NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
101.65 |
100.90 |
-0.75 |
-0.7% |
101.47 |
High |
101.85 |
102.49 |
0.64 |
0.6% |
102.52 |
Low |
100.59 |
100.44 |
-0.15 |
-0.1% |
99.93 |
Close |
100.86 |
101.90 |
1.04 |
1.0% |
101.45 |
Range |
1.26 |
2.05 |
0.79 |
62.7% |
2.59 |
ATR |
1.55 |
1.59 |
0.04 |
2.3% |
0.00 |
Volume |
26,506 |
24,936 |
-1,570 |
-5.9% |
154,860 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.76 |
106.88 |
103.03 |
|
R3 |
105.71 |
104.83 |
102.46 |
|
R2 |
103.66 |
103.66 |
102.28 |
|
R1 |
102.78 |
102.78 |
102.09 |
103.22 |
PP |
101.61 |
101.61 |
101.61 |
101.83 |
S1 |
100.73 |
100.73 |
101.71 |
101.17 |
S2 |
99.56 |
99.56 |
101.52 |
|
S3 |
97.51 |
98.68 |
101.34 |
|
S4 |
95.46 |
96.63 |
100.77 |
|
|
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 |
102.49 |
100.04 |
2.45 |
2.4% |
1.69 |
1.7% |
76% |
True |
False |
35,165 |
10 |
102.52 |
99.93 |
2.59 |
2.5% |
1.56 |
1.5% |
76% |
False |
False |
32,912 |
20 |
103.73 |
98.96 |
4.77 |
4.7% |
1.51 |
1.5% |
62% |
False |
False |
24,683 |
40 |
106.22 |
98.96 |
7.26 |
7.1% |
1.58 |
1.6% |
40% |
False |
False |
18,784 |
60 |
106.22 |
97.46 |
8.76 |
8.6% |
1.46 |
1.4% |
51% |
False |
False |
15,327 |
80 |
106.22 |
91.35 |
14.87 |
14.6% |
1.34 |
1.3% |
71% |
False |
False |
13,925 |
100 |
106.22 |
90.05 |
16.17 |
15.9% |
1.35 |
1.3% |
73% |
False |
False |
11,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.20 |
2.618 |
107.86 |
1.618 |
105.81 |
1.000 |
104.54 |
0.618 |
103.76 |
HIGH |
102.49 |
0.618 |
101.71 |
0.500 |
101.47 |
0.382 |
101.22 |
LOW |
100.44 |
0.618 |
99.17 |
1.000 |
98.39 |
1.618 |
97.12 |
2.618 |
95.07 |
4.250 |
91.73 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.76 |
101.76 |
PP |
101.61 |
101.61 |
S1 |
101.47 |
101.47 |
|