NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.62 |
96.92 |
-0.70 |
-0.7% |
100.40 |
High |
97.93 |
97.24 |
-0.69 |
-0.7% |
100.61 |
Low |
96.85 |
96.32 |
-0.53 |
-0.5% |
95.96 |
Close |
97.03 |
96.66 |
-0.37 |
-0.4% |
97.64 |
Range |
1.08 |
0.92 |
-0.16 |
-14.8% |
4.65 |
ATR |
1.51 |
1.47 |
-0.04 |
-2.8% |
0.00 |
Volume |
23,764 |
59,475 |
35,711 |
150.3% |
218,296 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.50 |
99.00 |
97.17 |
|
R3 |
98.58 |
98.08 |
96.91 |
|
R2 |
97.66 |
97.66 |
96.83 |
|
R1 |
97.16 |
97.16 |
96.74 |
96.95 |
PP |
96.74 |
96.74 |
96.74 |
96.64 |
S1 |
96.24 |
96.24 |
96.58 |
96.03 |
S2 |
95.82 |
95.82 |
96.49 |
|
S3 |
94.90 |
95.32 |
96.41 |
|
S4 |
93.98 |
94.40 |
96.15 |
|
|
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 |
98.68 |
96.32 |
2.36 |
2.4% |
0.98 |
1.0% |
14% |
False |
True |
35,199 |
10 |
101.25 |
95.96 |
5.29 |
5.5% |
1.31 |
1.4% |
13% |
False |
False |
39,753 |
20 |
102.52 |
95.96 |
6.56 |
6.8% |
1.49 |
1.5% |
11% |
False |
False |
36,486 |
40 |
104.67 |
95.96 |
8.71 |
9.0% |
1.50 |
1.6% |
8% |
False |
False |
26,546 |
60 |
106.22 |
95.96 |
10.26 |
10.6% |
1.49 |
1.5% |
7% |
False |
False |
21,110 |
80 |
106.22 |
95.96 |
10.26 |
10.6% |
1.40 |
1.5% |
7% |
False |
False |
18,233 |
100 |
106.22 |
90.05 |
16.17 |
16.7% |
1.36 |
1.4% |
41% |
False |
False |
15,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.15 |
2.618 |
99.65 |
1.618 |
98.73 |
1.000 |
98.16 |
0.618 |
97.81 |
HIGH |
97.24 |
0.618 |
96.89 |
0.500 |
96.78 |
0.382 |
96.67 |
LOW |
96.32 |
0.618 |
95.75 |
1.000 |
95.40 |
1.618 |
94.83 |
2.618 |
93.91 |
4.250 |
92.41 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.78 |
97.39 |
PP |
96.74 |
97.15 |
S1 |
96.70 |
96.90 |
|