NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
95.61 |
94.22 |
-1.39 |
-1.5% |
97.17 |
| High |
95.61 |
94.62 |
-0.99 |
-1.0% |
98.67 |
| Low |
93.87 |
93.36 |
-0.51 |
-0.5% |
96.50 |
| Close |
94.00 |
93.91 |
-0.09 |
-0.1% |
97.12 |
| Range |
1.74 |
1.26 |
-0.48 |
-27.6% |
2.17 |
| ATR |
1.07 |
1.08 |
0.01 |
1.3% |
0.00 |
| Volume |
5,453 |
4,582 |
-871 |
-16.0% |
15,339 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.74 |
97.09 |
94.60 |
|
| R3 |
96.48 |
95.83 |
94.26 |
|
| R2 |
95.22 |
95.22 |
94.14 |
|
| R1 |
94.57 |
94.57 |
94.03 |
94.27 |
| PP |
93.96 |
93.96 |
93.96 |
93.81 |
| S1 |
93.31 |
93.31 |
93.79 |
93.01 |
| S2 |
92.70 |
92.70 |
93.68 |
|
| S3 |
91.44 |
92.05 |
93.56 |
|
| S4 |
90.18 |
90.79 |
93.22 |
|
|
| 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 |
97.33 |
93.36 |
3.97 |
4.2% |
1.00 |
1.1% |
14% |
False |
True |
3,950 |
| 10 |
98.67 |
93.36 |
5.31 |
5.7% |
0.95 |
1.0% |
10% |
False |
True |
3,575 |
| 20 |
98.67 |
93.36 |
5.31 |
5.7% |
0.95 |
1.0% |
10% |
False |
True |
2,684 |
| 40 |
98.67 |
93.36 |
5.31 |
5.7% |
0.82 |
0.9% |
10% |
False |
True |
2,291 |
| 60 |
99.49 |
93.36 |
6.13 |
6.5% |
0.76 |
0.8% |
9% |
False |
True |
2,176 |
| 80 |
99.49 |
92.40 |
7.09 |
7.5% |
0.71 |
0.8% |
21% |
False |
False |
2,381 |
| 100 |
99.49 |
88.01 |
11.48 |
12.2% |
0.62 |
0.7% |
51% |
False |
False |
2,669 |
| 120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.60 |
0.6% |
51% |
False |
False |
2,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.98 |
|
2.618 |
97.92 |
|
1.618 |
96.66 |
|
1.000 |
95.88 |
|
0.618 |
95.40 |
|
HIGH |
94.62 |
|
0.618 |
94.14 |
|
0.500 |
93.99 |
|
0.382 |
93.84 |
|
LOW |
93.36 |
|
0.618 |
92.58 |
|
1.000 |
92.10 |
|
1.618 |
91.32 |
|
2.618 |
90.06 |
|
4.250 |
88.01 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.99 |
94.96 |
| PP |
93.96 |
94.61 |
| S1 |
93.94 |
94.26 |
|