NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.53 |
98.31 |
-0.22 |
-0.2% |
97.61 |
High |
98.53 |
98.88 |
0.35 |
0.4% |
99.00 |
Low |
97.24 |
97.67 |
0.43 |
0.4% |
96.71 |
Close |
98.47 |
98.70 |
0.23 |
0.2% |
98.47 |
Range |
1.29 |
1.21 |
-0.08 |
-6.2% |
2.29 |
ATR |
1.39 |
1.38 |
-0.01 |
-0.9% |
0.00 |
Volume |
32,684 |
30,606 |
-2,078 |
-6.4% |
120,358 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.05 |
101.58 |
99.37 |
|
R3 |
100.84 |
100.37 |
99.03 |
|
R2 |
99.63 |
99.63 |
98.92 |
|
R1 |
99.16 |
99.16 |
98.81 |
99.40 |
PP |
98.42 |
98.42 |
98.42 |
98.53 |
S1 |
97.95 |
97.95 |
98.59 |
98.19 |
S2 |
97.21 |
97.21 |
98.48 |
|
S3 |
96.00 |
96.74 |
98.37 |
|
S4 |
94.79 |
95.53 |
98.03 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.93 |
103.99 |
99.73 |
|
R3 |
102.64 |
101.70 |
99.10 |
|
R2 |
100.35 |
100.35 |
98.89 |
|
R1 |
99.41 |
99.41 |
98.68 |
99.88 |
PP |
98.06 |
98.06 |
98.06 |
98.30 |
S1 |
97.12 |
97.12 |
98.26 |
97.59 |
S2 |
95.77 |
95.77 |
98.05 |
|
S3 |
93.48 |
94.83 |
97.84 |
|
S4 |
91.19 |
92.54 |
97.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.00 |
96.71 |
2.29 |
2.3% |
1.40 |
1.4% |
87% |
False |
False |
26,975 |
10 |
99.00 |
95.45 |
3.55 |
3.6% |
1.37 |
1.4% |
92% |
False |
False |
23,664 |
20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.40 |
1.4% |
87% |
False |
False |
23,003 |
40 |
100.65 |
95.31 |
5.34 |
5.4% |
1.34 |
1.4% |
63% |
False |
False |
21,862 |
60 |
100.65 |
93.99 |
6.66 |
6.7% |
1.26 |
1.3% |
71% |
False |
False |
20,099 |
80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.23 |
1.2% |
84% |
False |
False |
21,463 |
100 |
100.65 |
88.11 |
12.54 |
12.7% |
1.26 |
1.3% |
84% |
False |
False |
20,577 |
120 |
100.65 |
86.89 |
13.76 |
13.9% |
1.30 |
1.3% |
86% |
False |
False |
19,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.02 |
2.618 |
102.05 |
1.618 |
100.84 |
1.000 |
100.09 |
0.618 |
99.63 |
HIGH |
98.88 |
0.618 |
98.42 |
0.500 |
98.28 |
0.382 |
98.13 |
LOW |
97.67 |
0.618 |
96.92 |
1.000 |
96.46 |
1.618 |
95.71 |
2.618 |
94.50 |
4.250 |
92.53 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.56 |
98.51 |
PP |
98.42 |
98.31 |
S1 |
98.28 |
98.12 |
|