NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.07 |
102.37 |
1.30 |
1.3% |
103.15 |
| High |
103.15 |
102.52 |
-0.63 |
-0.6% |
103.88 |
| Low |
100.95 |
100.21 |
-0.74 |
-0.7% |
100.61 |
| Close |
102.49 |
100.87 |
-1.62 |
-1.6% |
102.06 |
| Range |
2.20 |
2.31 |
0.11 |
5.0% |
3.27 |
| ATR |
1.84 |
1.87 |
0.03 |
1.8% |
0.00 |
| Volume |
186,566 |
263,192 |
76,626 |
41.1% |
776,671 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.13 |
106.81 |
102.14 |
|
| R3 |
105.82 |
104.50 |
101.51 |
|
| R2 |
103.51 |
103.51 |
101.29 |
|
| R1 |
102.19 |
102.19 |
101.08 |
101.70 |
| PP |
101.20 |
101.20 |
101.20 |
100.95 |
| S1 |
99.88 |
99.88 |
100.66 |
99.39 |
| S2 |
98.89 |
98.89 |
100.45 |
|
| S3 |
96.58 |
97.57 |
100.23 |
|
| S4 |
94.27 |
95.26 |
99.60 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.99 |
110.30 |
103.86 |
|
| R3 |
108.72 |
107.03 |
102.96 |
|
| R2 |
105.45 |
105.45 |
102.66 |
|
| R1 |
103.76 |
103.76 |
102.36 |
102.97 |
| PP |
102.18 |
102.18 |
102.18 |
101.79 |
| S1 |
100.49 |
100.49 |
101.76 |
99.70 |
| S2 |
98.91 |
98.91 |
101.46 |
|
| S3 |
95.64 |
97.22 |
101.16 |
|
| S4 |
92.37 |
93.95 |
100.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.15 |
100.21 |
2.94 |
2.9% |
1.94 |
1.9% |
22% |
False |
True |
176,538 |
| 10 |
103.88 |
100.21 |
3.67 |
3.6% |
1.89 |
1.9% |
18% |
False |
True |
159,985 |
| 20 |
104.85 |
100.21 |
4.64 |
4.6% |
1.74 |
1.7% |
14% |
False |
True |
137,009 |
| 40 |
109.70 |
100.21 |
9.49 |
9.4% |
1.90 |
1.9% |
7% |
False |
True |
108,232 |
| 60 |
109.70 |
99.65 |
10.05 |
10.0% |
1.79 |
1.8% |
12% |
False |
False |
93,755 |
| 80 |
109.70 |
92.00 |
17.70 |
17.5% |
1.74 |
1.7% |
50% |
False |
False |
92,513 |
| 100 |
109.70 |
90.69 |
19.01 |
18.8% |
1.76 |
1.7% |
54% |
False |
False |
87,745 |
| 120 |
109.70 |
88.78 |
20.92 |
20.7% |
1.78 |
1.8% |
58% |
False |
False |
82,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.34 |
|
2.618 |
108.57 |
|
1.618 |
106.26 |
|
1.000 |
104.83 |
|
0.618 |
103.95 |
|
HIGH |
102.52 |
|
0.618 |
101.64 |
|
0.500 |
101.37 |
|
0.382 |
101.09 |
|
LOW |
100.21 |
|
0.618 |
98.78 |
|
1.000 |
97.90 |
|
1.618 |
96.47 |
|
2.618 |
94.16 |
|
4.250 |
90.39 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.37 |
101.68 |
| PP |
101.20 |
101.41 |
| S1 |
101.04 |
101.14 |
|