NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
99.65 |
100.36 |
0.71 |
0.7% |
99.44 |
High |
101.00 |
100.40 |
-0.60 |
-0.6% |
100.63 |
Low |
99.20 |
98.38 |
-0.82 |
-0.8% |
98.38 |
Close |
100.49 |
98.74 |
-1.75 |
-1.7% |
100.04 |
Range |
1.80 |
2.02 |
0.22 |
12.2% |
2.25 |
ATR |
1.33 |
1.39 |
0.06 |
4.2% |
0.00 |
Volume |
9,924 |
21,196 |
11,272 |
113.6% |
43,654 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.23 |
104.01 |
99.85 |
|
R3 |
103.21 |
101.99 |
99.30 |
|
R2 |
101.19 |
101.19 |
99.11 |
|
R1 |
99.97 |
99.97 |
98.93 |
99.57 |
PP |
99.17 |
99.17 |
99.17 |
98.98 |
S1 |
97.95 |
97.95 |
98.55 |
97.55 |
S2 |
97.15 |
97.15 |
98.37 |
|
S3 |
95.13 |
95.93 |
98.18 |
|
S4 |
93.11 |
93.91 |
97.63 |
|
|
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 |
101.00 |
98.38 |
2.62 |
2.7% |
1.45 |
1.5% |
14% |
False |
True |
13,665 |
10 |
101.00 |
98.38 |
2.62 |
2.7% |
1.39 |
1.4% |
14% |
False |
True |
10,969 |
20 |
101.00 |
97.00 |
4.00 |
4.1% |
1.28 |
1.3% |
44% |
False |
False |
8,615 |
40 |
103.06 |
97.00 |
6.06 |
6.1% |
1.25 |
1.3% |
29% |
False |
False |
6,762 |
60 |
103.06 |
95.56 |
7.50 |
7.6% |
1.11 |
1.1% |
42% |
False |
False |
5,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.99 |
2.618 |
105.69 |
1.618 |
103.67 |
1.000 |
102.42 |
0.618 |
101.65 |
HIGH |
100.40 |
0.618 |
99.63 |
0.500 |
99.39 |
0.382 |
99.15 |
LOW |
98.38 |
0.618 |
97.13 |
1.000 |
96.36 |
1.618 |
95.11 |
2.618 |
93.09 |
4.250 |
89.80 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
99.39 |
99.69 |
PP |
99.17 |
99.37 |
S1 |
98.96 |
99.06 |
|