47 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.36 |
101.68 |
PP |
101.28 |
101.49 |
S1 |
101.19 |
101.30 |
|