NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
98.12 |
97.10 |
-1.02 |
-1.0% |
101.51 |
| High |
98.29 |
97.69 |
-0.60 |
-0.6% |
103.15 |
| Low |
96.16 |
95.95 |
-0.21 |
-0.2% |
100.21 |
| Close |
96.86 |
97.11 |
0.25 |
0.3% |
101.11 |
| Range |
2.13 |
1.74 |
-0.39 |
-18.3% |
2.94 |
| ATR |
1.87 |
1.86 |
-0.01 |
-0.5% |
0.00 |
| Volume |
356,194 |
248,742 |
-107,452 |
-30.2% |
890,222 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.14 |
101.36 |
98.07 |
|
| R3 |
100.40 |
99.62 |
97.59 |
|
| R2 |
98.66 |
98.66 |
97.43 |
|
| R1 |
97.88 |
97.88 |
97.27 |
98.27 |
| PP |
96.92 |
96.92 |
96.92 |
97.11 |
| S1 |
96.14 |
96.14 |
96.95 |
96.53 |
| S2 |
95.18 |
95.18 |
96.79 |
|
| S3 |
93.44 |
94.40 |
96.63 |
|
| S4 |
91.70 |
92.66 |
96.15 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.31 |
108.65 |
102.73 |
|
| R3 |
107.37 |
105.71 |
101.92 |
|
| R2 |
104.43 |
104.43 |
101.65 |
|
| R1 |
102.77 |
102.77 |
101.38 |
102.13 |
| PP |
101.49 |
101.49 |
101.49 |
101.17 |
| S1 |
99.83 |
99.83 |
100.84 |
99.19 |
| S2 |
98.55 |
98.55 |
100.57 |
|
| S3 |
95.61 |
96.89 |
100.30 |
|
| S4 |
92.67 |
93.95 |
99.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.98 |
95.95 |
6.03 |
6.2% |
1.82 |
1.9% |
19% |
False |
True |
289,780 |
| 10 |
103.15 |
95.95 |
7.20 |
7.4% |
1.88 |
1.9% |
16% |
False |
True |
233,159 |
| 20 |
103.96 |
95.95 |
8.01 |
8.2% |
1.83 |
1.9% |
14% |
False |
True |
181,283 |
| 40 |
108.12 |
95.95 |
12.17 |
12.5% |
1.86 |
1.9% |
10% |
False |
True |
134,832 |
| 60 |
109.70 |
95.95 |
13.75 |
14.2% |
1.82 |
1.9% |
8% |
False |
True |
112,998 |
| 80 |
109.70 |
95.95 |
13.75 |
14.2% |
1.76 |
1.8% |
8% |
False |
True |
105,886 |
| 100 |
109.70 |
91.05 |
18.65 |
19.2% |
1.75 |
1.8% |
32% |
False |
False |
99,334 |
| 120 |
109.70 |
90.69 |
19.01 |
19.6% |
1.76 |
1.8% |
34% |
False |
False |
92,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.09 |
|
2.618 |
102.25 |
|
1.618 |
100.51 |
|
1.000 |
99.43 |
|
0.618 |
98.77 |
|
HIGH |
97.69 |
|
0.618 |
97.03 |
|
0.500 |
96.82 |
|
0.382 |
96.61 |
|
LOW |
95.95 |
|
0.618 |
94.87 |
|
1.000 |
94.21 |
|
1.618 |
93.13 |
|
2.618 |
91.39 |
|
4.250 |
88.56 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.01 |
98.13 |
| PP |
96.92 |
97.79 |
| S1 |
96.82 |
97.45 |
|