NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.48 |
96.52 |
0.04 |
0.0% |
97.17 |
High |
96.76 |
96.56 |
-0.20 |
-0.2% |
98.67 |
Low |
96.21 |
95.51 |
-0.70 |
-0.7% |
96.50 |
Close |
96.29 |
95.61 |
-0.68 |
-0.7% |
97.12 |
Range |
0.55 |
1.05 |
0.50 |
90.9% |
2.17 |
ATR |
1.02 |
1.02 |
0.00 |
0.2% |
0.00 |
Volume |
3,899 |
2,734 |
-1,165 |
-29.9% |
15,339 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.04 |
98.38 |
96.19 |
|
R3 |
97.99 |
97.33 |
95.90 |
|
R2 |
96.94 |
96.94 |
95.80 |
|
R1 |
96.28 |
96.28 |
95.71 |
96.09 |
PP |
95.89 |
95.89 |
95.89 |
95.80 |
S1 |
95.23 |
95.23 |
95.51 |
95.04 |
S2 |
94.84 |
94.84 |
95.42 |
|
S3 |
93.79 |
94.18 |
95.32 |
|
S4 |
92.74 |
93.13 |
95.03 |
|
|
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 |
95.51 |
3.16 |
3.3% |
0.82 |
0.9% |
3% |
False |
True |
3,238 |
10 |
98.67 |
95.51 |
3.16 |
3.3% |
0.93 |
1.0% |
3% |
False |
True |
2,970 |
20 |
98.67 |
94.70 |
3.97 |
4.2% |
0.83 |
0.9% |
23% |
False |
False |
2,340 |
40 |
99.49 |
94.70 |
4.79 |
5.0% |
0.81 |
0.8% |
19% |
False |
False |
2,161 |
60 |
99.49 |
93.82 |
5.67 |
5.9% |
0.74 |
0.8% |
32% |
False |
False |
2,039 |
80 |
99.49 |
90.41 |
9.08 |
9.5% |
0.68 |
0.7% |
57% |
False |
False |
2,297 |
100 |
99.49 |
88.01 |
11.48 |
12.0% |
0.60 |
0.6% |
66% |
False |
False |
2,614 |
120 |
99.49 |
88.01 |
11.48 |
12.0% |
0.58 |
0.6% |
66% |
False |
False |
2,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.02 |
2.618 |
99.31 |
1.618 |
98.26 |
1.000 |
97.61 |
0.618 |
97.21 |
HIGH |
96.56 |
0.618 |
96.16 |
0.500 |
96.04 |
0.382 |
95.91 |
LOW |
95.51 |
0.618 |
94.86 |
1.000 |
94.46 |
1.618 |
93.81 |
2.618 |
92.76 |
4.250 |
91.05 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.04 |
96.42 |
PP |
95.89 |
96.15 |
S1 |
95.75 |
95.88 |
|