NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.27 |
101.04 |
0.77 |
0.8% |
100.46 |
High |
101.81 |
101.21 |
-0.60 |
-0.6% |
101.69 |
Low |
99.87 |
99.04 |
-0.83 |
-0.8% |
99.23 |
Close |
101.25 |
99.46 |
-1.79 |
-1.8% |
100.85 |
Range |
1.94 |
2.17 |
0.23 |
11.9% |
2.46 |
ATR |
1.51 |
1.56 |
0.05 |
3.3% |
0.00 |
Volume |
26,156 |
46,810 |
20,654 |
79.0% |
171,056 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.41 |
105.11 |
100.65 |
|
R3 |
104.24 |
102.94 |
100.06 |
|
R2 |
102.07 |
102.07 |
99.86 |
|
R1 |
100.77 |
100.77 |
99.66 |
100.34 |
PP |
99.90 |
99.90 |
99.90 |
99.69 |
S1 |
98.60 |
98.60 |
99.26 |
98.17 |
S2 |
97.73 |
97.73 |
99.06 |
|
S3 |
95.56 |
96.43 |
98.86 |
|
S4 |
93.39 |
94.26 |
98.27 |
|
|
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 |
101.81 |
99.04 |
2.77 |
2.8% |
1.58 |
1.6% |
15% |
False |
True |
38,633 |
10 |
101.81 |
99.04 |
2.77 |
2.8% |
1.60 |
1.6% |
15% |
False |
True |
34,677 |
20 |
101.81 |
97.97 |
3.84 |
3.9% |
1.44 |
1.4% |
39% |
False |
False |
27,926 |
40 |
104.37 |
97.97 |
6.40 |
6.4% |
1.49 |
1.5% |
23% |
False |
False |
21,961 |
60 |
104.37 |
96.50 |
7.87 |
7.9% |
1.39 |
1.4% |
38% |
False |
False |
18,366 |
80 |
104.37 |
90.14 |
14.23 |
14.3% |
1.31 |
1.3% |
65% |
False |
False |
17,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.43 |
2.618 |
106.89 |
1.618 |
104.72 |
1.000 |
103.38 |
0.618 |
102.55 |
HIGH |
101.21 |
0.618 |
100.38 |
0.500 |
100.13 |
0.382 |
99.87 |
LOW |
99.04 |
0.618 |
97.70 |
1.000 |
96.87 |
1.618 |
95.53 |
2.618 |
93.36 |
4.250 |
89.82 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.13 |
100.43 |
PP |
99.90 |
100.10 |
S1 |
99.68 |
99.78 |
|