NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.68 |
97.92 |
-0.76 |
-0.8% |
100.89 |
High |
98.68 |
98.03 |
-0.65 |
-0.7% |
101.09 |
Low |
97.90 |
96.86 |
-1.04 |
-1.1% |
96.14 |
Close |
98.38 |
97.06 |
-1.32 |
-1.3% |
97.95 |
Range |
0.78 |
1.17 |
0.39 |
50.0% |
4.95 |
ATR |
1.64 |
1.63 |
-0.01 |
-0.5% |
0.00 |
Volume |
55,385 |
47,596 |
-7,789 |
-14.1% |
414,354 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.83 |
100.11 |
97.70 |
|
R3 |
99.66 |
98.94 |
97.38 |
|
R2 |
98.49 |
98.49 |
97.27 |
|
R1 |
97.77 |
97.77 |
97.17 |
97.55 |
PP |
97.32 |
97.32 |
97.32 |
97.20 |
S1 |
96.60 |
96.60 |
96.95 |
96.38 |
S2 |
96.15 |
96.15 |
96.85 |
|
S3 |
94.98 |
95.43 |
96.74 |
|
S4 |
93.81 |
94.26 |
96.42 |
|
|
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 |
98.96 |
96.14 |
2.82 |
2.9% |
1.22 |
1.3% |
33% |
False |
False |
64,104 |
10 |
102.32 |
96.14 |
6.18 |
6.4% |
1.54 |
1.6% |
15% |
False |
False |
74,413 |
20 |
103.34 |
96.14 |
7.20 |
7.4% |
1.62 |
1.7% |
13% |
False |
False |
69,220 |
40 |
106.38 |
96.14 |
10.24 |
10.6% |
1.62 |
1.7% |
9% |
False |
False |
48,877 |
60 |
107.94 |
96.14 |
11.80 |
12.2% |
1.63 |
1.7% |
8% |
False |
False |
39,885 |
80 |
107.94 |
96.14 |
11.80 |
12.2% |
1.57 |
1.6% |
8% |
False |
False |
34,672 |
100 |
107.94 |
90.40 |
17.54 |
18.1% |
1.54 |
1.6% |
38% |
False |
False |
30,553 |
120 |
107.94 |
90.35 |
17.59 |
18.1% |
1.52 |
1.6% |
38% |
False |
False |
26,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.00 |
2.618 |
101.09 |
1.618 |
99.92 |
1.000 |
99.20 |
0.618 |
98.75 |
HIGH |
98.03 |
0.618 |
97.58 |
0.500 |
97.45 |
0.382 |
97.31 |
LOW |
96.86 |
0.618 |
96.14 |
1.000 |
95.69 |
1.618 |
94.97 |
2.618 |
93.80 |
4.250 |
91.89 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.45 |
97.91 |
PP |
97.32 |
97.63 |
S1 |
97.19 |
97.34 |
|