NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
95.79 |
96.20 |
0.41 |
0.4% |
99.14 |
High |
96.57 |
97.41 |
0.84 |
0.9% |
99.14 |
Low |
95.71 |
96.20 |
0.49 |
0.5% |
94.97 |
Close |
96.36 |
97.39 |
1.03 |
1.1% |
96.36 |
Range |
0.86 |
1.21 |
0.35 |
40.7% |
4.17 |
ATR |
1.37 |
1.36 |
-0.01 |
-0.8% |
0.00 |
Volume |
15,415 |
9,500 |
-5,915 |
-38.4% |
75,237 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.63 |
100.22 |
98.06 |
|
R3 |
99.42 |
99.01 |
97.72 |
|
R2 |
98.21 |
98.21 |
97.61 |
|
R1 |
97.80 |
97.80 |
97.50 |
98.01 |
PP |
97.00 |
97.00 |
97.00 |
97.10 |
S1 |
96.59 |
96.59 |
97.28 |
96.80 |
S2 |
95.79 |
95.79 |
97.17 |
|
S3 |
94.58 |
95.38 |
97.06 |
|
S4 |
93.37 |
94.17 |
96.72 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.33 |
107.02 |
98.65 |
|
R3 |
105.16 |
102.85 |
97.51 |
|
R2 |
100.99 |
100.99 |
97.12 |
|
R1 |
98.68 |
98.68 |
96.74 |
97.75 |
PP |
96.82 |
96.82 |
96.82 |
96.36 |
S1 |
94.51 |
94.51 |
95.98 |
93.58 |
S2 |
92.65 |
92.65 |
95.60 |
|
S3 |
88.48 |
90.34 |
95.21 |
|
S4 |
84.31 |
86.17 |
94.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.87 |
94.97 |
3.90 |
4.0% |
1.41 |
1.4% |
62% |
False |
False |
15,458 |
10 |
101.00 |
94.97 |
6.03 |
6.2% |
1.39 |
1.4% |
40% |
False |
False |
14,635 |
20 |
101.00 |
94.97 |
6.03 |
6.2% |
1.36 |
1.4% |
40% |
False |
False |
12,073 |
40 |
101.62 |
94.97 |
6.65 |
6.8% |
1.28 |
1.3% |
36% |
False |
False |
8,708 |
60 |
103.06 |
94.97 |
8.09 |
8.3% |
1.19 |
1.2% |
30% |
False |
False |
7,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.55 |
2.618 |
100.58 |
1.618 |
99.37 |
1.000 |
98.62 |
0.618 |
98.16 |
HIGH |
97.41 |
0.618 |
96.95 |
0.500 |
96.81 |
0.382 |
96.66 |
LOW |
96.20 |
0.618 |
95.45 |
1.000 |
94.99 |
1.618 |
94.24 |
2.618 |
93.03 |
4.250 |
91.06 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.20 |
96.99 |
PP |
97.00 |
96.59 |
S1 |
96.81 |
96.19 |
|