NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.71 |
100.26 |
-1.45 |
-1.4% |
100.79 |
| High |
101.85 |
101.25 |
-0.60 |
-0.6% |
102.49 |
| Low |
99.68 |
100.09 |
0.41 |
0.4% |
99.68 |
| Close |
100.12 |
100.54 |
0.42 |
0.4% |
100.54 |
| Range |
2.17 |
1.16 |
-1.01 |
-46.5% |
2.81 |
| ATR |
1.63 |
1.60 |
-0.03 |
-2.1% |
0.00 |
| Volume |
41,003 |
43,691 |
2,688 |
6.6% |
194,623 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.11 |
103.48 |
101.18 |
|
| R3 |
102.95 |
102.32 |
100.86 |
|
| R2 |
101.79 |
101.79 |
100.75 |
|
| R1 |
101.16 |
101.16 |
100.65 |
101.48 |
| PP |
100.63 |
100.63 |
100.63 |
100.78 |
| S1 |
100.00 |
100.00 |
100.43 |
100.32 |
| S2 |
99.47 |
99.47 |
100.33 |
|
| S3 |
98.31 |
98.84 |
100.22 |
|
| S4 |
97.15 |
97.68 |
99.90 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
107.75 |
102.09 |
|
| R3 |
106.52 |
104.94 |
101.31 |
|
| R2 |
103.71 |
103.71 |
101.06 |
|
| R1 |
102.13 |
102.13 |
100.80 |
101.52 |
| PP |
100.90 |
100.90 |
100.90 |
100.60 |
| S1 |
99.32 |
99.32 |
100.28 |
98.71 |
| S2 |
98.09 |
98.09 |
100.02 |
|
| S3 |
95.28 |
96.51 |
99.77 |
|
| S4 |
92.47 |
93.70 |
98.99 |
|
|
| 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% |
1.60 |
1.6% |
31% |
False |
False |
38,924 |
| 10 |
102.52 |
99.68 |
2.84 |
2.8% |
1.69 |
1.7% |
30% |
False |
False |
34,948 |
| 20 |
102.52 |
98.96 |
3.56 |
3.5% |
1.51 |
1.5% |
44% |
False |
False |
27,550 |
| 40 |
106.22 |
98.96 |
7.26 |
7.2% |
1.62 |
1.6% |
22% |
False |
False |
20,225 |
| 60 |
106.22 |
97.46 |
8.76 |
8.7% |
1.46 |
1.5% |
35% |
False |
False |
16,445 |
| 80 |
106.22 |
92.15 |
14.07 |
14.0% |
1.36 |
1.4% |
60% |
False |
False |
14,770 |
| 100 |
106.22 |
90.05 |
16.17 |
16.1% |
1.34 |
1.3% |
65% |
False |
False |
12,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.18 |
|
2.618 |
104.29 |
|
1.618 |
103.13 |
|
1.000 |
102.41 |
|
0.618 |
101.97 |
|
HIGH |
101.25 |
|
0.618 |
100.81 |
|
0.500 |
100.67 |
|
0.382 |
100.53 |
|
LOW |
100.09 |
|
0.618 |
99.37 |
|
1.000 |
98.93 |
|
1.618 |
98.21 |
|
2.618 |
97.05 |
|
4.250 |
95.16 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.67 |
101.09 |
| PP |
100.63 |
100.90 |
| S1 |
100.58 |
100.72 |
|