NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.61 |
96.96 |
0.35 |
0.4% |
99.80 |
High |
97.22 |
98.15 |
0.93 |
1.0% |
99.98 |
Low |
96.36 |
96.78 |
0.42 |
0.4% |
95.54 |
Close |
97.04 |
98.09 |
1.05 |
1.1% |
97.04 |
Range |
0.86 |
1.37 |
0.51 |
59.3% |
4.44 |
ATR |
1.52 |
1.51 |
-0.01 |
-0.7% |
0.00 |
Volume |
39,724 |
29,557 |
-10,167 |
-25.6% |
213,937 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.78 |
101.31 |
98.84 |
|
R3 |
100.41 |
99.94 |
98.47 |
|
R2 |
99.04 |
99.04 |
98.34 |
|
R1 |
98.57 |
98.57 |
98.22 |
98.81 |
PP |
97.67 |
97.67 |
97.67 |
97.79 |
S1 |
97.20 |
97.20 |
97.96 |
97.44 |
S2 |
96.30 |
96.30 |
97.84 |
|
S3 |
94.93 |
95.83 |
97.71 |
|
S4 |
93.56 |
94.46 |
97.34 |
|
|
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 |
99.57 |
95.54 |
4.03 |
4.1% |
1.52 |
1.6% |
63% |
False |
False |
43,343 |
10 |
101.81 |
95.54 |
6.27 |
6.4% |
1.52 |
1.6% |
41% |
False |
False |
39,222 |
20 |
101.81 |
95.54 |
6.27 |
6.4% |
1.53 |
1.6% |
41% |
False |
False |
35,739 |
40 |
103.14 |
95.54 |
7.60 |
7.7% |
1.49 |
1.5% |
34% |
False |
False |
26,795 |
60 |
104.37 |
95.54 |
8.83 |
9.0% |
1.42 |
1.4% |
29% |
False |
False |
22,086 |
80 |
104.37 |
95.29 |
9.08 |
9.3% |
1.34 |
1.4% |
31% |
False |
False |
20,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.97 |
2.618 |
101.74 |
1.618 |
100.37 |
1.000 |
99.52 |
0.618 |
99.00 |
HIGH |
98.15 |
0.618 |
97.63 |
0.500 |
97.47 |
0.382 |
97.30 |
LOW |
96.78 |
0.618 |
95.93 |
1.000 |
95.41 |
1.618 |
94.56 |
2.618 |
93.19 |
4.250 |
90.96 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.88 |
97.68 |
PP |
97.67 |
97.26 |
S1 |
97.47 |
96.85 |
|