NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
95.02 |
94.92 |
-0.10 |
-0.1% |
96.48 |
High |
95.29 |
95.08 |
-0.21 |
-0.2% |
96.76 |
Low |
94.68 |
94.67 |
-0.01 |
0.0% |
93.36 |
Close |
95.15 |
94.74 |
-0.41 |
-0.4% |
94.46 |
Range |
0.61 |
0.41 |
-0.20 |
-32.8% |
3.40 |
ATR |
1.02 |
0.98 |
-0.04 |
-3.8% |
0.00 |
Volume |
2,828 |
2,946 |
118 |
4.2% |
20,553 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.06 |
95.81 |
94.97 |
|
R3 |
95.65 |
95.40 |
94.85 |
|
R2 |
95.24 |
95.24 |
94.82 |
|
R1 |
94.99 |
94.99 |
94.78 |
94.91 |
PP |
94.83 |
94.83 |
94.83 |
94.79 |
S1 |
94.58 |
94.58 |
94.70 |
94.50 |
S2 |
94.42 |
94.42 |
94.66 |
|
S3 |
94.01 |
94.17 |
94.63 |
|
S4 |
93.60 |
93.76 |
94.51 |
|
|
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 |
95.35 |
93.36 |
1.99 |
2.1% |
0.74 |
0.8% |
69% |
False |
False |
3,435 |
10 |
97.78 |
93.36 |
4.42 |
4.7% |
0.87 |
0.9% |
31% |
False |
False |
3,587 |
20 |
98.67 |
93.36 |
5.31 |
5.6% |
0.87 |
0.9% |
26% |
False |
False |
2,991 |
40 |
98.67 |
93.36 |
5.31 |
5.6% |
0.79 |
0.8% |
26% |
False |
False |
2,308 |
60 |
99.49 |
93.36 |
6.13 |
6.5% |
0.76 |
0.8% |
23% |
False |
False |
2,228 |
80 |
99.49 |
93.36 |
6.13 |
6.5% |
0.72 |
0.8% |
23% |
False |
False |
2,378 |
100 |
99.49 |
88.01 |
11.48 |
12.1% |
0.64 |
0.7% |
59% |
False |
False |
2,421 |
120 |
99.49 |
88.01 |
11.48 |
12.1% |
0.61 |
0.6% |
59% |
False |
False |
2,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.82 |
2.618 |
96.15 |
1.618 |
95.74 |
1.000 |
95.49 |
0.618 |
95.33 |
HIGH |
95.08 |
0.618 |
94.92 |
0.500 |
94.88 |
0.382 |
94.83 |
LOW |
94.67 |
0.618 |
94.42 |
1.000 |
94.26 |
1.618 |
94.01 |
2.618 |
93.60 |
4.250 |
92.93 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
94.88 |
94.87 |
PP |
94.83 |
94.82 |
S1 |
94.79 |
94.78 |
|