NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.39 |
95.91 |
-1.48 |
-1.5% |
99.41 |
High |
97.39 |
96.32 |
-1.07 |
-1.1% |
101.00 |
Low |
95.39 |
94.97 |
-0.42 |
-0.4% |
98.38 |
Close |
95.71 |
95.75 |
0.04 |
0.0% |
99.20 |
Range |
2.00 |
1.35 |
-0.65 |
-32.5% |
2.62 |
ATR |
1.41 |
1.41 |
0.00 |
-0.3% |
0.00 |
Volume |
20,060 |
20,824 |
764 |
3.8% |
80,034 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.73 |
99.09 |
96.49 |
|
R3 |
98.38 |
97.74 |
96.12 |
|
R2 |
97.03 |
97.03 |
96.00 |
|
R1 |
96.39 |
96.39 |
95.87 |
96.04 |
PP |
95.68 |
95.68 |
95.68 |
95.50 |
S1 |
95.04 |
95.04 |
95.63 |
94.69 |
S2 |
94.33 |
94.33 |
95.50 |
|
S3 |
92.98 |
93.69 |
95.38 |
|
S4 |
91.63 |
92.34 |
95.01 |
|
|
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 |
99.79 |
94.97 |
4.82 |
5.0% |
1.42 |
1.5% |
16% |
False |
True |
16,413 |
10 |
101.00 |
94.97 |
6.03 |
6.3% |
1.44 |
1.5% |
13% |
False |
True |
15,039 |
20 |
101.00 |
94.97 |
6.03 |
6.3% |
1.37 |
1.4% |
13% |
False |
True |
11,284 |
40 |
101.62 |
94.97 |
6.65 |
6.9% |
1.27 |
1.3% |
12% |
False |
True |
8,331 |
60 |
103.06 |
94.97 |
8.09 |
8.4% |
1.18 |
1.2% |
10% |
False |
True |
6,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.06 |
2.618 |
99.85 |
1.618 |
98.50 |
1.000 |
97.67 |
0.618 |
97.15 |
HIGH |
96.32 |
0.618 |
95.80 |
0.500 |
95.65 |
0.382 |
95.49 |
LOW |
94.97 |
0.618 |
94.14 |
1.000 |
93.62 |
1.618 |
92.79 |
2.618 |
91.44 |
4.250 |
89.23 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.72 |
96.92 |
PP |
95.68 |
96.53 |
S1 |
95.65 |
96.14 |
|