NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.10 |
97.19 |
0.09 |
0.1% |
101.04 |
High |
97.69 |
98.06 |
0.37 |
0.4% |
101.23 |
Low |
95.95 |
96.99 |
1.04 |
1.1% |
95.95 |
Close |
97.11 |
97.85 |
0.74 |
0.8% |
97.85 |
Range |
1.74 |
1.07 |
-0.67 |
-38.5% |
5.28 |
ATR |
1.86 |
1.81 |
-0.06 |
-3.0% |
0.00 |
Volume |
248,742 |
192,632 |
-56,110 |
-22.6% |
1,446,799 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.84 |
100.42 |
98.44 |
|
R3 |
99.77 |
99.35 |
98.14 |
|
R2 |
98.70 |
98.70 |
98.05 |
|
R1 |
98.28 |
98.28 |
97.95 |
98.49 |
PP |
97.63 |
97.63 |
97.63 |
97.74 |
S1 |
97.21 |
97.21 |
97.75 |
97.42 |
S2 |
96.56 |
96.56 |
97.65 |
|
S3 |
95.49 |
96.14 |
97.56 |
|
S4 |
94.42 |
95.07 |
97.26 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.18 |
111.30 |
100.75 |
|
R3 |
108.90 |
106.02 |
99.30 |
|
R2 |
103.62 |
103.62 |
98.82 |
|
R1 |
100.74 |
100.74 |
98.33 |
99.54 |
PP |
98.34 |
98.34 |
98.34 |
97.75 |
S1 |
95.46 |
95.46 |
97.37 |
94.26 |
S2 |
93.06 |
93.06 |
96.88 |
|
S3 |
87.78 |
90.18 |
96.40 |
|
S4 |
82.50 |
84.90 |
94.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.23 |
95.95 |
5.28 |
5.4% |
1.79 |
1.8% |
36% |
False |
False |
289,359 |
10 |
103.15 |
95.95 |
7.20 |
7.4% |
1.77 |
1.8% |
26% |
False |
False |
233,702 |
20 |
103.96 |
95.95 |
8.01 |
8.2% |
1.81 |
1.9% |
24% |
False |
False |
186,435 |
40 |
108.12 |
95.95 |
12.17 |
12.4% |
1.84 |
1.9% |
16% |
False |
False |
137,271 |
60 |
109.70 |
95.95 |
13.75 |
14.1% |
1.80 |
1.8% |
14% |
False |
False |
115,169 |
80 |
109.70 |
95.95 |
13.75 |
14.1% |
1.74 |
1.8% |
14% |
False |
False |
106,436 |
100 |
109.70 |
91.05 |
18.65 |
19.1% |
1.75 |
1.8% |
36% |
False |
False |
100,436 |
120 |
109.70 |
90.69 |
19.01 |
19.4% |
1.76 |
1.8% |
38% |
False |
False |
93,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.61 |
2.618 |
100.86 |
1.618 |
99.79 |
1.000 |
99.13 |
0.618 |
98.72 |
HIGH |
98.06 |
0.618 |
97.65 |
0.500 |
97.53 |
0.382 |
97.40 |
LOW |
96.99 |
0.618 |
96.33 |
1.000 |
95.92 |
1.618 |
95.26 |
2.618 |
94.19 |
4.250 |
92.44 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.74 |
97.61 |
PP |
97.63 |
97.36 |
S1 |
97.53 |
97.12 |
|