NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.54 |
97.77 |
-0.77 |
-0.8% |
101.04 |
High |
98.57 |
97.82 |
-0.75 |
-0.8% |
101.23 |
Low |
97.69 |
96.55 |
-1.14 |
-1.2% |
95.95 |
Close |
98.20 |
96.77 |
-1.43 |
-1.5% |
97.85 |
Range |
0.88 |
1.27 |
0.39 |
44.3% |
5.28 |
ATR |
1.72 |
1.72 |
-0.01 |
-0.3% |
0.00 |
Volume |
183,243 |
268,138 |
84,895 |
46.3% |
1,446,799 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.86 |
100.08 |
97.47 |
|
R3 |
99.59 |
98.81 |
97.12 |
|
R2 |
98.32 |
98.32 |
97.00 |
|
R1 |
97.54 |
97.54 |
96.89 |
97.30 |
PP |
97.05 |
97.05 |
97.05 |
96.92 |
S1 |
96.27 |
96.27 |
96.65 |
96.03 |
S2 |
95.78 |
95.78 |
96.54 |
|
S3 |
94.51 |
95.00 |
96.42 |
|
S4 |
93.24 |
93.73 |
96.07 |
|
|
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 |
3.0% |
1.28 |
1.3% |
29% |
False |
False |
224,582 |
10 |
102.52 |
95.95 |
6.57 |
6.8% |
1.61 |
1.7% |
12% |
False |
False |
258,626 |
20 |
103.96 |
95.95 |
8.01 |
8.3% |
1.71 |
1.8% |
10% |
False |
False |
205,685 |
40 |
108.12 |
95.95 |
12.17 |
12.6% |
1.73 |
1.8% |
7% |
False |
False |
148,568 |
60 |
109.70 |
95.95 |
13.75 |
14.2% |
1.77 |
1.8% |
6% |
False |
False |
123,259 |
80 |
109.70 |
95.95 |
13.75 |
14.2% |
1.73 |
1.8% |
6% |
False |
False |
110,910 |
100 |
109.70 |
91.05 |
18.65 |
19.3% |
1.74 |
1.8% |
31% |
False |
False |
104,633 |
120 |
109.70 |
90.69 |
19.01 |
19.6% |
1.74 |
1.8% |
32% |
False |
False |
97,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.22 |
2.618 |
101.14 |
1.618 |
99.87 |
1.000 |
99.09 |
0.618 |
98.60 |
HIGH |
97.82 |
0.618 |
97.33 |
0.500 |
97.19 |
0.382 |
97.04 |
LOW |
96.55 |
0.618 |
95.77 |
1.000 |
95.28 |
1.618 |
94.50 |
2.618 |
93.23 |
4.250 |
91.15 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.19 |
97.69 |
PP |
97.05 |
97.38 |
S1 |
96.91 |
97.08 |
|