NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
94.73 |
94.63 |
-0.10 |
-0.1% |
97.83 |
High |
95.25 |
95.42 |
0.17 |
0.2% |
97.87 |
Low |
93.95 |
94.46 |
0.51 |
0.5% |
93.95 |
Close |
94.53 |
95.10 |
0.57 |
0.6% |
95.10 |
Range |
1.30 |
0.96 |
-0.34 |
-26.2% |
3.92 |
ATR |
1.42 |
1.39 |
-0.03 |
-2.3% |
0.00 |
Volume |
51,890 |
35,686 |
-16,204 |
-31.2% |
197,495 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.87 |
97.45 |
95.63 |
|
R3 |
96.91 |
96.49 |
95.36 |
|
R2 |
95.95 |
95.95 |
95.28 |
|
R1 |
95.53 |
95.53 |
95.19 |
95.74 |
PP |
94.99 |
94.99 |
94.99 |
95.10 |
S1 |
94.57 |
94.57 |
95.01 |
94.78 |
S2 |
94.03 |
94.03 |
94.92 |
|
S3 |
93.07 |
93.61 |
94.84 |
|
S4 |
92.11 |
92.65 |
94.57 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.40 |
105.17 |
97.26 |
|
R3 |
103.48 |
101.25 |
96.18 |
|
R2 |
99.56 |
99.56 |
95.82 |
|
R1 |
97.33 |
97.33 |
95.46 |
96.49 |
PP |
95.64 |
95.64 |
95.64 |
95.22 |
S1 |
93.41 |
93.41 |
94.74 |
92.57 |
S2 |
91.72 |
91.72 |
94.38 |
|
S3 |
87.80 |
89.49 |
94.02 |
|
S4 |
83.88 |
85.57 |
92.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.87 |
93.95 |
3.92 |
4.1% |
1.40 |
1.5% |
29% |
False |
False |
39,499 |
10 |
99.46 |
93.95 |
5.51 |
5.8% |
1.38 |
1.4% |
21% |
False |
False |
36,251 |
20 |
99.46 |
93.95 |
5.51 |
5.8% |
1.39 |
1.5% |
21% |
False |
False |
29,517 |
40 |
99.49 |
93.95 |
5.54 |
5.8% |
1.37 |
1.4% |
21% |
False |
False |
25,283 |
60 |
100.65 |
93.95 |
6.70 |
7.0% |
1.31 |
1.4% |
17% |
False |
False |
23,009 |
80 |
100.65 |
92.50 |
8.15 |
8.6% |
1.23 |
1.3% |
32% |
False |
False |
23,110 |
100 |
100.65 |
88.11 |
12.54 |
13.2% |
1.26 |
1.3% |
56% |
False |
False |
22,596 |
120 |
100.65 |
88.11 |
12.54 |
13.2% |
1.28 |
1.3% |
56% |
False |
False |
21,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.50 |
2.618 |
97.93 |
1.618 |
96.97 |
1.000 |
96.38 |
0.618 |
96.01 |
HIGH |
95.42 |
0.618 |
95.05 |
0.500 |
94.94 |
0.382 |
94.83 |
LOW |
94.46 |
0.618 |
93.87 |
1.000 |
93.50 |
1.618 |
92.91 |
2.618 |
91.95 |
4.250 |
90.38 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.05 |
95.18 |
PP |
94.99 |
95.15 |
S1 |
94.94 |
95.13 |
|