NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.95 |
97.81 |
-0.14 |
-0.1% |
96.30 |
High |
97.95 |
98.67 |
0.72 |
0.7% |
98.04 |
Low |
97.30 |
97.81 |
0.51 |
0.5% |
95.98 |
Close |
97.36 |
98.21 |
0.85 |
0.9% |
97.71 |
Range |
0.65 |
0.86 |
0.21 |
32.3% |
2.06 |
ATR |
0.98 |
1.00 |
0.02 |
2.4% |
0.00 |
Volume |
2,372 |
2,949 |
577 |
24.3% |
10,940 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.81 |
100.37 |
98.68 |
|
R3 |
99.95 |
99.51 |
98.45 |
|
R2 |
99.09 |
99.09 |
98.37 |
|
R1 |
98.65 |
98.65 |
98.29 |
98.87 |
PP |
98.23 |
98.23 |
98.23 |
98.34 |
S1 |
97.79 |
97.79 |
98.13 |
98.01 |
S2 |
97.37 |
97.37 |
98.05 |
|
S3 |
96.51 |
96.93 |
97.97 |
|
S4 |
95.65 |
96.07 |
97.74 |
|
|
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 |
98.67 |
96.84 |
1.83 |
1.9% |
0.88 |
0.9% |
75% |
True |
False |
2,949 |
10 |
98.67 |
95.98 |
2.69 |
2.7% |
0.87 |
0.9% |
83% |
True |
False |
2,394 |
20 |
98.67 |
94.70 |
3.97 |
4.0% |
0.81 |
0.8% |
88% |
True |
False |
2,029 |
40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.79 |
0.8% |
73% |
False |
False |
2,005 |
60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.74 |
0.8% |
77% |
False |
False |
1,959 |
80 |
99.49 |
89.40 |
10.09 |
10.3% |
0.65 |
0.7% |
87% |
False |
False |
2,243 |
100 |
99.49 |
88.01 |
11.48 |
11.7% |
0.59 |
0.6% |
89% |
False |
False |
2,517 |
120 |
99.49 |
87.56 |
11.93 |
12.1% |
0.55 |
0.6% |
89% |
False |
False |
2,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.33 |
2.618 |
100.92 |
1.618 |
100.06 |
1.000 |
99.53 |
0.618 |
99.20 |
HIGH |
98.67 |
0.618 |
98.34 |
0.500 |
98.24 |
0.382 |
98.14 |
LOW |
97.81 |
0.618 |
97.28 |
1.000 |
96.95 |
1.618 |
96.42 |
2.618 |
95.56 |
4.250 |
94.16 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.24 |
98.10 |
PP |
98.23 |
97.99 |
S1 |
98.22 |
97.88 |
|