NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.07 |
100.91 |
-1.16 |
-1.1% |
102.48 |
High |
102.32 |
102.99 |
0.67 |
0.7% |
103.34 |
Low |
100.90 |
100.81 |
-0.09 |
-0.1% |
100.46 |
Close |
101.24 |
102.33 |
1.09 |
1.1% |
101.85 |
Range |
1.42 |
2.18 |
0.76 |
53.5% |
2.88 |
ATR |
1.69 |
1.72 |
0.04 |
2.1% |
0.00 |
Volume |
49,826 |
54,881 |
5,055 |
10.1% |
300,262 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.58 |
107.64 |
103.53 |
|
R3 |
106.40 |
105.46 |
102.93 |
|
R2 |
104.22 |
104.22 |
102.73 |
|
R1 |
103.28 |
103.28 |
102.53 |
103.75 |
PP |
102.04 |
102.04 |
102.04 |
102.28 |
S1 |
101.10 |
101.10 |
102.13 |
101.57 |
S2 |
99.86 |
99.86 |
101.93 |
|
S3 |
97.68 |
98.92 |
101.73 |
|
S4 |
95.50 |
96.74 |
101.13 |
|
|
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 |
102.99 |
100.46 |
2.53 |
2.5% |
1.86 |
1.8% |
74% |
True |
False |
66,813 |
10 |
103.34 |
100.46 |
2.88 |
2.8% |
1.71 |
1.7% |
65% |
False |
False |
64,026 |
20 |
105.15 |
99.90 |
5.25 |
5.1% |
1.65 |
1.6% |
46% |
False |
False |
49,481 |
40 |
107.94 |
99.90 |
8.04 |
7.9% |
1.74 |
1.7% |
30% |
False |
False |
36,078 |
60 |
107.94 |
98.55 |
9.39 |
9.2% |
1.63 |
1.6% |
40% |
False |
False |
30,253 |
80 |
107.94 |
91.40 |
16.54 |
16.2% |
1.55 |
1.5% |
66% |
False |
False |
27,815 |
100 |
107.94 |
90.35 |
17.59 |
17.2% |
1.54 |
1.5% |
68% |
False |
False |
23,773 |
120 |
107.94 |
88.45 |
19.49 |
19.0% |
1.54 |
1.5% |
71% |
False |
False |
20,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.26 |
2.618 |
108.70 |
1.618 |
106.52 |
1.000 |
105.17 |
0.618 |
104.34 |
HIGH |
102.99 |
0.618 |
102.16 |
0.500 |
101.90 |
0.382 |
101.64 |
LOW |
100.81 |
0.618 |
99.46 |
1.000 |
98.63 |
1.618 |
97.28 |
2.618 |
95.10 |
4.250 |
91.55 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.19 |
102.19 |
PP |
102.04 |
102.04 |
S1 |
101.90 |
101.90 |
|