NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
101.04 |
99.62 |
-1.42 |
-1.4% |
100.33 |
High |
101.21 |
100.55 |
-0.66 |
-0.7% |
101.81 |
Low |
99.04 |
99.43 |
0.39 |
0.4% |
99.04 |
Close |
99.46 |
99.91 |
0.45 |
0.5% |
99.91 |
Range |
2.17 |
1.12 |
-1.05 |
-48.4% |
2.77 |
ATR |
1.56 |
1.53 |
-0.03 |
-2.0% |
0.00 |
Volume |
46,810 |
53,119 |
6,309 |
13.5% |
203,274 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.32 |
102.74 |
100.53 |
|
R3 |
102.20 |
101.62 |
100.22 |
|
R2 |
101.08 |
101.08 |
100.12 |
|
R1 |
100.50 |
100.50 |
100.01 |
100.79 |
PP |
99.96 |
99.96 |
99.96 |
100.11 |
S1 |
99.38 |
99.38 |
99.81 |
99.67 |
S2 |
98.84 |
98.84 |
99.70 |
|
S3 |
97.72 |
98.26 |
99.60 |
|
S4 |
96.60 |
97.14 |
99.29 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.56 |
107.01 |
101.43 |
|
R3 |
105.79 |
104.24 |
100.67 |
|
R2 |
103.02 |
103.02 |
100.42 |
|
R1 |
101.47 |
101.47 |
100.16 |
100.86 |
PP |
100.25 |
100.25 |
100.25 |
99.95 |
S1 |
98.70 |
98.70 |
99.66 |
98.09 |
S2 |
97.48 |
97.48 |
99.40 |
|
S3 |
94.71 |
95.93 |
99.15 |
|
S4 |
91.94 |
93.16 |
98.39 |
|
|
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% |
1.50 |
1.5% |
31% |
False |
False |
40,654 |
10 |
101.81 |
99.04 |
2.77 |
2.8% |
1.60 |
1.6% |
31% |
False |
False |
37,433 |
20 |
101.81 |
97.97 |
3.84 |
3.8% |
1.44 |
1.4% |
51% |
False |
False |
29,687 |
40 |
104.37 |
97.97 |
6.40 |
6.4% |
1.50 |
1.5% |
30% |
False |
False |
22,828 |
60 |
104.37 |
96.50 |
7.87 |
7.9% |
1.38 |
1.4% |
43% |
False |
False |
19,058 |
80 |
104.37 |
91.74 |
12.63 |
12.6% |
1.30 |
1.3% |
65% |
False |
False |
17,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.31 |
2.618 |
103.48 |
1.618 |
102.36 |
1.000 |
101.67 |
0.618 |
101.24 |
HIGH |
100.55 |
0.618 |
100.12 |
0.500 |
99.99 |
0.382 |
99.86 |
LOW |
99.43 |
0.618 |
98.74 |
1.000 |
98.31 |
1.618 |
97.62 |
2.618 |
96.50 |
4.250 |
94.67 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
99.99 |
100.43 |
PP |
99.96 |
100.25 |
S1 |
99.94 |
100.08 |
|