NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.17 |
97.95 |
0.78 |
0.8% |
96.30 |
| High |
98.01 |
97.95 |
-0.06 |
-0.1% |
98.04 |
| Low |
97.09 |
97.30 |
0.21 |
0.2% |
95.98 |
| Close |
97.93 |
97.36 |
-0.57 |
-0.6% |
97.71 |
| Range |
0.92 |
0.65 |
-0.27 |
-29.3% |
2.06 |
| ATR |
1.00 |
0.98 |
-0.03 |
-2.5% |
0.00 |
| Volume |
3,408 |
2,372 |
-1,036 |
-30.4% |
10,940 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.49 |
99.07 |
97.72 |
|
| R3 |
98.84 |
98.42 |
97.54 |
|
| R2 |
98.19 |
98.19 |
97.48 |
|
| R1 |
97.77 |
97.77 |
97.42 |
97.66 |
| PP |
97.54 |
97.54 |
97.54 |
97.48 |
| S1 |
97.12 |
97.12 |
97.30 |
97.01 |
| S2 |
96.89 |
96.89 |
97.24 |
|
| S3 |
96.24 |
96.47 |
97.18 |
|
| S4 |
95.59 |
95.82 |
97.00 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.42 |
102.63 |
98.84 |
|
| R3 |
101.36 |
100.57 |
98.28 |
|
| R2 |
99.30 |
99.30 |
98.09 |
|
| R1 |
98.51 |
98.51 |
97.90 |
98.91 |
| PP |
97.24 |
97.24 |
97.24 |
97.44 |
| S1 |
96.45 |
96.45 |
97.52 |
96.85 |
| S2 |
95.18 |
95.18 |
97.33 |
|
| S3 |
93.12 |
94.39 |
97.14 |
|
| S4 |
91.06 |
92.33 |
96.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.04 |
96.02 |
2.02 |
2.1% |
1.03 |
1.1% |
66% |
False |
False |
2,702 |
| 10 |
98.04 |
95.23 |
2.81 |
2.9% |
0.95 |
1.0% |
76% |
False |
False |
2,318 |
| 20 |
98.04 |
94.70 |
3.34 |
3.4% |
0.89 |
0.9% |
80% |
False |
False |
1,960 |
| 40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.78 |
0.8% |
56% |
False |
False |
1,949 |
| 60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.73 |
0.8% |
62% |
False |
False |
1,962 |
| 80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.66 |
0.7% |
81% |
False |
False |
2,237 |
| 100 |
99.49 |
88.01 |
11.48 |
11.8% |
0.59 |
0.6% |
81% |
False |
False |
2,494 |
| 120 |
99.49 |
87.56 |
11.93 |
12.3% |
0.55 |
0.6% |
82% |
False |
False |
2,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.71 |
|
2.618 |
99.65 |
|
1.618 |
99.00 |
|
1.000 |
98.60 |
|
0.618 |
98.35 |
|
HIGH |
97.95 |
|
0.618 |
97.70 |
|
0.500 |
97.63 |
|
0.382 |
97.55 |
|
LOW |
97.30 |
|
0.618 |
96.90 |
|
1.000 |
96.65 |
|
1.618 |
96.25 |
|
2.618 |
95.60 |
|
4.250 |
94.54 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.63 |
97.51 |
| PP |
97.54 |
97.46 |
| S1 |
97.45 |
97.41 |
|