NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.83 |
96.76 |
-1.07 |
-1.1% |
98.31 |
High |
97.87 |
97.50 |
-0.37 |
-0.4% |
99.46 |
Low |
96.61 |
96.09 |
-0.52 |
-0.5% |
96.91 |
Close |
96.99 |
96.25 |
-0.74 |
-0.8% |
97.84 |
Range |
1.26 |
1.41 |
0.15 |
11.9% |
2.55 |
ATR |
1.38 |
1.38 |
0.00 |
0.1% |
0.00 |
Volume |
31,956 |
27,559 |
-4,397 |
-13.8% |
165,016 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.84 |
99.96 |
97.03 |
|
R3 |
99.43 |
98.55 |
96.64 |
|
R2 |
98.02 |
98.02 |
96.51 |
|
R1 |
97.14 |
97.14 |
96.38 |
96.88 |
PP |
96.61 |
96.61 |
96.61 |
96.48 |
S1 |
95.73 |
95.73 |
96.12 |
95.47 |
S2 |
95.20 |
95.20 |
95.99 |
|
S3 |
93.79 |
94.32 |
95.86 |
|
S4 |
92.38 |
92.91 |
95.47 |
|
|
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 |
96.09 |
3.37 |
3.5% |
1.44 |
1.5% |
5% |
False |
True |
34,431 |
10 |
99.46 |
96.09 |
3.37 |
3.5% |
1.44 |
1.5% |
5% |
False |
True |
30,166 |
20 |
99.46 |
95.31 |
4.15 |
4.3% |
1.34 |
1.4% |
23% |
False |
False |
25,620 |
40 |
100.65 |
95.31 |
5.34 |
5.5% |
1.41 |
1.5% |
18% |
False |
False |
23,630 |
60 |
100.65 |
93.99 |
6.66 |
6.9% |
1.29 |
1.3% |
34% |
False |
False |
21,378 |
80 |
100.65 |
90.96 |
9.69 |
10.1% |
1.22 |
1.3% |
55% |
False |
False |
22,352 |
100 |
100.65 |
88.11 |
12.54 |
13.0% |
1.25 |
1.3% |
65% |
False |
False |
21,876 |
120 |
100.65 |
88.11 |
12.54 |
13.0% |
1.28 |
1.3% |
65% |
False |
False |
20,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.49 |
2.618 |
101.19 |
1.618 |
99.78 |
1.000 |
98.91 |
0.618 |
98.37 |
HIGH |
97.50 |
0.618 |
96.96 |
0.500 |
96.80 |
0.382 |
96.63 |
LOW |
96.09 |
0.618 |
95.22 |
1.000 |
94.68 |
1.618 |
93.81 |
2.618 |
92.40 |
4.250 |
90.10 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.80 |
97.21 |
PP |
96.61 |
96.89 |
S1 |
96.43 |
96.57 |
|