NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
99.41 |
99.91 |
0.50 |
0.5% |
99.44 |
High |
100.45 |
100.17 |
-0.28 |
-0.3% |
100.63 |
Low |
99.25 |
99.30 |
0.05 |
0.1% |
98.38 |
Close |
100.29 |
99.54 |
-0.75 |
-0.7% |
100.04 |
Range |
1.20 |
0.87 |
-0.33 |
-27.5% |
2.25 |
ATR |
1.32 |
1.29 |
-0.02 |
-1.8% |
0.00 |
Volume |
18,415 |
8,253 |
-10,162 |
-55.2% |
43,654 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.28 |
101.78 |
100.02 |
|
R3 |
101.41 |
100.91 |
99.78 |
|
R2 |
100.54 |
100.54 |
99.70 |
|
R1 |
100.04 |
100.04 |
99.62 |
99.86 |
PP |
99.67 |
99.67 |
99.67 |
99.58 |
S1 |
99.17 |
99.17 |
99.46 |
98.99 |
S2 |
98.80 |
98.80 |
99.38 |
|
S3 |
97.93 |
98.30 |
99.30 |
|
S4 |
97.06 |
97.43 |
99.06 |
|
|
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 |
100.57 |
98.38 |
2.19 |
2.2% |
1.44 |
1.4% |
53% |
False |
False |
11,053 |
10 |
100.63 |
97.67 |
2.96 |
3.0% |
1.31 |
1.3% |
63% |
False |
False |
9,785 |
20 |
100.86 |
97.00 |
3.86 |
3.9% |
1.30 |
1.3% |
66% |
False |
False |
7,744 |
40 |
103.06 |
97.00 |
6.06 |
6.1% |
1.20 |
1.2% |
42% |
False |
False |
6,219 |
60 |
103.06 |
95.56 |
7.50 |
7.5% |
1.08 |
1.1% |
53% |
False |
False |
5,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.87 |
2.618 |
102.45 |
1.618 |
101.58 |
1.000 |
101.04 |
0.618 |
100.71 |
HIGH |
100.17 |
0.618 |
99.84 |
0.500 |
99.74 |
0.382 |
99.63 |
LOW |
99.30 |
0.618 |
98.76 |
1.000 |
98.43 |
1.618 |
97.89 |
2.618 |
97.02 |
4.250 |
95.60 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
99.74 |
99.59 |
PP |
99.67 |
99.57 |
S1 |
99.61 |
99.56 |
|