NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
99.14 |
98.30 |
-0.84 |
-0.8% |
99.41 |
High |
99.14 |
98.87 |
-0.27 |
-0.3% |
101.00 |
Low |
98.07 |
97.26 |
-0.81 |
-0.8% |
98.38 |
Close |
98.33 |
97.40 |
-0.93 |
-0.9% |
99.20 |
Range |
1.07 |
1.61 |
0.54 |
50.5% |
2.62 |
ATR |
1.35 |
1.37 |
0.02 |
1.4% |
0.00 |
Volume |
7,446 |
11,492 |
4,046 |
54.3% |
80,034 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.67 |
101.65 |
98.29 |
|
R3 |
101.06 |
100.04 |
97.84 |
|
R2 |
99.45 |
99.45 |
97.70 |
|
R1 |
98.43 |
98.43 |
97.55 |
98.14 |
PP |
97.84 |
97.84 |
97.84 |
97.70 |
S1 |
96.82 |
96.82 |
97.25 |
96.53 |
S2 |
96.23 |
96.23 |
97.10 |
|
S3 |
94.62 |
95.21 |
96.96 |
|
S4 |
93.01 |
93.60 |
96.51 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.39 |
105.91 |
100.64 |
|
R3 |
104.77 |
103.29 |
99.92 |
|
R2 |
102.15 |
102.15 |
99.68 |
|
R1 |
100.67 |
100.67 |
99.44 |
100.10 |
PP |
99.53 |
99.53 |
99.53 |
99.24 |
S1 |
98.05 |
98.05 |
98.96 |
97.48 |
S2 |
96.91 |
96.91 |
98.72 |
|
S3 |
94.29 |
95.43 |
98.48 |
|
S4 |
91.67 |
92.81 |
97.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.00 |
97.26 |
3.74 |
3.8% |
1.52 |
1.6% |
4% |
False |
True |
14,460 |
10 |
101.00 |
97.26 |
3.74 |
3.8% |
1.48 |
1.5% |
4% |
False |
True |
12,757 |
20 |
101.00 |
97.00 |
4.00 |
4.1% |
1.31 |
1.3% |
10% |
False |
False |
9,857 |
40 |
103.06 |
97.00 |
6.06 |
6.2% |
1.30 |
1.3% |
7% |
False |
False |
7,490 |
60 |
103.06 |
95.56 |
7.50 |
7.7% |
1.14 |
1.2% |
25% |
False |
False |
6,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.71 |
2.618 |
103.08 |
1.618 |
101.47 |
1.000 |
100.48 |
0.618 |
99.86 |
HIGH |
98.87 |
0.618 |
98.25 |
0.500 |
98.07 |
0.382 |
97.88 |
LOW |
97.26 |
0.618 |
96.27 |
1.000 |
95.65 |
1.618 |
94.66 |
2.618 |
93.05 |
4.250 |
90.42 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.07 |
98.53 |
PP |
97.84 |
98.15 |
S1 |
97.62 |
97.78 |
|