NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
94.63 |
95.13 |
0.50 |
0.5% |
97.83 |
High |
95.42 |
96.10 |
0.68 |
0.7% |
97.87 |
Low |
94.46 |
94.92 |
0.46 |
0.5% |
93.95 |
Close |
95.10 |
96.03 |
0.93 |
1.0% |
95.10 |
Range |
0.96 |
1.18 |
0.22 |
22.9% |
3.92 |
ATR |
1.39 |
1.37 |
-0.01 |
-1.1% |
0.00 |
Volume |
35,686 |
27,024 |
-8,662 |
-24.3% |
197,495 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.22 |
98.81 |
96.68 |
|
R3 |
98.04 |
97.63 |
96.35 |
|
R2 |
96.86 |
96.86 |
96.25 |
|
R1 |
96.45 |
96.45 |
96.14 |
96.66 |
PP |
95.68 |
95.68 |
95.68 |
95.79 |
S1 |
95.27 |
95.27 |
95.92 |
95.48 |
S2 |
94.50 |
94.50 |
95.81 |
|
S3 |
93.32 |
94.09 |
95.71 |
|
S4 |
92.14 |
92.91 |
95.38 |
|
|
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 |
97.50 |
93.95 |
3.55 |
3.7% |
1.38 |
1.4% |
59% |
False |
False |
38,512 |
10 |
99.46 |
93.95 |
5.51 |
5.7% |
1.37 |
1.4% |
38% |
False |
False |
35,892 |
20 |
99.46 |
93.95 |
5.51 |
5.7% |
1.37 |
1.4% |
38% |
False |
False |
29,778 |
40 |
99.49 |
93.95 |
5.54 |
5.8% |
1.36 |
1.4% |
38% |
False |
False |
25,323 |
60 |
100.65 |
93.95 |
6.70 |
7.0% |
1.31 |
1.4% |
31% |
False |
False |
23,006 |
80 |
100.65 |
93.43 |
7.22 |
7.5% |
1.23 |
1.3% |
36% |
False |
False |
22,947 |
100 |
100.65 |
88.11 |
12.54 |
13.1% |
1.26 |
1.3% |
63% |
False |
False |
22,651 |
120 |
100.65 |
88.11 |
12.54 |
13.1% |
1.28 |
1.3% |
63% |
False |
False |
21,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.12 |
2.618 |
99.19 |
1.618 |
98.01 |
1.000 |
97.28 |
0.618 |
96.83 |
HIGH |
96.10 |
0.618 |
95.65 |
0.500 |
95.51 |
0.382 |
95.37 |
LOW |
94.92 |
0.618 |
94.19 |
1.000 |
93.74 |
1.618 |
93.01 |
2.618 |
91.83 |
4.250 |
89.91 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.86 |
95.70 |
PP |
95.68 |
95.36 |
S1 |
95.51 |
95.03 |
|