NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
100.40 |
99.41 |
-0.99 |
-1.0% |
100.79 |
| High |
100.61 |
100.08 |
-0.53 |
-0.5% |
102.49 |
| Low |
99.14 |
98.16 |
-0.98 |
-1.0% |
99.68 |
| Close |
99.49 |
98.31 |
-1.18 |
-1.2% |
100.54 |
| Range |
1.47 |
1.92 |
0.45 |
30.6% |
2.81 |
| ATR |
1.59 |
1.61 |
0.02 |
1.5% |
0.00 |
| Volume |
23,992 |
47,879 |
23,887 |
99.6% |
194,623 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
103.38 |
99.37 |
|
| R3 |
102.69 |
101.46 |
98.84 |
|
| R2 |
100.77 |
100.77 |
98.66 |
|
| R1 |
99.54 |
99.54 |
98.49 |
99.20 |
| PP |
98.85 |
98.85 |
98.85 |
98.68 |
| S1 |
97.62 |
97.62 |
98.13 |
97.28 |
| S2 |
96.93 |
96.93 |
97.96 |
|
| S3 |
95.01 |
95.70 |
97.78 |
|
| S4 |
93.09 |
93.78 |
97.25 |
|
|
| 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 |
98.16 |
4.33 |
4.4% |
1.75 |
1.8% |
3% |
False |
True |
36,300 |
| 10 |
102.49 |
98.16 |
4.33 |
4.4% |
1.74 |
1.8% |
3% |
False |
True |
36,069 |
| 20 |
102.52 |
98.16 |
4.36 |
4.4% |
1.54 |
1.6% |
3% |
False |
True |
29,397 |
| 40 |
106.22 |
98.16 |
8.06 |
8.2% |
1.64 |
1.7% |
2% |
False |
True |
21,442 |
| 60 |
106.22 |
97.46 |
8.76 |
8.9% |
1.49 |
1.5% |
10% |
False |
False |
17,365 |
| 80 |
106.22 |
93.50 |
12.72 |
12.9% |
1.38 |
1.4% |
38% |
False |
False |
15,581 |
| 100 |
106.22 |
90.05 |
16.17 |
16.4% |
1.35 |
1.4% |
51% |
False |
False |
13,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.24 |
|
2.618 |
105.11 |
|
1.618 |
103.19 |
|
1.000 |
102.00 |
|
0.618 |
101.27 |
|
HIGH |
100.08 |
|
0.618 |
99.35 |
|
0.500 |
99.12 |
|
0.382 |
98.89 |
|
LOW |
98.16 |
|
0.618 |
96.97 |
|
1.000 |
96.24 |
|
1.618 |
95.05 |
|
2.618 |
93.13 |
|
4.250 |
90.00 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.12 |
99.71 |
| PP |
98.85 |
99.24 |
| S1 |
98.58 |
98.78 |
|