NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.67 |
97.34 |
-0.33 |
-0.3% |
99.80 |
High |
97.95 |
97.52 |
-0.43 |
-0.4% |
99.98 |
Low |
97.29 |
96.59 |
-0.70 |
-0.7% |
95.54 |
Close |
97.72 |
96.80 |
-0.92 |
-0.9% |
97.04 |
Range |
0.66 |
0.93 |
0.27 |
40.9% |
4.44 |
ATR |
1.46 |
1.44 |
-0.02 |
-1.6% |
0.00 |
Volume |
31,809 |
25,589 |
-6,220 |
-19.6% |
213,937 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.76 |
99.21 |
97.31 |
|
R3 |
98.83 |
98.28 |
97.06 |
|
R2 |
97.90 |
97.90 |
96.97 |
|
R1 |
97.35 |
97.35 |
96.89 |
97.16 |
PP |
96.97 |
96.97 |
96.97 |
96.88 |
S1 |
96.42 |
96.42 |
96.71 |
96.23 |
S2 |
96.04 |
96.04 |
96.63 |
|
S3 |
95.11 |
95.49 |
96.54 |
|
S4 |
94.18 |
94.56 |
96.29 |
|
|
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% |
1.06 |
1.1% |
48% |
False |
False |
36,357 |
10 |
101.21 |
95.54 |
5.67 |
5.9% |
1.39 |
1.4% |
22% |
False |
False |
40,082 |
20 |
101.81 |
95.54 |
6.27 |
6.5% |
1.44 |
1.5% |
20% |
False |
False |
36,781 |
40 |
103.14 |
95.54 |
7.60 |
7.9% |
1.43 |
1.5% |
17% |
False |
False |
27,487 |
60 |
104.37 |
95.54 |
8.83 |
9.1% |
1.39 |
1.4% |
14% |
False |
False |
22,732 |
80 |
104.37 |
95.54 |
8.83 |
9.1% |
1.34 |
1.4% |
14% |
False |
False |
20,344 |
100 |
104.37 |
89.48 |
14.89 |
15.4% |
1.31 |
1.4% |
49% |
False |
False |
18,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.47 |
2.618 |
99.95 |
1.618 |
99.02 |
1.000 |
98.45 |
0.618 |
98.09 |
HIGH |
97.52 |
0.618 |
97.16 |
0.500 |
97.06 |
0.382 |
96.95 |
LOW |
96.59 |
0.618 |
96.02 |
1.000 |
95.66 |
1.618 |
95.09 |
2.618 |
94.16 |
4.250 |
92.64 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.06 |
97.37 |
PP |
96.97 |
97.18 |
S1 |
96.89 |
96.99 |
|