NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
99.60 |
100.90 |
1.30 |
1.3% |
100.46 |
High |
101.49 |
100.93 |
-0.56 |
-0.6% |
101.69 |
Low |
99.49 |
99.43 |
-0.06 |
-0.1% |
99.23 |
Close |
101.23 |
100.85 |
-0.38 |
-0.4% |
100.85 |
Range |
2.00 |
1.50 |
-0.50 |
-25.0% |
2.46 |
ATR |
1.50 |
1.53 |
0.02 |
1.4% |
0.00 |
Volume |
32,347 |
43,014 |
10,667 |
33.0% |
171,056 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.90 |
104.38 |
101.68 |
|
R3 |
103.40 |
102.88 |
101.26 |
|
R2 |
101.90 |
101.90 |
101.13 |
|
R1 |
101.38 |
101.38 |
100.99 |
100.89 |
PP |
100.40 |
100.40 |
100.40 |
100.16 |
S1 |
99.88 |
99.88 |
100.71 |
99.39 |
S2 |
98.90 |
98.90 |
100.58 |
|
S3 |
97.40 |
98.38 |
100.44 |
|
S4 |
95.90 |
96.88 |
100.03 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.97 |
106.87 |
102.20 |
|
R3 |
105.51 |
104.41 |
101.53 |
|
R2 |
103.05 |
103.05 |
101.30 |
|
R1 |
101.95 |
101.95 |
101.08 |
102.50 |
PP |
100.59 |
100.59 |
100.59 |
100.87 |
S1 |
99.49 |
99.49 |
100.62 |
100.04 |
S2 |
98.13 |
98.13 |
100.40 |
|
S3 |
95.67 |
97.03 |
100.17 |
|
S4 |
93.21 |
94.57 |
99.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.69 |
99.23 |
2.46 |
2.4% |
1.71 |
1.7% |
66% |
False |
False |
34,211 |
10 |
101.69 |
97.97 |
3.72 |
3.7% |
1.55 |
1.5% |
77% |
False |
False |
28,448 |
20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.51 |
1.5% |
67% |
False |
False |
24,338 |
40 |
104.37 |
97.97 |
6.40 |
6.3% |
1.43 |
1.4% |
45% |
False |
False |
19,615 |
60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.37 |
1.4% |
55% |
False |
False |
16,821 |
80 |
104.37 |
89.48 |
14.89 |
14.8% |
1.33 |
1.3% |
76% |
False |
False |
16,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.31 |
2.618 |
104.86 |
1.618 |
103.36 |
1.000 |
102.43 |
0.618 |
101.86 |
HIGH |
100.93 |
0.618 |
100.36 |
0.500 |
100.18 |
0.382 |
100.00 |
LOW |
99.43 |
0.618 |
98.50 |
1.000 |
97.93 |
1.618 |
97.00 |
2.618 |
95.50 |
4.250 |
93.06 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.63 |
100.69 |
PP |
100.40 |
100.52 |
S1 |
100.18 |
100.36 |
|