NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.83 |
99.66 |
0.83 |
0.8% |
99.44 |
High |
100.57 |
100.06 |
-0.51 |
-0.5% |
100.63 |
Low |
98.78 |
98.72 |
-0.06 |
-0.1% |
98.38 |
Close |
100.42 |
100.04 |
-0.38 |
-0.4% |
100.04 |
Range |
1.79 |
1.34 |
-0.45 |
-25.1% |
2.25 |
ATR |
1.30 |
1.33 |
0.03 |
2.2% |
0.00 |
Volume |
9,546 |
10,541 |
995 |
10.4% |
43,654 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.63 |
103.17 |
100.78 |
|
R3 |
102.29 |
101.83 |
100.41 |
|
R2 |
100.95 |
100.95 |
100.29 |
|
R1 |
100.49 |
100.49 |
100.16 |
100.72 |
PP |
99.61 |
99.61 |
99.61 |
99.72 |
S1 |
99.15 |
99.15 |
99.92 |
99.38 |
S2 |
98.27 |
98.27 |
99.79 |
|
S3 |
96.93 |
97.81 |
99.67 |
|
S4 |
95.59 |
96.47 |
99.30 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.43 |
105.49 |
101.28 |
|
R3 |
104.18 |
103.24 |
100.66 |
|
R2 |
101.93 |
101.93 |
100.45 |
|
R1 |
100.99 |
100.99 |
100.25 |
101.46 |
PP |
99.68 |
99.68 |
99.68 |
99.92 |
S1 |
98.74 |
98.74 |
99.83 |
99.21 |
S2 |
97.43 |
97.43 |
99.63 |
|
S3 |
95.18 |
96.49 |
99.42 |
|
S4 |
92.93 |
94.24 |
98.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.63 |
98.38 |
2.25 |
2.2% |
1.48 |
1.5% |
74% |
False |
False |
8,730 |
10 |
100.63 |
97.00 |
3.63 |
3.6% |
1.33 |
1.3% |
84% |
False |
False |
8,247 |
20 |
100.86 |
97.00 |
3.86 |
3.9% |
1.29 |
1.3% |
79% |
False |
False |
7,048 |
40 |
103.06 |
97.00 |
6.06 |
6.1% |
1.18 |
1.2% |
50% |
False |
False |
5,752 |
60 |
103.06 |
95.56 |
7.50 |
7.5% |
1.07 |
1.1% |
60% |
False |
False |
5,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.76 |
2.618 |
103.57 |
1.618 |
102.23 |
1.000 |
101.40 |
0.618 |
100.89 |
HIGH |
100.06 |
0.618 |
99.55 |
0.500 |
99.39 |
0.382 |
99.23 |
LOW |
98.72 |
0.618 |
97.89 |
1.000 |
97.38 |
1.618 |
96.55 |
2.618 |
95.21 |
4.250 |
93.03 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
99.82 |
99.85 |
PP |
99.61 |
99.66 |
S1 |
99.39 |
99.48 |
|