NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.81 |
97.78 |
-0.03 |
0.0% |
96.30 |
| High |
98.67 |
97.78 |
-0.89 |
-0.9% |
98.04 |
| Low |
97.81 |
96.50 |
-1.31 |
-1.3% |
95.98 |
| Close |
98.21 |
96.64 |
-1.57 |
-1.6% |
97.71 |
| Range |
0.86 |
1.28 |
0.42 |
48.8% |
2.06 |
| ATR |
1.00 |
1.05 |
0.05 |
5.1% |
0.00 |
| Volume |
2,949 |
3,528 |
579 |
19.6% |
10,940 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.81 |
100.01 |
97.34 |
|
| R3 |
99.53 |
98.73 |
96.99 |
|
| R2 |
98.25 |
98.25 |
96.87 |
|
| R1 |
97.45 |
97.45 |
96.76 |
97.21 |
| PP |
96.97 |
96.97 |
96.97 |
96.86 |
| S1 |
96.17 |
96.17 |
96.52 |
95.93 |
| S2 |
95.69 |
95.69 |
96.41 |
|
| S3 |
94.41 |
94.89 |
96.29 |
|
| S4 |
93.13 |
93.61 |
95.94 |
|
|
| 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 |
96.50 |
2.17 |
2.2% |
0.89 |
0.9% |
6% |
False |
True |
3,201 |
| 10 |
98.67 |
95.98 |
2.69 |
2.8% |
0.94 |
1.0% |
25% |
False |
False |
2,441 |
| 20 |
98.67 |
94.70 |
3.97 |
4.1% |
0.82 |
0.8% |
49% |
False |
False |
2,084 |
| 40 |
99.49 |
94.70 |
4.79 |
5.0% |
0.80 |
0.8% |
41% |
False |
False |
2,038 |
| 60 |
99.49 |
93.82 |
5.67 |
5.9% |
0.75 |
0.8% |
50% |
False |
False |
1,963 |
| 80 |
99.49 |
89.60 |
9.89 |
10.2% |
0.67 |
0.7% |
71% |
False |
False |
2,252 |
| 100 |
99.49 |
88.01 |
11.48 |
11.9% |
0.61 |
0.6% |
75% |
False |
False |
2,548 |
| 120 |
99.49 |
87.56 |
11.93 |
12.3% |
0.56 |
0.6% |
76% |
False |
False |
2,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.22 |
|
2.618 |
101.13 |
|
1.618 |
99.85 |
|
1.000 |
99.06 |
|
0.618 |
98.57 |
|
HIGH |
97.78 |
|
0.618 |
97.29 |
|
0.500 |
97.14 |
|
0.382 |
96.99 |
|
LOW |
96.50 |
|
0.618 |
95.71 |
|
1.000 |
95.22 |
|
1.618 |
94.43 |
|
2.618 |
93.15 |
|
4.250 |
91.06 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.14 |
97.59 |
| PP |
96.97 |
97.27 |
| S1 |
96.81 |
96.96 |
|