NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.92 |
96.92 |
-1.00 |
-1.0% |
100.89 |
High |
98.03 |
97.28 |
-0.75 |
-0.8% |
101.09 |
Low |
96.86 |
96.31 |
-0.55 |
-0.6% |
96.14 |
Close |
97.06 |
96.65 |
-0.41 |
-0.4% |
97.95 |
Range |
1.17 |
0.97 |
-0.20 |
-17.1% |
4.95 |
ATR |
1.63 |
1.58 |
-0.05 |
-2.9% |
0.00 |
Volume |
47,596 |
98,968 |
51,372 |
107.9% |
414,354 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.66 |
99.12 |
97.18 |
|
R3 |
98.69 |
98.15 |
96.92 |
|
R2 |
97.72 |
97.72 |
96.83 |
|
R1 |
97.18 |
97.18 |
96.74 |
96.97 |
PP |
96.75 |
96.75 |
96.75 |
96.64 |
S1 |
96.21 |
96.21 |
96.56 |
96.00 |
S2 |
95.78 |
95.78 |
96.47 |
|
S3 |
94.81 |
95.24 |
96.38 |
|
S4 |
93.84 |
94.27 |
96.12 |
|
|
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 |
96.31 |
2.65 |
2.7% |
1.07 |
1.1% |
13% |
False |
True |
64,107 |
10 |
101.77 |
96.14 |
5.63 |
5.8% |
1.41 |
1.5% |
9% |
False |
False |
75,590 |
20 |
103.34 |
96.14 |
7.20 |
7.4% |
1.61 |
1.7% |
7% |
False |
False |
69,850 |
40 |
106.38 |
96.14 |
10.24 |
10.6% |
1.62 |
1.7% |
5% |
False |
False |
50,865 |
60 |
107.94 |
96.14 |
11.80 |
12.2% |
1.63 |
1.7% |
4% |
False |
False |
41,280 |
80 |
107.94 |
96.14 |
11.80 |
12.2% |
1.57 |
1.6% |
4% |
False |
False |
35,642 |
100 |
107.94 |
90.40 |
17.54 |
18.1% |
1.54 |
1.6% |
36% |
False |
False |
31,469 |
120 |
107.94 |
90.35 |
17.59 |
18.2% |
1.53 |
1.6% |
36% |
False |
False |
27,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.40 |
2.618 |
99.82 |
1.618 |
98.85 |
1.000 |
98.25 |
0.618 |
97.88 |
HIGH |
97.28 |
0.618 |
96.91 |
0.500 |
96.80 |
0.382 |
96.68 |
LOW |
96.31 |
0.618 |
95.71 |
1.000 |
95.34 |
1.618 |
94.74 |
2.618 |
93.77 |
4.250 |
92.19 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.80 |
97.50 |
PP |
96.75 |
97.21 |
S1 |
96.70 |
96.93 |
|