NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
94.92 |
94.66 |
-0.26 |
-0.3% |
96.48 |
High |
95.08 |
94.76 |
-0.32 |
-0.3% |
96.76 |
Low |
94.67 |
94.31 |
-0.36 |
-0.4% |
93.36 |
Close |
94.74 |
94.49 |
-0.25 |
-0.3% |
94.46 |
Range |
0.41 |
0.45 |
0.04 |
9.8% |
3.40 |
ATR |
0.98 |
0.94 |
-0.04 |
-3.9% |
0.00 |
Volume |
2,946 |
7,620 |
4,674 |
158.7% |
20,553 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.87 |
95.63 |
94.74 |
|
R3 |
95.42 |
95.18 |
94.61 |
|
R2 |
94.97 |
94.97 |
94.57 |
|
R1 |
94.73 |
94.73 |
94.53 |
94.63 |
PP |
94.52 |
94.52 |
94.52 |
94.47 |
S1 |
94.28 |
94.28 |
94.45 |
94.18 |
S2 |
94.07 |
94.07 |
94.41 |
|
S3 |
93.62 |
93.83 |
94.37 |
|
S4 |
93.17 |
93.38 |
94.24 |
|
|
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 |
94.13 |
1.22 |
1.3% |
0.58 |
0.6% |
30% |
False |
False |
4,043 |
10 |
97.33 |
93.36 |
3.97 |
4.2% |
0.79 |
0.8% |
28% |
False |
False |
3,996 |
20 |
98.67 |
93.36 |
5.31 |
5.6% |
0.86 |
0.9% |
21% |
False |
False |
3,219 |
40 |
98.67 |
93.36 |
5.31 |
5.6% |
0.79 |
0.8% |
21% |
False |
False |
2,438 |
60 |
99.49 |
93.36 |
6.13 |
6.5% |
0.76 |
0.8% |
18% |
False |
False |
2,328 |
80 |
99.49 |
93.36 |
6.13 |
6.5% |
0.72 |
0.8% |
18% |
False |
False |
2,436 |
100 |
99.49 |
88.01 |
11.48 |
12.1% |
0.64 |
0.7% |
56% |
False |
False |
2,404 |
120 |
99.49 |
88.01 |
11.48 |
12.1% |
0.62 |
0.7% |
56% |
False |
False |
2,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.67 |
2.618 |
95.94 |
1.618 |
95.49 |
1.000 |
95.21 |
0.618 |
95.04 |
HIGH |
94.76 |
0.618 |
94.59 |
0.500 |
94.54 |
0.382 |
94.48 |
LOW |
94.31 |
0.618 |
94.03 |
1.000 |
93.86 |
1.618 |
93.58 |
2.618 |
93.13 |
4.250 |
92.40 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
94.54 |
94.80 |
PP |
94.52 |
94.70 |
S1 |
94.51 |
94.59 |
|