NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.25 |
97.22 |
-0.03 |
0.0% |
100.89 |
High |
97.83 |
98.15 |
0.32 |
0.3% |
101.09 |
Low |
96.14 |
97.12 |
0.98 |
1.0% |
96.14 |
Close |
97.24 |
97.95 |
0.71 |
0.7% |
97.95 |
Range |
1.69 |
1.03 |
-0.66 |
-39.1% |
4.95 |
ATR |
1.76 |
1.71 |
-0.05 |
-3.0% |
0.00 |
Volume |
98,950 |
73,304 |
-25,646 |
-25.9% |
414,354 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.83 |
100.42 |
98.52 |
|
R3 |
99.80 |
99.39 |
98.23 |
|
R2 |
98.77 |
98.77 |
98.14 |
|
R1 |
98.36 |
98.36 |
98.04 |
98.57 |
PP |
97.74 |
97.74 |
97.74 |
97.84 |
S1 |
97.33 |
97.33 |
97.86 |
97.54 |
S2 |
96.71 |
96.71 |
97.76 |
|
S3 |
95.68 |
96.30 |
97.67 |
|
S4 |
94.65 |
95.27 |
97.38 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.24 |
110.55 |
100.67 |
|
R3 |
108.29 |
105.60 |
99.31 |
|
R2 |
103.34 |
103.34 |
98.86 |
|
R1 |
100.65 |
100.65 |
98.40 |
99.52 |
PP |
98.39 |
98.39 |
98.39 |
97.83 |
S1 |
95.70 |
95.70 |
97.50 |
94.57 |
S2 |
93.44 |
93.44 |
97.04 |
|
S3 |
88.49 |
90.75 |
96.59 |
|
S4 |
83.54 |
85.80 |
95.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.09 |
96.14 |
4.95 |
5.1% |
1.71 |
1.7% |
37% |
False |
False |
82,870 |
10 |
102.99 |
96.14 |
6.85 |
7.0% |
1.71 |
1.7% |
26% |
False |
False |
79,172 |
20 |
103.34 |
96.14 |
7.20 |
7.4% |
1.73 |
1.8% |
25% |
False |
False |
66,546 |
40 |
106.38 |
96.14 |
10.24 |
10.5% |
1.72 |
1.8% |
18% |
False |
False |
46,625 |
60 |
107.94 |
96.14 |
11.80 |
12.0% |
1.66 |
1.7% |
15% |
False |
False |
38,288 |
80 |
107.94 |
96.14 |
11.80 |
12.0% |
1.57 |
1.6% |
15% |
False |
False |
33,820 |
100 |
107.94 |
90.40 |
17.54 |
17.9% |
1.55 |
1.6% |
43% |
False |
False |
29,331 |
120 |
107.94 |
90.35 |
17.59 |
18.0% |
1.53 |
1.6% |
43% |
False |
False |
25,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.53 |
2.618 |
100.85 |
1.618 |
99.82 |
1.000 |
99.18 |
0.618 |
98.79 |
HIGH |
98.15 |
0.618 |
97.76 |
0.500 |
97.64 |
0.382 |
97.51 |
LOW |
97.12 |
0.618 |
96.48 |
1.000 |
96.09 |
1.618 |
95.45 |
2.618 |
94.42 |
4.250 |
92.74 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.85 |
97.73 |
PP |
97.74 |
97.52 |
S1 |
97.64 |
97.30 |
|