NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
94.13 |
94.52 |
0.39 |
0.4% |
96.48 |
High |
94.57 |
95.35 |
0.78 |
0.8% |
96.76 |
Low |
94.13 |
94.38 |
0.25 |
0.3% |
93.36 |
Close |
94.46 |
95.34 |
0.88 |
0.9% |
94.46 |
Range |
0.44 |
0.97 |
0.53 |
120.5% |
3.40 |
ATR |
1.05 |
1.05 |
-0.01 |
-0.6% |
0.00 |
Volume |
3,885 |
2,936 |
-949 |
-24.4% |
20,553 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.93 |
97.61 |
95.87 |
|
R3 |
96.96 |
96.64 |
95.61 |
|
R2 |
95.99 |
95.99 |
95.52 |
|
R1 |
95.67 |
95.67 |
95.43 |
95.83 |
PP |
95.02 |
95.02 |
95.02 |
95.11 |
S1 |
94.70 |
94.70 |
95.25 |
94.86 |
S2 |
94.05 |
94.05 |
95.16 |
|
S3 |
93.08 |
93.73 |
95.07 |
|
S4 |
92.11 |
92.76 |
94.81 |
|
|
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 |
96.56 |
93.36 |
3.20 |
3.4% |
1.09 |
1.1% |
62% |
False |
False |
3,918 |
10 |
98.67 |
93.36 |
5.31 |
5.6% |
0.92 |
1.0% |
37% |
False |
False |
3,542 |
20 |
98.67 |
93.36 |
5.31 |
5.6% |
0.94 |
1.0% |
37% |
False |
False |
2,902 |
40 |
98.67 |
93.36 |
5.31 |
5.6% |
0.82 |
0.9% |
37% |
False |
False |
2,318 |
60 |
99.49 |
93.36 |
6.13 |
6.4% |
0.77 |
0.8% |
32% |
False |
False |
2,200 |
80 |
99.49 |
92.95 |
6.54 |
6.9% |
0.72 |
0.8% |
37% |
False |
False |
2,364 |
100 |
99.49 |
88.01 |
11.48 |
12.0% |
0.63 |
0.7% |
64% |
False |
False |
2,532 |
120 |
99.49 |
88.01 |
11.48 |
12.0% |
0.62 |
0.6% |
64% |
False |
False |
2,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.47 |
2.618 |
97.89 |
1.618 |
96.92 |
1.000 |
96.32 |
0.618 |
95.95 |
HIGH |
95.35 |
0.618 |
94.98 |
0.500 |
94.87 |
0.382 |
94.75 |
LOW |
94.38 |
0.618 |
93.78 |
1.000 |
93.41 |
1.618 |
92.81 |
2.618 |
91.84 |
4.250 |
90.26 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.18 |
95.01 |
PP |
95.02 |
94.68 |
S1 |
94.87 |
94.36 |
|