NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.88 |
98.54 |
0.66 |
0.7% |
101.04 |
High |
98.82 |
98.57 |
-0.25 |
-0.3% |
101.23 |
Low |
97.37 |
97.69 |
0.32 |
0.3% |
95.95 |
Close |
98.68 |
98.20 |
-0.48 |
-0.5% |
97.85 |
Range |
1.45 |
0.88 |
-0.57 |
-39.3% |
5.28 |
ATR |
1.78 |
1.72 |
-0.06 |
-3.2% |
0.00 |
Volume |
230,155 |
183,243 |
-46,912 |
-20.4% |
1,446,799 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.79 |
100.38 |
98.68 |
|
R3 |
99.91 |
99.50 |
98.44 |
|
R2 |
99.03 |
99.03 |
98.36 |
|
R1 |
98.62 |
98.62 |
98.28 |
98.39 |
PP |
98.15 |
98.15 |
98.15 |
98.04 |
S1 |
97.74 |
97.74 |
98.12 |
97.51 |
S2 |
97.27 |
97.27 |
98.04 |
|
S3 |
96.39 |
96.86 |
97.96 |
|
S4 |
95.51 |
95.98 |
97.72 |
|
|
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 |
98.82 |
95.95 |
2.87 |
2.9% |
1.45 |
1.5% |
78% |
False |
False |
242,193 |
10 |
103.15 |
95.95 |
7.20 |
7.3% |
1.70 |
1.7% |
31% |
False |
False |
250,469 |
20 |
103.96 |
95.95 |
8.01 |
8.2% |
1.78 |
1.8% |
28% |
False |
False |
197,124 |
40 |
108.12 |
95.95 |
12.17 |
12.4% |
1.74 |
1.8% |
18% |
False |
False |
143,999 |
60 |
109.70 |
95.95 |
13.75 |
14.0% |
1.78 |
1.8% |
16% |
False |
False |
119,528 |
80 |
109.70 |
95.95 |
13.75 |
14.0% |
1.73 |
1.8% |
16% |
False |
False |
108,787 |
100 |
109.70 |
91.05 |
18.65 |
19.0% |
1.74 |
1.8% |
38% |
False |
False |
103,077 |
120 |
109.70 |
90.69 |
19.01 |
19.4% |
1.76 |
1.8% |
40% |
False |
False |
95,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.31 |
2.618 |
100.87 |
1.618 |
99.99 |
1.000 |
99.45 |
0.618 |
99.11 |
HIGH |
98.57 |
0.618 |
98.23 |
0.500 |
98.13 |
0.382 |
98.03 |
LOW |
97.69 |
0.618 |
97.15 |
1.000 |
96.81 |
1.618 |
96.27 |
2.618 |
95.39 |
4.250 |
93.95 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.18 |
98.10 |
PP |
98.15 |
98.00 |
S1 |
98.13 |
97.91 |
|