NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.14 |
100.83 |
-1.31 |
-1.3% |
100.97 |
High |
102.32 |
101.77 |
-0.55 |
-0.5% |
102.99 |
Low |
100.07 |
100.53 |
0.46 |
0.5% |
100.07 |
Close |
100.62 |
100.99 |
0.37 |
0.4% |
100.99 |
Range |
2.25 |
1.24 |
-1.01 |
-44.9% |
2.92 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.1% |
0.00 |
Volume |
87,200 |
94,313 |
7,113 |
8.2% |
377,372 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.82 |
104.14 |
101.67 |
|
R3 |
103.58 |
102.90 |
101.33 |
|
R2 |
102.34 |
102.34 |
101.22 |
|
R1 |
101.66 |
101.66 |
101.10 |
102.00 |
PP |
101.10 |
101.10 |
101.10 |
101.27 |
S1 |
100.42 |
100.42 |
100.88 |
100.76 |
S2 |
99.86 |
99.86 |
100.76 |
|
S3 |
98.62 |
99.18 |
100.65 |
|
S4 |
97.38 |
97.94 |
100.31 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.11 |
108.47 |
102.60 |
|
R3 |
107.19 |
105.55 |
101.79 |
|
R2 |
104.27 |
104.27 |
101.53 |
|
R1 |
102.63 |
102.63 |
101.26 |
103.45 |
PP |
101.35 |
101.35 |
101.35 |
101.76 |
S1 |
99.71 |
99.71 |
100.72 |
100.53 |
S2 |
98.43 |
98.43 |
100.45 |
|
S3 |
95.51 |
96.79 |
100.19 |
|
S4 |
92.59 |
93.87 |
99.38 |
|
|
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% |
1.71 |
1.7% |
32% |
False |
False |
75,474 |
10 |
103.34 |
100.07 |
3.27 |
3.2% |
1.82 |
1.8% |
28% |
False |
False |
67,763 |
20 |
103.34 |
99.90 |
3.44 |
3.4% |
1.64 |
1.6% |
32% |
False |
False |
55,276 |
40 |
107.94 |
99.90 |
8.04 |
8.0% |
1.76 |
1.7% |
14% |
False |
False |
39,041 |
60 |
107.94 |
98.55 |
9.39 |
9.3% |
1.63 |
1.6% |
26% |
False |
False |
32,718 |
80 |
107.94 |
92.85 |
15.09 |
14.9% |
1.55 |
1.5% |
54% |
False |
False |
29,620 |
100 |
107.94 |
90.35 |
17.59 |
17.4% |
1.53 |
1.5% |
60% |
False |
False |
25,503 |
120 |
107.94 |
88.45 |
19.49 |
19.3% |
1.54 |
1.5% |
64% |
False |
False |
22,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.04 |
2.618 |
105.02 |
1.618 |
103.78 |
1.000 |
103.01 |
0.618 |
102.54 |
HIGH |
101.77 |
0.618 |
101.30 |
0.500 |
101.15 |
0.382 |
101.00 |
LOW |
100.53 |
0.618 |
99.76 |
1.000 |
99.29 |
1.618 |
98.52 |
2.618 |
97.28 |
4.250 |
95.26 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.15 |
101.53 |
PP |
101.10 |
101.35 |
S1 |
101.04 |
101.17 |
|