NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.00 |
101.04 |
0.04 |
0.0% |
101.51 |
| High |
101.98 |
101.23 |
-0.75 |
-0.7% |
103.15 |
| Low |
100.74 |
99.41 |
-1.33 |
-1.3% |
100.21 |
| Close |
101.11 |
99.68 |
-1.43 |
-1.4% |
101.11 |
| Range |
1.24 |
1.82 |
0.58 |
46.8% |
2.94 |
| ATR |
1.82 |
1.82 |
0.00 |
0.0% |
0.00 |
| Volume |
194,736 |
301,917 |
107,181 |
55.0% |
890,222 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.57 |
104.44 |
100.68 |
|
| R3 |
103.75 |
102.62 |
100.18 |
|
| R2 |
101.93 |
101.93 |
100.01 |
|
| R1 |
100.80 |
100.80 |
99.85 |
100.46 |
| PP |
100.11 |
100.11 |
100.11 |
99.93 |
| S1 |
98.98 |
98.98 |
99.51 |
98.64 |
| S2 |
98.29 |
98.29 |
99.35 |
|
| S3 |
96.47 |
97.16 |
99.18 |
|
| S4 |
94.65 |
95.34 |
98.68 |
|
|
| 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 |
103.15 |
99.41 |
3.74 |
3.8% |
1.80 |
1.8% |
7% |
False |
True |
218,781 |
| 10 |
103.88 |
99.41 |
4.47 |
4.5% |
1.89 |
1.9% |
6% |
False |
True |
188,881 |
| 20 |
103.96 |
99.41 |
4.55 |
4.6% |
1.73 |
1.7% |
6% |
False |
True |
151,029 |
| 40 |
109.70 |
99.41 |
10.29 |
10.3% |
1.89 |
1.9% |
3% |
False |
True |
116,650 |
| 60 |
109.70 |
99.41 |
10.29 |
10.3% |
1.79 |
1.8% |
3% |
False |
True |
99,677 |
| 80 |
109.70 |
93.94 |
15.76 |
15.8% |
1.74 |
1.7% |
36% |
False |
False |
96,787 |
| 100 |
109.70 |
90.69 |
19.01 |
19.1% |
1.75 |
1.8% |
47% |
False |
False |
91,610 |
| 120 |
109.70 |
89.55 |
20.15 |
20.2% |
1.77 |
1.8% |
50% |
False |
False |
85,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.97 |
|
2.618 |
105.99 |
|
1.618 |
104.17 |
|
1.000 |
103.05 |
|
0.618 |
102.35 |
|
HIGH |
101.23 |
|
0.618 |
100.53 |
|
0.500 |
100.32 |
|
0.382 |
100.11 |
|
LOW |
99.41 |
|
0.618 |
98.29 |
|
1.000 |
97.59 |
|
1.618 |
96.47 |
|
2.618 |
94.65 |
|
4.250 |
91.68 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.32 |
100.97 |
| PP |
100.11 |
100.54 |
| S1 |
99.89 |
100.11 |
|