NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.33 |
100.86 |
0.53 |
0.5% |
100.46 |
High |
101.26 |
100.97 |
-0.29 |
-0.3% |
101.69 |
Low |
99.98 |
99.97 |
-0.01 |
0.0% |
99.23 |
Close |
101.12 |
100.26 |
-0.86 |
-0.9% |
100.85 |
Range |
1.28 |
1.00 |
-0.28 |
-21.9% |
2.46 |
ATR |
1.51 |
1.48 |
-0.03 |
-1.7% |
0.00 |
Volume |
54,548 |
22,641 |
-31,907 |
-58.5% |
171,056 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.40 |
102.83 |
100.81 |
|
R3 |
102.40 |
101.83 |
100.54 |
|
R2 |
101.40 |
101.40 |
100.44 |
|
R1 |
100.83 |
100.83 |
100.35 |
100.62 |
PP |
100.40 |
100.40 |
100.40 |
100.29 |
S1 |
99.83 |
99.83 |
100.17 |
99.62 |
S2 |
99.40 |
99.40 |
100.08 |
|
S3 |
98.40 |
98.83 |
99.99 |
|
S4 |
97.40 |
97.83 |
99.71 |
|
|
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 |
101.49 |
99.23 |
2.26 |
2.3% |
1.57 |
1.6% |
46% |
False |
False |
36,840 |
10 |
101.69 |
98.59 |
3.10 |
3.1% |
1.51 |
1.5% |
54% |
False |
False |
32,994 |
20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.48 |
1.5% |
53% |
False |
False |
26,493 |
40 |
104.37 |
97.97 |
6.40 |
6.4% |
1.44 |
1.4% |
36% |
False |
False |
20,895 |
60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.37 |
1.4% |
48% |
False |
False |
17,501 |
80 |
104.37 |
89.48 |
14.89 |
14.9% |
1.29 |
1.3% |
72% |
False |
False |
16,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.22 |
2.618 |
103.59 |
1.618 |
102.59 |
1.000 |
101.97 |
0.618 |
101.59 |
HIGH |
100.97 |
0.618 |
100.59 |
0.500 |
100.47 |
0.382 |
100.35 |
LOW |
99.97 |
0.618 |
99.35 |
1.000 |
98.97 |
1.618 |
98.35 |
2.618 |
97.35 |
4.250 |
95.72 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.47 |
100.35 |
PP |
100.40 |
100.32 |
S1 |
100.33 |
100.29 |
|