NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.36 |
94.73 |
-1.63 |
-1.7% |
98.31 |
High |
96.40 |
95.25 |
-1.15 |
-1.2% |
99.46 |
Low |
94.35 |
93.95 |
-0.40 |
-0.4% |
96.91 |
Close |
94.60 |
94.53 |
-0.07 |
-0.1% |
97.84 |
Range |
2.05 |
1.30 |
-0.75 |
-36.6% |
2.55 |
ATR |
1.43 |
1.42 |
-0.01 |
-0.7% |
0.00 |
Volume |
50,404 |
51,890 |
1,486 |
2.9% |
165,016 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.48 |
97.80 |
95.25 |
|
R3 |
97.18 |
96.50 |
94.89 |
|
R2 |
95.88 |
95.88 |
94.77 |
|
R1 |
95.20 |
95.20 |
94.65 |
94.89 |
PP |
94.58 |
94.58 |
94.58 |
94.42 |
S1 |
93.90 |
93.90 |
94.41 |
93.59 |
S2 |
93.28 |
93.28 |
94.29 |
|
S3 |
91.98 |
92.60 |
94.17 |
|
S4 |
90.68 |
91.30 |
93.82 |
|
|
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 |
98.32 |
93.95 |
4.37 |
4.6% |
1.40 |
1.5% |
13% |
False |
True |
41,066 |
10 |
99.46 |
93.95 |
5.51 |
5.8% |
1.41 |
1.5% |
11% |
False |
True |
35,950 |
20 |
99.46 |
93.95 |
5.51 |
5.8% |
1.40 |
1.5% |
11% |
False |
True |
28,447 |
40 |
99.49 |
93.95 |
5.54 |
5.9% |
1.39 |
1.5% |
10% |
False |
True |
25,134 |
60 |
100.65 |
93.95 |
6.70 |
7.1% |
1.32 |
1.4% |
9% |
False |
True |
22,632 |
80 |
100.65 |
92.47 |
8.18 |
8.7% |
1.24 |
1.3% |
25% |
False |
False |
23,154 |
100 |
100.65 |
88.11 |
12.54 |
13.3% |
1.26 |
1.3% |
51% |
False |
False |
22,558 |
120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.28 |
1.4% |
51% |
False |
False |
20,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.78 |
2.618 |
98.65 |
1.618 |
97.35 |
1.000 |
96.55 |
0.618 |
96.05 |
HIGH |
95.25 |
0.618 |
94.75 |
0.500 |
94.60 |
0.382 |
94.45 |
LOW |
93.95 |
0.618 |
93.15 |
1.000 |
92.65 |
1.618 |
91.85 |
2.618 |
90.55 |
4.250 |
88.43 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
94.60 |
95.73 |
PP |
94.58 |
95.33 |
S1 |
94.55 |
94.93 |
|