NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.69 |
98.20 |
-0.49 |
-0.5% |
97.61 |
High |
98.81 |
99.46 |
0.65 |
0.7% |
99.00 |
Low |
97.77 |
97.83 |
0.06 |
0.1% |
96.71 |
Close |
98.09 |
98.98 |
0.89 |
0.9% |
98.47 |
Range |
1.04 |
1.63 |
0.59 |
56.7% |
2.29 |
ATR |
1.35 |
1.37 |
0.02 |
1.5% |
0.00 |
Volume |
21,768 |
26,257 |
4,489 |
20.6% |
120,358 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.65 |
102.94 |
99.88 |
|
R3 |
102.02 |
101.31 |
99.43 |
|
R2 |
100.39 |
100.39 |
99.28 |
|
R1 |
99.68 |
99.68 |
99.13 |
100.04 |
PP |
98.76 |
98.76 |
98.76 |
98.93 |
S1 |
98.05 |
98.05 |
98.83 |
98.41 |
S2 |
97.13 |
97.13 |
98.68 |
|
S3 |
95.50 |
96.42 |
98.53 |
|
S4 |
93.87 |
94.79 |
98.08 |
|
|
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 |
99.46 |
97.24 |
2.22 |
2.2% |
1.38 |
1.4% |
78% |
True |
False |
26,796 |
10 |
99.46 |
96.71 |
2.75 |
2.8% |
1.34 |
1.4% |
83% |
True |
False |
25,107 |
20 |
99.46 |
95.31 |
4.15 |
4.2% |
1.32 |
1.3% |
88% |
True |
False |
23,293 |
40 |
100.65 |
95.31 |
5.34 |
5.4% |
1.36 |
1.4% |
69% |
False |
False |
22,250 |
60 |
100.65 |
93.99 |
6.66 |
6.7% |
1.28 |
1.3% |
75% |
False |
False |
20,099 |
80 |
100.65 |
88.85 |
11.80 |
11.9% |
1.21 |
1.2% |
86% |
False |
False |
21,487 |
100 |
100.65 |
88.11 |
12.54 |
12.7% |
1.26 |
1.3% |
87% |
False |
False |
20,789 |
120 |
100.65 |
86.89 |
13.76 |
13.9% |
1.30 |
1.3% |
88% |
False |
False |
19,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.39 |
2.618 |
103.73 |
1.618 |
102.10 |
1.000 |
101.09 |
0.618 |
100.47 |
HIGH |
99.46 |
0.618 |
98.84 |
0.500 |
98.65 |
0.382 |
98.45 |
LOW |
97.83 |
0.618 |
96.82 |
1.000 |
96.20 |
1.618 |
95.19 |
2.618 |
93.56 |
4.250 |
90.90 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.87 |
98.84 |
PP |
98.76 |
98.70 |
S1 |
98.65 |
98.57 |
|