NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.76 |
96.48 |
-1.28 |
-1.3% |
100.33 |
| High |
97.92 |
97.00 |
-0.92 |
-0.9% |
101.81 |
| Low |
95.79 |
95.54 |
-0.25 |
-0.3% |
99.04 |
| Close |
96.27 |
96.40 |
0.13 |
0.1% |
99.91 |
| Range |
2.13 |
1.46 |
-0.67 |
-31.5% |
2.77 |
| ATR |
1.58 |
1.57 |
-0.01 |
-0.6% |
0.00 |
| Volume |
54,584 |
55,107 |
523 |
1.0% |
203,274 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.69 |
100.01 |
97.20 |
|
| R3 |
99.23 |
98.55 |
96.80 |
|
| R2 |
97.77 |
97.77 |
96.67 |
|
| R1 |
97.09 |
97.09 |
96.53 |
96.70 |
| PP |
96.31 |
96.31 |
96.31 |
96.12 |
| S1 |
95.63 |
95.63 |
96.27 |
95.24 |
| S2 |
94.85 |
94.85 |
96.13 |
|
| S3 |
93.39 |
94.17 |
96.00 |
|
| S4 |
91.93 |
92.71 |
95.60 |
|
|
| 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 |
100.55 |
95.54 |
5.01 |
5.2% |
1.57 |
1.6% |
17% |
False |
True |
45,466 |
| 10 |
101.81 |
95.54 |
6.27 |
6.5% |
1.58 |
1.6% |
14% |
False |
True |
42,050 |
| 20 |
101.81 |
95.54 |
6.27 |
6.5% |
1.54 |
1.6% |
14% |
False |
True |
33,890 |
| 40 |
103.14 |
95.54 |
7.60 |
7.9% |
1.50 |
1.6% |
11% |
False |
True |
25,859 |
| 60 |
104.37 |
95.54 |
8.83 |
9.2% |
1.43 |
1.5% |
10% |
False |
True |
21,414 |
| 80 |
104.37 |
94.29 |
10.08 |
10.5% |
1.35 |
1.4% |
21% |
False |
False |
19,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
100.82 |
|
1.618 |
99.36 |
|
1.000 |
98.46 |
|
0.618 |
97.90 |
|
HIGH |
97.00 |
|
0.618 |
96.44 |
|
0.500 |
96.27 |
|
0.382 |
96.10 |
|
LOW |
95.54 |
|
0.618 |
94.64 |
|
1.000 |
94.08 |
|
1.618 |
93.18 |
|
2.618 |
91.72 |
|
4.250 |
89.34 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.36 |
97.56 |
| PP |
96.31 |
97.17 |
| S1 |
96.27 |
96.79 |
|