NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
100.91 |
102.14 |
1.23 |
1.2% |
102.48 |
| High |
102.99 |
102.32 |
-0.67 |
-0.7% |
103.34 |
| Low |
100.81 |
100.07 |
-0.74 |
-0.7% |
100.46 |
| Close |
102.33 |
100.62 |
-1.71 |
-1.7% |
101.85 |
| Range |
2.18 |
2.25 |
0.07 |
3.2% |
2.88 |
| ATR |
1.72 |
1.76 |
0.04 |
2.2% |
0.00 |
| Volume |
54,881 |
87,200 |
32,319 |
58.9% |
300,262 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.75 |
106.44 |
101.86 |
|
| R3 |
105.50 |
104.19 |
101.24 |
|
| R2 |
103.25 |
103.25 |
101.03 |
|
| R1 |
101.94 |
101.94 |
100.83 |
101.47 |
| PP |
101.00 |
101.00 |
101.00 |
100.77 |
| S1 |
99.69 |
99.69 |
100.41 |
99.22 |
| S2 |
98.75 |
98.75 |
100.21 |
|
| S3 |
96.50 |
97.44 |
100.00 |
|
| S4 |
94.25 |
95.19 |
99.38 |
|
|
| 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 |
100.07 |
2.92 |
2.9% |
1.85 |
1.8% |
19% |
False |
True |
71,118 |
| 10 |
103.34 |
100.07 |
3.27 |
3.2% |
1.81 |
1.8% |
17% |
False |
True |
64,111 |
| 20 |
103.48 |
99.90 |
3.58 |
3.6% |
1.64 |
1.6% |
20% |
False |
False |
51,987 |
| 40 |
107.94 |
99.90 |
8.04 |
8.0% |
1.76 |
1.7% |
9% |
False |
False |
37,436 |
| 60 |
107.94 |
98.55 |
9.39 |
9.3% |
1.63 |
1.6% |
22% |
False |
False |
31,450 |
| 80 |
107.94 |
91.40 |
16.54 |
16.4% |
1.56 |
1.5% |
56% |
False |
False |
28,722 |
| 100 |
107.94 |
90.35 |
17.59 |
17.5% |
1.54 |
1.5% |
58% |
False |
False |
24,610 |
| 120 |
107.94 |
88.45 |
19.49 |
19.4% |
1.55 |
1.5% |
62% |
False |
False |
21,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.88 |
|
2.618 |
108.21 |
|
1.618 |
105.96 |
|
1.000 |
104.57 |
|
0.618 |
103.71 |
|
HIGH |
102.32 |
|
0.618 |
101.46 |
|
0.500 |
101.20 |
|
0.382 |
100.93 |
|
LOW |
100.07 |
|
0.618 |
98.68 |
|
1.000 |
97.82 |
|
1.618 |
96.43 |
|
2.618 |
94.18 |
|
4.250 |
90.51 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.20 |
101.53 |
| PP |
101.00 |
101.23 |
| S1 |
100.81 |
100.92 |
|