NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.19 |
97.88 |
0.69 |
0.7% |
101.04 |
| High |
98.06 |
98.82 |
0.76 |
0.8% |
101.23 |
| Low |
96.99 |
97.37 |
0.38 |
0.4% |
95.95 |
| Close |
97.85 |
98.68 |
0.83 |
0.8% |
97.85 |
| Range |
1.07 |
1.45 |
0.38 |
35.5% |
5.28 |
| ATR |
1.81 |
1.78 |
-0.03 |
-1.4% |
0.00 |
| Volume |
192,632 |
230,155 |
37,523 |
19.5% |
1,446,799 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.64 |
102.11 |
99.48 |
|
| R3 |
101.19 |
100.66 |
99.08 |
|
| R2 |
99.74 |
99.74 |
98.95 |
|
| R1 |
99.21 |
99.21 |
98.81 |
99.48 |
| PP |
98.29 |
98.29 |
98.29 |
98.42 |
| S1 |
97.76 |
97.76 |
98.55 |
98.03 |
| S2 |
96.84 |
96.84 |
98.41 |
|
| S3 |
95.39 |
96.31 |
98.28 |
|
| S4 |
93.94 |
94.86 |
97.88 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.18 |
111.30 |
100.75 |
|
| R3 |
108.90 |
106.02 |
99.30 |
|
| R2 |
103.62 |
103.62 |
98.82 |
|
| R1 |
100.74 |
100.74 |
98.33 |
99.54 |
| PP |
98.34 |
98.34 |
98.34 |
97.75 |
| S1 |
95.46 |
95.46 |
97.37 |
94.26 |
| S2 |
93.06 |
93.06 |
96.88 |
|
| S3 |
87.78 |
90.18 |
96.40 |
|
| S4 |
82.50 |
84.90 |
94.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.30 |
95.95 |
4.35 |
4.4% |
1.72 |
1.7% |
63% |
False |
False |
275,007 |
| 10 |
103.15 |
95.95 |
7.20 |
7.3% |
1.76 |
1.8% |
38% |
False |
False |
246,894 |
| 20 |
103.96 |
95.95 |
8.01 |
8.1% |
1.80 |
1.8% |
34% |
False |
False |
192,866 |
| 40 |
108.12 |
95.95 |
12.17 |
12.3% |
1.83 |
1.8% |
22% |
False |
False |
141,221 |
| 60 |
109.70 |
95.95 |
13.75 |
13.9% |
1.80 |
1.8% |
20% |
False |
False |
117,507 |
| 80 |
109.70 |
95.95 |
13.75 |
13.9% |
1.73 |
1.8% |
20% |
False |
False |
107,381 |
| 100 |
109.70 |
91.05 |
18.65 |
18.9% |
1.75 |
1.8% |
41% |
False |
False |
102,123 |
| 120 |
109.70 |
90.69 |
19.01 |
19.3% |
1.76 |
1.8% |
42% |
False |
False |
94,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.98 |
|
2.618 |
102.62 |
|
1.618 |
101.17 |
|
1.000 |
100.27 |
|
0.618 |
99.72 |
|
HIGH |
98.82 |
|
0.618 |
98.27 |
|
0.500 |
98.10 |
|
0.382 |
97.92 |
|
LOW |
97.37 |
|
0.618 |
96.47 |
|
1.000 |
95.92 |
|
1.618 |
95.02 |
|
2.618 |
93.57 |
|
4.250 |
91.21 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.49 |
98.25 |
| PP |
98.29 |
97.82 |
| S1 |
98.10 |
97.39 |
|