NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.83 |
100.89 |
0.06 |
0.1% |
100.97 |
High |
101.77 |
101.09 |
-0.68 |
-0.7% |
102.99 |
Low |
100.53 |
99.44 |
-1.09 |
-1.1% |
100.07 |
Close |
100.99 |
99.76 |
-1.23 |
-1.2% |
100.99 |
Range |
1.24 |
1.65 |
0.41 |
33.1% |
2.92 |
ATR |
1.72 |
1.72 |
-0.01 |
-0.3% |
0.00 |
Volume |
94,313 |
55,448 |
-38,865 |
-41.2% |
377,372 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.05 |
104.05 |
100.67 |
|
R3 |
103.40 |
102.40 |
100.21 |
|
R2 |
101.75 |
101.75 |
100.06 |
|
R1 |
100.75 |
100.75 |
99.91 |
100.43 |
PP |
100.10 |
100.10 |
100.10 |
99.93 |
S1 |
99.10 |
99.10 |
99.61 |
98.78 |
S2 |
98.45 |
98.45 |
99.46 |
|
S3 |
96.80 |
97.45 |
99.31 |
|
S4 |
95.15 |
95.80 |
98.85 |
|
|
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 |
99.44 |
3.55 |
3.6% |
1.75 |
1.8% |
9% |
False |
True |
68,333 |
10 |
103.34 |
99.44 |
3.90 |
3.9% |
1.80 |
1.8% |
8% |
False |
True |
69,965 |
20 |
103.34 |
99.44 |
3.90 |
3.9% |
1.64 |
1.6% |
8% |
False |
True |
55,849 |
40 |
107.94 |
99.44 |
8.50 |
8.5% |
1.76 |
1.8% |
4% |
False |
True |
39,844 |
60 |
107.94 |
98.55 |
9.39 |
9.4% |
1.64 |
1.6% |
13% |
False |
False |
33,311 |
80 |
107.94 |
93.38 |
14.56 |
14.6% |
1.55 |
1.6% |
44% |
False |
False |
30,194 |
100 |
107.94 |
90.35 |
17.59 |
17.6% |
1.53 |
1.5% |
53% |
False |
False |
26,017 |
120 |
107.94 |
89.23 |
18.71 |
18.8% |
1.53 |
1.5% |
56% |
False |
False |
22,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.10 |
2.618 |
105.41 |
1.618 |
103.76 |
1.000 |
102.74 |
0.618 |
102.11 |
HIGH |
101.09 |
0.618 |
100.46 |
0.500 |
100.27 |
0.382 |
100.07 |
LOW |
99.44 |
0.618 |
98.42 |
1.000 |
97.79 |
1.618 |
96.77 |
2.618 |
95.12 |
4.250 |
92.43 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.27 |
100.88 |
PP |
100.10 |
100.51 |
S1 |
99.93 |
100.13 |
|