NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.04 |
99.47 |
-1.57 |
-1.6% |
101.51 |
| High |
101.23 |
100.30 |
-0.93 |
-0.9% |
103.15 |
| Low |
99.41 |
98.11 |
-1.30 |
-1.3% |
100.21 |
| Close |
99.68 |
98.30 |
-1.38 |
-1.4% |
101.11 |
| Range |
1.82 |
2.19 |
0.37 |
20.3% |
2.94 |
| ATR |
1.82 |
1.85 |
0.03 |
1.4% |
0.00 |
| Volume |
301,917 |
347,314 |
45,397 |
15.0% |
890,222 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
104.08 |
99.50 |
|
| R3 |
103.28 |
101.89 |
98.90 |
|
| R2 |
101.09 |
101.09 |
98.70 |
|
| R1 |
99.70 |
99.70 |
98.50 |
99.30 |
| PP |
98.90 |
98.90 |
98.90 |
98.71 |
| S1 |
97.51 |
97.51 |
98.10 |
97.11 |
| S2 |
96.71 |
96.71 |
97.90 |
|
| S3 |
94.52 |
95.32 |
97.70 |
|
| S4 |
92.33 |
93.13 |
97.10 |
|
|
| 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 |
98.11 |
5.04 |
5.1% |
1.95 |
2.0% |
4% |
False |
True |
258,745 |
| 10 |
103.54 |
98.11 |
5.43 |
5.5% |
1.99 |
2.0% |
3% |
False |
True |
206,827 |
| 20 |
103.96 |
98.11 |
5.85 |
6.0% |
1.78 |
1.8% |
3% |
False |
True |
163,252 |
| 40 |
109.70 |
98.11 |
11.59 |
11.8% |
1.91 |
1.9% |
2% |
False |
True |
123,479 |
| 60 |
109.70 |
98.11 |
11.59 |
11.8% |
1.81 |
1.8% |
2% |
False |
True |
104,835 |
| 80 |
109.70 |
93.94 |
15.76 |
16.0% |
1.75 |
1.8% |
28% |
False |
False |
100,373 |
| 100 |
109.70 |
90.69 |
19.01 |
19.3% |
1.75 |
1.8% |
40% |
False |
False |
94,582 |
| 120 |
109.70 |
90.69 |
19.01 |
19.3% |
1.76 |
1.8% |
40% |
False |
False |
88,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.61 |
|
2.618 |
106.03 |
|
1.618 |
103.84 |
|
1.000 |
102.49 |
|
0.618 |
101.65 |
|
HIGH |
100.30 |
|
0.618 |
99.46 |
|
0.500 |
99.21 |
|
0.382 |
98.95 |
|
LOW |
98.11 |
|
0.618 |
96.76 |
|
1.000 |
95.92 |
|
1.618 |
94.57 |
|
2.618 |
92.38 |
|
4.250 |
88.80 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.21 |
100.05 |
| PP |
98.90 |
99.46 |
| S1 |
98.60 |
98.88 |
|