NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
99.61 |
98.30 |
-1.31 |
-1.3% |
100.97 |
| High |
100.36 |
98.46 |
-1.90 |
-1.9% |
102.99 |
| Low |
98.30 |
96.34 |
-1.96 |
-2.0% |
100.07 |
| Close |
98.47 |
97.00 |
-1.47 |
-1.5% |
100.99 |
| Range |
2.06 |
2.12 |
0.06 |
2.9% |
2.92 |
| ATR |
1.74 |
1.77 |
0.03 |
1.6% |
0.00 |
| Volume |
85,096 |
101,556 |
16,460 |
19.3% |
377,372 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.63 |
102.43 |
98.17 |
|
| R3 |
101.51 |
100.31 |
97.58 |
|
| R2 |
99.39 |
99.39 |
97.39 |
|
| R1 |
98.19 |
98.19 |
97.19 |
97.73 |
| PP |
97.27 |
97.27 |
97.27 |
97.04 |
| S1 |
96.07 |
96.07 |
96.81 |
95.61 |
| S2 |
95.15 |
95.15 |
96.61 |
|
| S3 |
93.03 |
93.95 |
96.42 |
|
| S4 |
90.91 |
91.83 |
95.83 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.11 |
108.47 |
102.60 |
|
| R3 |
107.19 |
105.55 |
101.79 |
|
| R2 |
104.27 |
104.27 |
101.53 |
|
| R1 |
102.63 |
102.63 |
101.26 |
103.45 |
| PP |
101.35 |
101.35 |
101.35 |
101.76 |
| S1 |
99.71 |
99.71 |
100.72 |
100.53 |
| S2 |
98.43 |
98.43 |
100.45 |
|
| S3 |
95.51 |
96.79 |
100.19 |
|
| S4 |
92.59 |
93.87 |
99.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.32 |
96.34 |
5.98 |
6.2% |
1.86 |
1.9% |
11% |
False |
True |
84,722 |
| 10 |
102.99 |
96.34 |
6.65 |
6.9% |
1.86 |
1.9% |
10% |
False |
True |
75,768 |
| 20 |
103.34 |
96.34 |
7.00 |
7.2% |
1.71 |
1.8% |
9% |
False |
True |
61,358 |
| 40 |
107.94 |
96.34 |
11.60 |
12.0% |
1.76 |
1.8% |
6% |
False |
True |
43,790 |
| 60 |
107.94 |
96.34 |
11.60 |
12.0% |
1.68 |
1.7% |
6% |
False |
True |
36,077 |
| 80 |
107.94 |
94.43 |
13.51 |
13.9% |
1.57 |
1.6% |
19% |
False |
False |
32,325 |
| 100 |
107.94 |
90.40 |
17.54 |
18.1% |
1.54 |
1.6% |
38% |
False |
False |
27,764 |
| 120 |
107.94 |
90.35 |
17.59 |
18.1% |
1.53 |
1.6% |
38% |
False |
False |
24,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.47 |
|
2.618 |
104.01 |
|
1.618 |
101.89 |
|
1.000 |
100.58 |
|
0.618 |
99.77 |
|
HIGH |
98.46 |
|
0.618 |
97.65 |
|
0.500 |
97.40 |
|
0.382 |
97.15 |
|
LOW |
96.34 |
|
0.618 |
95.03 |
|
1.000 |
94.22 |
|
1.618 |
92.91 |
|
2.618 |
90.79 |
|
4.250 |
87.33 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.40 |
98.72 |
| PP |
97.27 |
98.14 |
| S1 |
97.13 |
97.57 |
|