NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.77 |
96.62 |
-1.15 |
-1.2% |
101.04 |
High |
97.82 |
97.03 |
-0.79 |
-0.8% |
101.23 |
Low |
96.55 |
96.03 |
-0.52 |
-0.5% |
95.95 |
Close |
96.77 |
96.38 |
-0.39 |
-0.4% |
97.85 |
Range |
1.27 |
1.00 |
-0.27 |
-21.3% |
5.28 |
ATR |
1.72 |
1.67 |
-0.05 |
-3.0% |
0.00 |
Volume |
268,138 |
255,401 |
-12,737 |
-4.8% |
1,446,799 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.48 |
98.93 |
96.93 |
|
R3 |
98.48 |
97.93 |
96.66 |
|
R2 |
97.48 |
97.48 |
96.56 |
|
R1 |
96.93 |
96.93 |
96.47 |
96.71 |
PP |
96.48 |
96.48 |
96.48 |
96.37 |
S1 |
95.93 |
95.93 |
96.29 |
95.71 |
S2 |
95.48 |
95.48 |
96.20 |
|
S3 |
94.48 |
94.93 |
96.11 |
|
S4 |
93.48 |
93.93 |
95.83 |
|
|
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 |
96.03 |
2.79 |
2.9% |
1.13 |
1.2% |
13% |
False |
True |
225,913 |
10 |
101.98 |
95.95 |
6.03 |
6.3% |
1.48 |
1.5% |
7% |
False |
False |
257,847 |
20 |
103.88 |
95.95 |
7.93 |
8.2% |
1.69 |
1.7% |
5% |
False |
False |
208,916 |
40 |
108.12 |
95.95 |
12.17 |
12.6% |
1.72 |
1.8% |
4% |
False |
False |
153,293 |
60 |
109.70 |
95.95 |
13.75 |
14.3% |
1.77 |
1.8% |
3% |
False |
False |
126,612 |
80 |
109.70 |
95.95 |
13.75 |
14.3% |
1.72 |
1.8% |
3% |
False |
False |
113,069 |
100 |
109.70 |
91.05 |
18.65 |
19.4% |
1.73 |
1.8% |
29% |
False |
False |
106,607 |
120 |
109.70 |
90.69 |
19.01 |
19.7% |
1.74 |
1.8% |
30% |
False |
False |
98,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.28 |
2.618 |
99.65 |
1.618 |
98.65 |
1.000 |
98.03 |
0.618 |
97.65 |
HIGH |
97.03 |
0.618 |
96.65 |
0.500 |
96.53 |
0.382 |
96.41 |
LOW |
96.03 |
0.618 |
95.41 |
1.000 |
95.03 |
1.618 |
94.41 |
2.618 |
93.41 |
4.250 |
91.78 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.53 |
97.30 |
PP |
96.48 |
96.99 |
S1 |
96.43 |
96.69 |
|