NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.48 |
96.61 |
0.13 |
0.1% |
99.80 |
High |
97.00 |
97.22 |
0.22 |
0.2% |
99.98 |
Low |
95.54 |
96.36 |
0.82 |
0.9% |
95.54 |
Close |
96.40 |
97.04 |
0.64 |
0.7% |
97.04 |
Range |
1.46 |
0.86 |
-0.60 |
-41.1% |
4.44 |
ATR |
1.57 |
1.52 |
-0.05 |
-3.2% |
0.00 |
Volume |
55,107 |
39,724 |
-15,383 |
-27.9% |
213,937 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.45 |
99.11 |
97.51 |
|
R3 |
98.59 |
98.25 |
97.28 |
|
R2 |
97.73 |
97.73 |
97.20 |
|
R1 |
97.39 |
97.39 |
97.12 |
97.56 |
PP |
96.87 |
96.87 |
96.87 |
96.96 |
S1 |
96.53 |
96.53 |
96.96 |
96.70 |
S2 |
96.01 |
96.01 |
96.88 |
|
S3 |
95.15 |
95.67 |
96.80 |
|
S4 |
94.29 |
94.81 |
96.57 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.84 |
108.38 |
99.48 |
|
R3 |
106.40 |
103.94 |
98.26 |
|
R2 |
101.96 |
101.96 |
97.85 |
|
R1 |
99.50 |
99.50 |
97.45 |
98.51 |
PP |
97.52 |
97.52 |
97.52 |
97.03 |
S1 |
95.06 |
95.06 |
96.63 |
94.07 |
S2 |
93.08 |
93.08 |
96.23 |
|
S3 |
88.64 |
90.62 |
95.82 |
|
S4 |
84.20 |
86.18 |
94.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.98 |
95.54 |
4.44 |
4.6% |
1.52 |
1.6% |
34% |
False |
False |
42,787 |
10 |
101.81 |
95.54 |
6.27 |
6.5% |
1.51 |
1.6% |
24% |
False |
False |
41,721 |
20 |
101.81 |
95.54 |
6.27 |
6.5% |
1.53 |
1.6% |
24% |
False |
False |
35,084 |
40 |
103.14 |
95.54 |
7.60 |
7.8% |
1.49 |
1.5% |
20% |
False |
False |
26,404 |
60 |
104.37 |
95.54 |
8.83 |
9.1% |
1.42 |
1.5% |
17% |
False |
False |
21,887 |
80 |
104.37 |
94.29 |
10.08 |
10.4% |
1.35 |
1.4% |
27% |
False |
False |
19,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.88 |
2.618 |
99.47 |
1.618 |
98.61 |
1.000 |
98.08 |
0.618 |
97.75 |
HIGH |
97.22 |
0.618 |
96.89 |
0.500 |
96.79 |
0.382 |
96.69 |
LOW |
96.36 |
0.618 |
95.83 |
1.000 |
95.50 |
1.618 |
94.97 |
2.618 |
94.11 |
4.250 |
92.71 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.96 |
96.94 |
PP |
96.87 |
96.83 |
S1 |
96.79 |
96.73 |
|