NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
94.52 |
95.02 |
0.50 |
0.5% |
96.48 |
High |
95.35 |
95.29 |
-0.06 |
-0.1% |
96.76 |
Low |
94.38 |
94.68 |
0.30 |
0.3% |
93.36 |
Close |
95.34 |
95.15 |
-0.19 |
-0.2% |
94.46 |
Range |
0.97 |
0.61 |
-0.36 |
-37.1% |
3.40 |
ATR |
1.05 |
1.02 |
-0.03 |
-2.6% |
0.00 |
Volume |
2,936 |
2,828 |
-108 |
-3.7% |
20,553 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.87 |
96.62 |
95.49 |
|
R3 |
96.26 |
96.01 |
95.32 |
|
R2 |
95.65 |
95.65 |
95.26 |
|
R1 |
95.40 |
95.40 |
95.21 |
95.53 |
PP |
95.04 |
95.04 |
95.04 |
95.10 |
S1 |
94.79 |
94.79 |
95.09 |
94.92 |
S2 |
94.43 |
94.43 |
95.04 |
|
S3 |
93.82 |
94.18 |
94.98 |
|
S4 |
93.21 |
93.57 |
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 |
95.61 |
93.36 |
2.25 |
2.4% |
1.00 |
1.1% |
80% |
False |
False |
3,936 |
10 |
98.67 |
93.36 |
5.31 |
5.6% |
0.91 |
1.0% |
34% |
False |
False |
3,587 |
20 |
98.67 |
93.36 |
5.31 |
5.6% |
0.93 |
1.0% |
34% |
False |
False |
2,953 |
40 |
98.67 |
93.36 |
5.31 |
5.6% |
0.80 |
0.8% |
34% |
False |
False |
2,317 |
60 |
99.49 |
93.36 |
6.13 |
6.4% |
0.77 |
0.8% |
29% |
False |
False |
2,212 |
80 |
99.49 |
93.36 |
6.13 |
6.4% |
0.72 |
0.8% |
29% |
False |
False |
2,375 |
100 |
99.49 |
88.01 |
11.48 |
12.1% |
0.64 |
0.7% |
62% |
False |
False |
2,476 |
120 |
99.49 |
88.01 |
11.48 |
12.1% |
0.62 |
0.7% |
62% |
False |
False |
2,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.88 |
2.618 |
96.89 |
1.618 |
96.28 |
1.000 |
95.90 |
0.618 |
95.67 |
HIGH |
95.29 |
0.618 |
95.06 |
0.500 |
94.99 |
0.382 |
94.91 |
LOW |
94.68 |
0.618 |
94.30 |
1.000 |
94.07 |
1.618 |
93.69 |
2.618 |
93.08 |
4.250 |
92.09 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.10 |
95.01 |
PP |
95.04 |
94.88 |
S1 |
94.99 |
94.74 |
|