NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
99.47 |
98.12 |
-1.35 |
-1.4% |
101.51 |
| High |
100.30 |
98.29 |
-2.01 |
-2.0% |
103.15 |
| Low |
98.11 |
96.16 |
-1.95 |
-2.0% |
100.21 |
| Close |
98.30 |
96.86 |
-1.44 |
-1.5% |
101.11 |
| Range |
2.19 |
2.13 |
-0.06 |
-2.7% |
2.94 |
| ATR |
1.85 |
1.87 |
0.02 |
1.1% |
0.00 |
| Volume |
347,314 |
356,194 |
8,880 |
2.6% |
890,222 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.49 |
102.31 |
98.03 |
|
| R3 |
101.36 |
100.18 |
97.45 |
|
| R2 |
99.23 |
99.23 |
97.25 |
|
| R1 |
98.05 |
98.05 |
97.06 |
97.58 |
| PP |
97.10 |
97.10 |
97.10 |
96.87 |
| S1 |
95.92 |
95.92 |
96.66 |
95.45 |
| S2 |
94.97 |
94.97 |
96.47 |
|
| S3 |
92.84 |
93.79 |
96.27 |
|
| S4 |
90.71 |
91.66 |
95.69 |
|
|
| 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 |
102.52 |
96.16 |
6.36 |
6.6% |
1.94 |
2.0% |
11% |
False |
True |
292,670 |
| 10 |
103.36 |
96.16 |
7.20 |
7.4% |
1.95 |
2.0% |
10% |
False |
True |
227,369 |
| 20 |
103.96 |
96.16 |
7.80 |
8.1% |
1.79 |
1.9% |
9% |
False |
True |
174,455 |
| 40 |
109.70 |
96.16 |
13.54 |
14.0% |
1.89 |
1.9% |
5% |
False |
True |
131,469 |
| 60 |
109.70 |
96.16 |
13.54 |
14.0% |
1.83 |
1.9% |
5% |
False |
True |
110,050 |
| 80 |
109.70 |
95.20 |
14.50 |
15.0% |
1.75 |
1.8% |
11% |
False |
False |
103,961 |
| 100 |
109.70 |
91.05 |
18.65 |
19.3% |
1.75 |
1.8% |
31% |
False |
False |
97,561 |
| 120 |
109.70 |
90.69 |
19.01 |
19.6% |
1.76 |
1.8% |
32% |
False |
False |
90,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.34 |
|
2.618 |
103.87 |
|
1.618 |
101.74 |
|
1.000 |
100.42 |
|
0.618 |
99.61 |
|
HIGH |
98.29 |
|
0.618 |
97.48 |
|
0.500 |
97.23 |
|
0.382 |
96.97 |
|
LOW |
96.16 |
|
0.618 |
94.84 |
|
1.000 |
94.03 |
|
1.618 |
92.71 |
|
2.618 |
90.58 |
|
4.250 |
87.11 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.23 |
98.70 |
| PP |
97.10 |
98.08 |
| S1 |
96.98 |
97.47 |
|