NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.81 |
97.50 |
-1.31 |
-1.3% |
98.31 |
High |
98.82 |
98.32 |
-0.50 |
-0.5% |
99.46 |
Low |
96.91 |
97.32 |
0.41 |
0.4% |
96.91 |
Close |
97.36 |
97.84 |
0.48 |
0.5% |
97.84 |
Range |
1.91 |
1.00 |
-0.91 |
-47.6% |
2.55 |
ATR |
1.42 |
1.39 |
-0.03 |
-2.1% |
0.00 |
Volume |
42,861 |
43,524 |
663 |
1.5% |
165,016 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.83 |
100.33 |
98.39 |
|
R3 |
99.83 |
99.33 |
98.12 |
|
R2 |
98.83 |
98.83 |
98.02 |
|
R1 |
98.33 |
98.33 |
97.93 |
98.58 |
PP |
97.83 |
97.83 |
97.83 |
97.95 |
S1 |
97.33 |
97.33 |
97.75 |
97.58 |
S2 |
96.83 |
96.83 |
97.66 |
|
S3 |
95.83 |
96.33 |
97.57 |
|
S4 |
94.83 |
95.33 |
97.29 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.72 |
104.33 |
99.24 |
|
R3 |
103.17 |
101.78 |
98.54 |
|
R2 |
100.62 |
100.62 |
98.31 |
|
R1 |
99.23 |
99.23 |
98.07 |
98.65 |
PP |
98.07 |
98.07 |
98.07 |
97.78 |
S1 |
96.68 |
96.68 |
97.61 |
96.10 |
S2 |
95.52 |
95.52 |
97.37 |
|
S3 |
92.97 |
94.13 |
97.14 |
|
S4 |
90.42 |
91.58 |
96.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.46 |
96.91 |
2.55 |
2.6% |
1.36 |
1.4% |
36% |
False |
False |
33,003 |
10 |
99.46 |
96.71 |
2.75 |
2.8% |
1.42 |
1.5% |
41% |
False |
False |
28,537 |
20 |
99.46 |
95.31 |
4.15 |
4.2% |
1.32 |
1.3% |
61% |
False |
False |
24,769 |
40 |
100.65 |
95.31 |
5.34 |
5.5% |
1.39 |
1.4% |
47% |
False |
False |
23,092 |
60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.28 |
1.3% |
58% |
False |
False |
20,846 |
80 |
100.65 |
90.08 |
10.57 |
10.8% |
1.22 |
1.2% |
73% |
False |
False |
22,005 |
100 |
100.65 |
88.11 |
12.54 |
12.8% |
1.25 |
1.3% |
78% |
False |
False |
21,488 |
120 |
100.65 |
86.89 |
13.76 |
14.1% |
1.30 |
1.3% |
80% |
False |
False |
19,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.57 |
2.618 |
100.94 |
1.618 |
99.94 |
1.000 |
99.32 |
0.618 |
98.94 |
HIGH |
98.32 |
0.618 |
97.94 |
0.500 |
97.82 |
0.382 |
97.70 |
LOW |
97.32 |
0.618 |
96.70 |
1.000 |
96.32 |
1.618 |
95.70 |
2.618 |
94.70 |
4.250 |
93.07 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.83 |
98.19 |
PP |
97.83 |
98.07 |
S1 |
97.82 |
97.96 |
|