NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.96 |
97.67 |
0.71 |
0.7% |
99.80 |
High |
98.15 |
97.95 |
-0.20 |
-0.2% |
99.98 |
Low |
96.78 |
97.29 |
0.51 |
0.5% |
95.54 |
Close |
98.09 |
97.72 |
-0.37 |
-0.4% |
97.04 |
Range |
1.37 |
0.66 |
-0.71 |
-51.8% |
4.44 |
ATR |
1.51 |
1.46 |
-0.05 |
-3.4% |
0.00 |
Volume |
29,557 |
31,809 |
2,252 |
7.6% |
213,937 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.63 |
99.34 |
98.08 |
|
R3 |
98.97 |
98.68 |
97.90 |
|
R2 |
98.31 |
98.31 |
97.84 |
|
R1 |
98.02 |
98.02 |
97.78 |
98.17 |
PP |
97.65 |
97.65 |
97.65 |
97.73 |
S1 |
97.36 |
97.36 |
97.66 |
97.51 |
S2 |
96.99 |
96.99 |
97.60 |
|
S3 |
96.33 |
96.70 |
97.54 |
|
S4 |
95.67 |
96.04 |
97.36 |
|
|
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 |
98.15 |
95.54 |
2.61 |
2.7% |
1.30 |
1.3% |
84% |
False |
False |
42,156 |
10 |
101.81 |
95.54 |
6.27 |
6.4% |
1.49 |
1.5% |
35% |
False |
False |
40,138 |
20 |
101.81 |
95.54 |
6.27 |
6.4% |
1.50 |
1.5% |
35% |
False |
False |
36,566 |
40 |
103.14 |
95.54 |
7.60 |
7.8% |
1.43 |
1.5% |
29% |
False |
False |
27,242 |
60 |
104.37 |
95.54 |
8.83 |
9.0% |
1.40 |
1.4% |
25% |
False |
False |
22,428 |
80 |
104.37 |
95.54 |
8.83 |
9.0% |
1.34 |
1.4% |
25% |
False |
False |
20,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.76 |
2.618 |
99.68 |
1.618 |
99.02 |
1.000 |
98.61 |
0.618 |
98.36 |
HIGH |
97.95 |
0.618 |
97.70 |
0.500 |
97.62 |
0.382 |
97.54 |
LOW |
97.29 |
0.618 |
96.88 |
1.000 |
96.63 |
1.618 |
96.22 |
2.618 |
95.56 |
4.250 |
94.49 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.69 |
97.57 |
PP |
97.65 |
97.41 |
S1 |
97.62 |
97.26 |
|