NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.34 |
96.75 |
-0.59 |
-0.6% |
99.80 |
High |
97.52 |
97.04 |
-0.48 |
-0.5% |
99.98 |
Low |
96.59 |
96.14 |
-0.45 |
-0.5% |
95.54 |
Close |
96.80 |
96.47 |
-0.33 |
-0.3% |
97.04 |
Range |
0.93 |
0.90 |
-0.03 |
-3.2% |
4.44 |
ATR |
1.44 |
1.40 |
-0.04 |
-2.7% |
0.00 |
Volume |
25,589 |
53,062 |
27,473 |
107.4% |
213,937 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.25 |
98.76 |
96.97 |
|
R3 |
98.35 |
97.86 |
96.72 |
|
R2 |
97.45 |
97.45 |
96.64 |
|
R1 |
96.96 |
96.96 |
96.55 |
96.76 |
PP |
96.55 |
96.55 |
96.55 |
96.45 |
S1 |
96.06 |
96.06 |
96.39 |
95.86 |
S2 |
95.65 |
95.65 |
96.31 |
|
S3 |
94.75 |
95.16 |
96.22 |
|
S4 |
93.85 |
94.26 |
95.98 |
|
|
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 |
96.14 |
2.01 |
2.1% |
0.94 |
1.0% |
16% |
False |
True |
35,948 |
10 |
100.55 |
95.54 |
5.01 |
5.2% |
1.26 |
1.3% |
19% |
False |
False |
40,707 |
20 |
101.81 |
95.54 |
6.27 |
6.5% |
1.43 |
1.5% |
15% |
False |
False |
37,692 |
40 |
103.14 |
95.54 |
7.60 |
7.9% |
1.43 |
1.5% |
12% |
False |
False |
28,537 |
60 |
104.37 |
95.54 |
8.83 |
9.2% |
1.39 |
1.4% |
11% |
False |
False |
23,475 |
80 |
104.37 |
95.54 |
8.83 |
9.2% |
1.34 |
1.4% |
11% |
False |
False |
20,805 |
100 |
104.37 |
89.48 |
14.89 |
15.4% |
1.31 |
1.4% |
47% |
False |
False |
18,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.87 |
2.618 |
99.40 |
1.618 |
98.50 |
1.000 |
97.94 |
0.618 |
97.60 |
HIGH |
97.04 |
0.618 |
96.70 |
0.500 |
96.59 |
0.382 |
96.48 |
LOW |
96.14 |
0.618 |
95.58 |
1.000 |
95.24 |
1.618 |
94.68 |
2.618 |
93.78 |
4.250 |
92.32 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.59 |
97.05 |
PP |
96.55 |
96.85 |
S1 |
96.51 |
96.66 |
|