NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
99.91 |
99.65 |
-0.26 |
-0.3% |
99.44 |
| High |
100.17 |
101.00 |
0.83 |
0.8% |
100.63 |
| Low |
99.30 |
99.20 |
-0.10 |
-0.1% |
98.38 |
| Close |
99.54 |
100.49 |
0.95 |
1.0% |
100.04 |
| Range |
0.87 |
1.80 |
0.93 |
106.9% |
2.25 |
| ATR |
1.29 |
1.33 |
0.04 |
2.8% |
0.00 |
| Volume |
8,253 |
9,924 |
1,671 |
20.2% |
43,654 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
104.86 |
101.48 |
|
| R3 |
103.83 |
103.06 |
100.99 |
|
| R2 |
102.03 |
102.03 |
100.82 |
|
| R1 |
101.26 |
101.26 |
100.66 |
101.65 |
| PP |
100.23 |
100.23 |
100.23 |
100.42 |
| S1 |
99.46 |
99.46 |
100.33 |
99.85 |
| S2 |
98.43 |
98.43 |
100.16 |
|
| S3 |
96.63 |
97.66 |
100.00 |
|
| S4 |
94.83 |
95.86 |
99.50 |
|
|
| 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 |
101.00 |
98.72 |
2.28 |
2.3% |
1.40 |
1.4% |
78% |
True |
False |
11,335 |
| 10 |
101.00 |
98.38 |
2.62 |
2.6% |
1.30 |
1.3% |
81% |
True |
False |
10,088 |
| 20 |
101.00 |
97.00 |
4.00 |
4.0% |
1.27 |
1.3% |
87% |
True |
False |
7,950 |
| 40 |
103.06 |
97.00 |
6.06 |
6.0% |
1.22 |
1.2% |
58% |
False |
False |
6,391 |
| 60 |
103.06 |
95.56 |
7.50 |
7.5% |
1.09 |
1.1% |
66% |
False |
False |
5,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.65 |
|
2.618 |
105.71 |
|
1.618 |
103.91 |
|
1.000 |
102.80 |
|
0.618 |
102.11 |
|
HIGH |
101.00 |
|
0.618 |
100.31 |
|
0.500 |
100.10 |
|
0.382 |
99.89 |
|
LOW |
99.20 |
|
0.618 |
98.09 |
|
1.000 |
97.40 |
|
1.618 |
96.29 |
|
2.618 |
94.49 |
|
4.250 |
91.55 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.36 |
100.36 |
| PP |
100.23 |
100.23 |
| S1 |
100.10 |
100.10 |
|