NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
95.46 |
95.32 |
-0.14 |
-0.1% |
97.83 |
High |
95.74 |
95.63 |
-0.11 |
-0.1% |
97.87 |
Low |
95.05 |
94.74 |
-0.31 |
-0.3% |
93.95 |
Close |
95.34 |
95.08 |
-0.26 |
-0.3% |
95.10 |
Range |
0.69 |
0.89 |
0.20 |
29.0% |
3.92 |
ATR |
1.29 |
1.26 |
-0.03 |
-2.2% |
0.00 |
Volume |
24,322 |
49,014 |
24,692 |
101.5% |
197,495 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.82 |
97.34 |
95.57 |
|
R3 |
96.93 |
96.45 |
95.32 |
|
R2 |
96.04 |
96.04 |
95.24 |
|
R1 |
95.56 |
95.56 |
95.16 |
95.36 |
PP |
95.15 |
95.15 |
95.15 |
95.05 |
S1 |
94.67 |
94.67 |
95.00 |
94.47 |
S2 |
94.26 |
94.26 |
94.92 |
|
S3 |
93.37 |
93.78 |
94.84 |
|
S4 |
92.48 |
92.89 |
94.59 |
|
|
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 |
96.10 |
94.46 |
1.64 |
1.7% |
0.87 |
0.9% |
38% |
False |
False |
33,278 |
10 |
98.32 |
93.95 |
4.37 |
4.6% |
1.14 |
1.2% |
26% |
False |
False |
37,172 |
20 |
99.46 |
93.95 |
5.51 |
5.8% |
1.28 |
1.3% |
21% |
False |
False |
31,701 |
40 |
99.49 |
93.95 |
5.54 |
5.8% |
1.31 |
1.4% |
20% |
False |
False |
26,394 |
60 |
100.65 |
93.95 |
6.70 |
7.0% |
1.28 |
1.4% |
17% |
False |
False |
24,166 |
80 |
100.65 |
93.95 |
6.70 |
7.0% |
1.23 |
1.3% |
17% |
False |
False |
23,415 |
100 |
100.65 |
88.11 |
12.54 |
13.2% |
1.24 |
1.3% |
56% |
False |
False |
22,887 |
120 |
100.65 |
88.11 |
12.54 |
13.2% |
1.26 |
1.3% |
56% |
False |
False |
21,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.41 |
2.618 |
97.96 |
1.618 |
97.07 |
1.000 |
96.52 |
0.618 |
96.18 |
HIGH |
95.63 |
0.618 |
95.29 |
0.500 |
95.19 |
0.382 |
95.08 |
LOW |
94.74 |
0.618 |
94.19 |
1.000 |
93.85 |
1.618 |
93.30 |
2.618 |
92.41 |
4.250 |
90.96 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.19 |
95.36 |
PP |
95.15 |
95.26 |
S1 |
95.12 |
95.17 |
|