NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.90 |
100.33 |
-0.57 |
-0.6% |
100.46 |
High |
100.93 |
101.26 |
0.33 |
0.3% |
101.69 |
Low |
99.43 |
99.98 |
0.55 |
0.6% |
99.23 |
Close |
100.85 |
101.12 |
0.27 |
0.3% |
100.85 |
Range |
1.50 |
1.28 |
-0.22 |
-14.7% |
2.46 |
ATR |
1.53 |
1.51 |
-0.02 |
-1.1% |
0.00 |
Volume |
43,014 |
54,548 |
11,534 |
26.8% |
171,056 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.63 |
104.15 |
101.82 |
|
R3 |
103.35 |
102.87 |
101.47 |
|
R2 |
102.07 |
102.07 |
101.35 |
|
R1 |
101.59 |
101.59 |
101.24 |
101.83 |
PP |
100.79 |
100.79 |
100.79 |
100.91 |
S1 |
100.31 |
100.31 |
101.00 |
100.55 |
S2 |
99.51 |
99.51 |
100.89 |
|
S3 |
98.23 |
99.03 |
100.77 |
|
S4 |
96.95 |
97.75 |
100.42 |
|
|
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% |
1.60 |
1.6% |
77% |
False |
False |
41,560 |
10 |
101.69 |
98.08 |
3.61 |
3.6% |
1.53 |
1.5% |
84% |
False |
False |
32,256 |
20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.51 |
1.5% |
73% |
False |
False |
26,358 |
40 |
104.37 |
97.97 |
6.40 |
6.3% |
1.43 |
1.4% |
49% |
False |
False |
20,664 |
60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.37 |
1.4% |
59% |
False |
False |
17,426 |
80 |
104.37 |
89.48 |
14.89 |
14.7% |
1.31 |
1.3% |
78% |
False |
False |
16,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.70 |
2.618 |
104.61 |
1.618 |
103.33 |
1.000 |
102.54 |
0.618 |
102.05 |
HIGH |
101.26 |
0.618 |
100.77 |
0.500 |
100.62 |
0.382 |
100.47 |
LOW |
99.98 |
0.618 |
99.19 |
1.000 |
98.70 |
1.618 |
97.91 |
2.618 |
96.63 |
4.250 |
94.54 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.95 |
100.90 |
PP |
100.79 |
100.68 |
S1 |
100.62 |
100.46 |
|