NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.78 |
97.33 |
-0.45 |
-0.5% |
97.17 |
High |
97.78 |
97.33 |
-0.45 |
-0.5% |
98.67 |
Low |
96.50 |
96.95 |
0.45 |
0.5% |
96.50 |
Close |
96.64 |
97.12 |
0.48 |
0.5% |
97.12 |
Range |
1.28 |
0.38 |
-0.90 |
-70.3% |
2.17 |
ATR |
1.05 |
1.02 |
-0.03 |
-2.5% |
0.00 |
Volume |
3,528 |
3,082 |
-446 |
-12.6% |
15,339 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.27 |
98.08 |
97.33 |
|
R3 |
97.89 |
97.70 |
97.22 |
|
R2 |
97.51 |
97.51 |
97.19 |
|
R1 |
97.32 |
97.32 |
97.15 |
97.23 |
PP |
97.13 |
97.13 |
97.13 |
97.09 |
S1 |
96.94 |
96.94 |
97.09 |
96.85 |
S2 |
96.75 |
96.75 |
97.05 |
|
S3 |
96.37 |
96.56 |
97.02 |
|
S4 |
95.99 |
96.18 |
96.91 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.94 |
102.70 |
98.31 |
|
R3 |
101.77 |
100.53 |
97.72 |
|
R2 |
99.60 |
99.60 |
97.52 |
|
R1 |
98.36 |
98.36 |
97.32 |
97.90 |
PP |
97.43 |
97.43 |
97.43 |
97.20 |
S1 |
96.19 |
96.19 |
96.92 |
95.73 |
S2 |
95.26 |
95.26 |
96.72 |
|
S3 |
93.09 |
94.02 |
96.52 |
|
S4 |
90.92 |
91.85 |
95.93 |
|
|
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% |
0.82 |
0.8% |
29% |
False |
False |
3,067 |
10 |
98.67 |
95.98 |
2.69 |
2.8% |
0.94 |
1.0% |
42% |
False |
False |
2,627 |
20 |
98.67 |
94.70 |
3.97 |
4.1% |
0.81 |
0.8% |
61% |
False |
False |
2,115 |
40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.80 |
0.8% |
51% |
False |
False |
2,066 |
60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.73 |
0.8% |
58% |
False |
False |
1,975 |
80 |
99.49 |
90.26 |
9.23 |
9.5% |
0.67 |
0.7% |
74% |
False |
False |
2,276 |
100 |
99.49 |
88.01 |
11.48 |
11.8% |
0.61 |
0.6% |
79% |
False |
False |
2,568 |
120 |
99.49 |
87.56 |
11.93 |
12.3% |
0.57 |
0.6% |
80% |
False |
False |
2,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.95 |
2.618 |
98.32 |
1.618 |
97.94 |
1.000 |
97.71 |
0.618 |
97.56 |
HIGH |
97.33 |
0.618 |
97.18 |
0.500 |
97.14 |
0.382 |
97.10 |
LOW |
96.95 |
0.618 |
96.72 |
1.000 |
96.57 |
1.618 |
96.34 |
2.618 |
95.96 |
4.250 |
95.34 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.14 |
97.59 |
PP |
97.13 |
97.43 |
S1 |
97.13 |
97.28 |
|