NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.01 |
97.70 |
0.69 |
0.7% |
100.40 |
High |
97.84 |
98.68 |
0.84 |
0.9% |
100.61 |
Low |
96.88 |
97.33 |
0.45 |
0.5% |
95.96 |
Close |
97.64 |
98.64 |
1.00 |
1.0% |
97.64 |
Range |
0.96 |
1.35 |
0.39 |
40.6% |
4.65 |
ATR |
1.60 |
1.58 |
-0.02 |
-1.1% |
0.00 |
Volume |
40,448 |
24,208 |
-16,240 |
-40.2% |
218,296 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.27 |
101.80 |
99.38 |
|
R3 |
100.92 |
100.45 |
99.01 |
|
R2 |
99.57 |
99.57 |
98.89 |
|
R1 |
99.10 |
99.10 |
98.76 |
99.34 |
PP |
98.22 |
98.22 |
98.22 |
98.33 |
S1 |
97.75 |
97.75 |
98.52 |
97.99 |
S2 |
96.87 |
96.87 |
98.39 |
|
S3 |
95.52 |
96.40 |
98.27 |
|
S4 |
94.17 |
95.05 |
97.90 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.02 |
109.48 |
100.20 |
|
R3 |
107.37 |
104.83 |
98.92 |
|
R2 |
102.72 |
102.72 |
98.49 |
|
R1 |
100.18 |
100.18 |
98.07 |
99.13 |
PP |
98.07 |
98.07 |
98.07 |
97.54 |
S1 |
95.53 |
95.53 |
97.21 |
94.48 |
S2 |
93.42 |
93.42 |
96.79 |
|
S3 |
88.77 |
90.88 |
96.36 |
|
S4 |
84.12 |
86.23 |
95.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.08 |
95.96 |
4.12 |
4.2% |
1.57 |
1.6% |
65% |
False |
False |
43,702 |
10 |
102.49 |
95.96 |
6.53 |
6.6% |
1.60 |
1.6% |
41% |
False |
False |
37,864 |
20 |
102.52 |
95.96 |
6.56 |
6.7% |
1.59 |
1.6% |
41% |
False |
False |
34,472 |
40 |
104.67 |
95.96 |
8.71 |
8.8% |
1.57 |
1.6% |
31% |
False |
False |
24,636 |
60 |
106.22 |
95.96 |
10.26 |
10.4% |
1.51 |
1.5% |
26% |
False |
False |
19,586 |
80 |
106.22 |
95.96 |
10.26 |
10.4% |
1.40 |
1.4% |
26% |
False |
False |
17,269 |
100 |
106.22 |
90.05 |
16.17 |
16.4% |
1.37 |
1.4% |
53% |
False |
False |
14,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.42 |
2.618 |
102.21 |
1.618 |
100.86 |
1.000 |
100.03 |
0.618 |
99.51 |
HIGH |
98.68 |
0.618 |
98.16 |
0.500 |
98.01 |
0.382 |
97.85 |
LOW |
97.33 |
0.618 |
96.50 |
1.000 |
95.98 |
1.618 |
95.15 |
2.618 |
93.80 |
4.250 |
91.59 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.43 |
98.20 |
PP |
98.22 |
97.76 |
S1 |
98.01 |
97.32 |
|