NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
101.60 |
100.79 |
-0.81 |
-0.8% |
101.47 |
High |
101.67 |
101.95 |
0.28 |
0.3% |
102.52 |
Low |
100.04 |
100.60 |
0.56 |
0.6% |
99.93 |
Close |
101.45 |
101.78 |
0.33 |
0.3% |
101.45 |
Range |
1.63 |
1.35 |
-0.28 |
-17.2% |
2.59 |
ATR |
1.59 |
1.57 |
-0.02 |
-1.1% |
0.00 |
Volume |
38,010 |
58,487 |
20,477 |
53.9% |
154,860 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.49 |
104.99 |
102.52 |
|
R3 |
104.14 |
103.64 |
102.15 |
|
R2 |
102.79 |
102.79 |
102.03 |
|
R1 |
102.29 |
102.29 |
101.90 |
102.54 |
PP |
101.44 |
101.44 |
101.44 |
101.57 |
S1 |
100.94 |
100.94 |
101.66 |
101.19 |
S2 |
100.09 |
100.09 |
101.53 |
|
S3 |
98.74 |
99.59 |
101.41 |
|
S4 |
97.39 |
98.24 |
101.04 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.07 |
107.85 |
102.87 |
|
R3 |
106.48 |
105.26 |
102.16 |
|
R2 |
103.89 |
103.89 |
101.92 |
|
R1 |
102.67 |
102.67 |
101.69 |
101.99 |
PP |
101.30 |
101.30 |
101.30 |
100.96 |
S1 |
100.08 |
100.08 |
101.21 |
99.40 |
S2 |
98.71 |
98.71 |
100.98 |
|
S3 |
96.12 |
97.49 |
100.74 |
|
S4 |
93.53 |
94.90 |
100.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.52 |
99.93 |
2.59 |
2.5% |
1.70 |
1.7% |
71% |
False |
False |
39,569 |
10 |
102.52 |
99.06 |
3.46 |
3.4% |
1.58 |
1.6% |
79% |
False |
False |
31,081 |
20 |
103.73 |
98.96 |
4.77 |
4.7% |
1.57 |
1.5% |
59% |
False |
False |
23,710 |
40 |
106.22 |
98.96 |
7.26 |
7.1% |
1.55 |
1.5% |
39% |
False |
False |
17,830 |
60 |
106.22 |
97.46 |
8.76 |
8.6% |
1.43 |
1.4% |
49% |
False |
False |
14,720 |
80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.36 |
1.3% |
73% |
False |
False |
13,386 |
100 |
106.22 |
90.05 |
16.17 |
15.9% |
1.35 |
1.3% |
73% |
False |
False |
11,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.69 |
2.618 |
105.48 |
1.618 |
104.13 |
1.000 |
103.30 |
0.618 |
102.78 |
HIGH |
101.95 |
0.618 |
101.43 |
0.500 |
101.28 |
0.382 |
101.12 |
LOW |
100.60 |
0.618 |
99.77 |
1.000 |
99.25 |
1.618 |
98.42 |
2.618 |
97.07 |
4.250 |
94.86 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.61 |
101.57 |
PP |
101.44 |
101.35 |
S1 |
101.28 |
101.14 |
|