NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.35 |
100.97 |
-1.38 |
-1.3% |
102.48 |
High |
102.40 |
102.44 |
0.04 |
0.0% |
103.34 |
Low |
100.46 |
100.97 |
0.51 |
0.5% |
100.46 |
Close |
101.85 |
102.23 |
0.38 |
0.4% |
101.85 |
Range |
1.94 |
1.47 |
-0.47 |
-24.2% |
2.88 |
ATR |
1.72 |
1.71 |
-0.02 |
-1.1% |
0.00 |
Volume |
72,534 |
91,152 |
18,618 |
25.7% |
300,262 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.29 |
105.73 |
103.04 |
|
R3 |
104.82 |
104.26 |
102.63 |
|
R2 |
103.35 |
103.35 |
102.50 |
|
R1 |
102.79 |
102.79 |
102.36 |
103.07 |
PP |
101.88 |
101.88 |
101.88 |
102.02 |
S1 |
101.32 |
101.32 |
102.10 |
101.60 |
S2 |
100.41 |
100.41 |
101.96 |
|
S3 |
98.94 |
99.85 |
101.83 |
|
S4 |
97.47 |
98.38 |
101.42 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.52 |
109.07 |
103.43 |
|
R3 |
107.64 |
106.19 |
102.64 |
|
R2 |
104.76 |
104.76 |
102.38 |
|
R1 |
103.31 |
103.31 |
102.11 |
102.60 |
PP |
101.88 |
101.88 |
101.88 |
101.53 |
S1 |
100.43 |
100.43 |
101.59 |
99.72 |
S2 |
99.00 |
99.00 |
101.32 |
|
S3 |
96.12 |
97.55 |
101.06 |
|
S4 |
93.24 |
94.67 |
100.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.34 |
100.46 |
2.88 |
2.8% |
1.86 |
1.8% |
61% |
False |
False |
71,596 |
10 |
103.34 |
100.02 |
3.32 |
3.2% |
1.72 |
1.7% |
67% |
False |
False |
59,744 |
20 |
105.15 |
99.90 |
5.25 |
5.1% |
1.70 |
1.7% |
44% |
False |
False |
46,808 |
40 |
107.94 |
99.90 |
8.04 |
7.9% |
1.71 |
1.7% |
29% |
False |
False |
34,379 |
60 |
107.94 |
98.55 |
9.39 |
9.2% |
1.61 |
1.6% |
39% |
False |
False |
29,028 |
80 |
107.94 |
90.40 |
17.54 |
17.2% |
1.56 |
1.5% |
67% |
False |
False |
26,814 |
100 |
107.94 |
90.35 |
17.59 |
17.2% |
1.53 |
1.5% |
68% |
False |
False |
22,829 |
120 |
107.94 |
88.45 |
19.49 |
19.1% |
1.54 |
1.5% |
71% |
False |
False |
19,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.69 |
2.618 |
106.29 |
1.618 |
104.82 |
1.000 |
103.91 |
0.618 |
103.35 |
HIGH |
102.44 |
0.618 |
101.88 |
0.500 |
101.71 |
0.382 |
101.53 |
LOW |
100.97 |
0.618 |
100.06 |
1.000 |
99.50 |
1.618 |
98.59 |
2.618 |
97.12 |
4.250 |
94.72 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.06 |
102.05 |
PP |
101.88 |
101.87 |
S1 |
101.71 |
101.69 |
|