NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.90 |
101.71 |
0.81 |
0.8% |
101.47 |
High |
102.49 |
101.85 |
-0.64 |
-0.6% |
102.52 |
Low |
100.44 |
99.68 |
-0.76 |
-0.8% |
99.93 |
Close |
101.90 |
100.12 |
-1.78 |
-1.7% |
101.45 |
Range |
2.05 |
2.17 |
0.12 |
5.9% |
2.59 |
ATR |
1.59 |
1.63 |
0.05 |
2.8% |
0.00 |
Volume |
24,936 |
41,003 |
16,067 |
64.4% |
154,860 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.06 |
105.76 |
101.31 |
|
R3 |
104.89 |
103.59 |
100.72 |
|
R2 |
102.72 |
102.72 |
100.52 |
|
R1 |
101.42 |
101.42 |
100.32 |
100.99 |
PP |
100.55 |
100.55 |
100.55 |
100.33 |
S1 |
99.25 |
99.25 |
99.92 |
98.82 |
S2 |
98.38 |
98.38 |
99.72 |
|
S3 |
96.21 |
97.08 |
99.52 |
|
S4 |
94.04 |
94.91 |
98.93 |
|
|
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 |
99.68 |
2.81 |
2.8% |
1.69 |
1.7% |
16% |
False |
True |
37,788 |
10 |
102.52 |
99.68 |
2.84 |
2.8% |
1.67 |
1.7% |
15% |
False |
True |
33,219 |
20 |
102.52 |
98.96 |
3.56 |
3.6% |
1.51 |
1.5% |
33% |
False |
False |
26,028 |
40 |
106.22 |
98.96 |
7.26 |
7.3% |
1.61 |
1.6% |
16% |
False |
False |
19,502 |
60 |
106.22 |
97.46 |
8.76 |
8.7% |
1.46 |
1.5% |
30% |
False |
False |
15,860 |
80 |
106.22 |
91.35 |
14.87 |
14.9% |
1.36 |
1.4% |
59% |
False |
False |
14,343 |
100 |
106.22 |
90.05 |
16.17 |
16.2% |
1.35 |
1.4% |
62% |
False |
False |
12,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.07 |
2.618 |
107.53 |
1.618 |
105.36 |
1.000 |
104.02 |
0.618 |
103.19 |
HIGH |
101.85 |
0.618 |
101.02 |
0.500 |
100.77 |
0.382 |
100.51 |
LOW |
99.68 |
0.618 |
98.34 |
1.000 |
97.51 |
1.618 |
96.17 |
2.618 |
94.00 |
4.250 |
90.46 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.77 |
101.09 |
PP |
100.55 |
100.76 |
S1 |
100.34 |
100.44 |
|