NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
99.66 |
99.41 |
-0.25 |
-0.3% |
99.44 |
High |
100.06 |
100.45 |
0.39 |
0.4% |
100.63 |
Low |
98.72 |
99.25 |
0.53 |
0.5% |
98.38 |
Close |
100.04 |
100.29 |
0.25 |
0.2% |
100.04 |
Range |
1.34 |
1.20 |
-0.14 |
-10.4% |
2.25 |
ATR |
1.33 |
1.32 |
-0.01 |
-0.7% |
0.00 |
Volume |
10,541 |
18,415 |
7,874 |
74.7% |
43,654 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.60 |
103.14 |
100.95 |
|
R3 |
102.40 |
101.94 |
100.62 |
|
R2 |
101.20 |
101.20 |
100.51 |
|
R1 |
100.74 |
100.74 |
100.40 |
100.97 |
PP |
100.00 |
100.00 |
100.00 |
100.11 |
S1 |
99.54 |
99.54 |
100.18 |
99.77 |
S2 |
98.80 |
98.80 |
100.07 |
|
S3 |
97.60 |
98.34 |
99.96 |
|
S4 |
96.40 |
97.14 |
99.63 |
|
|
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% |
1.41 |
1.4% |
85% |
False |
False |
11,468 |
10 |
100.63 |
97.20 |
3.43 |
3.4% |
1.33 |
1.3% |
90% |
False |
False |
9,511 |
20 |
100.86 |
97.00 |
3.86 |
3.8% |
1.29 |
1.3% |
85% |
False |
False |
7,778 |
40 |
103.06 |
97.00 |
6.06 |
6.0% |
1.19 |
1.2% |
54% |
False |
False |
6,125 |
60 |
103.06 |
95.56 |
7.50 |
7.5% |
1.07 |
1.1% |
63% |
False |
False |
5,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.55 |
2.618 |
103.59 |
1.618 |
102.39 |
1.000 |
101.65 |
0.618 |
101.19 |
HIGH |
100.45 |
0.618 |
99.99 |
0.500 |
99.85 |
0.382 |
99.71 |
LOW |
99.25 |
0.618 |
98.51 |
1.000 |
98.05 |
1.618 |
97.31 |
2.618 |
96.11 |
4.250 |
94.15 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.14 |
100.08 |
PP |
100.00 |
99.86 |
S1 |
99.85 |
99.65 |
|