NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
94.22 |
94.13 |
-0.09 |
-0.1% |
96.48 |
High |
94.62 |
94.57 |
-0.05 |
-0.1% |
96.76 |
Low |
93.36 |
94.13 |
0.77 |
0.8% |
93.36 |
Close |
93.91 |
94.46 |
0.55 |
0.6% |
94.46 |
Range |
1.26 |
0.44 |
-0.82 |
-65.1% |
3.40 |
ATR |
1.08 |
1.05 |
-0.03 |
-2.8% |
0.00 |
Volume |
4,582 |
3,885 |
-697 |
-15.2% |
20,553 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.71 |
95.52 |
94.70 |
|
R3 |
95.27 |
95.08 |
94.58 |
|
R2 |
94.83 |
94.83 |
94.54 |
|
R1 |
94.64 |
94.64 |
94.50 |
94.74 |
PP |
94.39 |
94.39 |
94.39 |
94.43 |
S1 |
94.20 |
94.20 |
94.42 |
94.30 |
S2 |
93.95 |
93.95 |
94.38 |
|
S3 |
93.51 |
93.76 |
94.34 |
|
S4 |
93.07 |
93.32 |
94.22 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.06 |
103.16 |
96.33 |
|
R3 |
101.66 |
99.76 |
95.40 |
|
R2 |
98.26 |
98.26 |
95.08 |
|
R1 |
96.36 |
96.36 |
94.77 |
95.61 |
PP |
94.86 |
94.86 |
94.86 |
94.49 |
S1 |
92.96 |
92.96 |
94.15 |
92.21 |
S2 |
91.46 |
91.46 |
93.84 |
|
S3 |
88.06 |
89.56 |
93.53 |
|
S4 |
84.66 |
86.16 |
92.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.76 |
93.36 |
3.40 |
3.6% |
1.01 |
1.1% |
32% |
False |
False |
4,110 |
10 |
98.67 |
93.36 |
5.31 |
5.6% |
0.91 |
1.0% |
21% |
False |
False |
3,589 |
20 |
98.67 |
93.36 |
5.31 |
5.6% |
0.93 |
1.0% |
21% |
False |
False |
2,831 |
40 |
98.67 |
93.36 |
5.31 |
5.6% |
0.81 |
0.9% |
21% |
False |
False |
2,317 |
60 |
99.49 |
93.36 |
6.13 |
6.5% |
0.76 |
0.8% |
18% |
False |
False |
2,208 |
80 |
99.49 |
92.95 |
6.54 |
6.9% |
0.71 |
0.7% |
23% |
False |
False |
2,362 |
100 |
99.49 |
88.01 |
11.48 |
12.2% |
0.62 |
0.7% |
56% |
False |
False |
2,591 |
120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.61 |
0.6% |
56% |
False |
False |
2,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.44 |
2.618 |
95.72 |
1.618 |
95.28 |
1.000 |
95.01 |
0.618 |
94.84 |
HIGH |
94.57 |
0.618 |
94.40 |
0.500 |
94.35 |
0.382 |
94.30 |
LOW |
94.13 |
0.618 |
93.86 |
1.000 |
93.69 |
1.618 |
93.42 |
2.618 |
92.98 |
4.250 |
92.26 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
94.42 |
94.49 |
PP |
94.39 |
94.48 |
S1 |
94.35 |
94.47 |
|