NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.20 |
96.93 |
0.73 |
0.8% |
99.14 |
High |
97.41 |
97.27 |
-0.14 |
-0.1% |
99.14 |
Low |
96.20 |
96.69 |
0.49 |
0.5% |
94.97 |
Close |
97.39 |
97.10 |
-0.29 |
-0.3% |
96.36 |
Range |
1.21 |
0.58 |
-0.63 |
-52.1% |
4.17 |
ATR |
1.36 |
1.31 |
-0.05 |
-3.5% |
0.00 |
Volume |
9,500 |
12,682 |
3,182 |
33.5% |
75,237 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.76 |
98.51 |
97.42 |
|
R3 |
98.18 |
97.93 |
97.26 |
|
R2 |
97.60 |
97.60 |
97.21 |
|
R1 |
97.35 |
97.35 |
97.15 |
97.48 |
PP |
97.02 |
97.02 |
97.02 |
97.08 |
S1 |
96.77 |
96.77 |
97.05 |
96.90 |
S2 |
96.44 |
96.44 |
96.99 |
|
S3 |
95.86 |
96.19 |
96.94 |
|
S4 |
95.28 |
95.61 |
96.78 |
|
|
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 |
97.41 |
94.97 |
2.44 |
2.5% |
1.20 |
1.2% |
87% |
False |
False |
15,696 |
10 |
101.00 |
94.97 |
6.03 |
6.2% |
1.36 |
1.4% |
35% |
False |
False |
15,078 |
20 |
101.00 |
94.97 |
6.03 |
6.2% |
1.33 |
1.4% |
35% |
False |
False |
12,432 |
40 |
101.62 |
94.97 |
6.65 |
6.8% |
1.24 |
1.3% |
32% |
False |
False |
8,893 |
60 |
103.06 |
94.97 |
8.09 |
8.3% |
1.18 |
1.2% |
26% |
False |
False |
7,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.74 |
2.618 |
98.79 |
1.618 |
98.21 |
1.000 |
97.85 |
0.618 |
97.63 |
HIGH |
97.27 |
0.618 |
97.05 |
0.500 |
96.98 |
0.382 |
96.91 |
LOW |
96.69 |
0.618 |
96.33 |
1.000 |
96.11 |
1.618 |
95.75 |
2.618 |
95.17 |
4.250 |
94.23 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.06 |
96.92 |
PP |
97.02 |
96.74 |
S1 |
96.98 |
96.56 |
|