NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
98.30 |
97.25 |
-1.05 |
-1.1% |
100.97 |
| High |
98.46 |
97.83 |
-0.63 |
-0.6% |
102.99 |
| Low |
96.34 |
96.14 |
-0.20 |
-0.2% |
100.07 |
| Close |
97.00 |
97.24 |
0.24 |
0.2% |
100.99 |
| Range |
2.12 |
1.69 |
-0.43 |
-20.3% |
2.92 |
| ATR |
1.77 |
1.76 |
-0.01 |
-0.3% |
0.00 |
| Volume |
101,556 |
98,950 |
-2,606 |
-2.6% |
377,372 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.14 |
101.38 |
98.17 |
|
| R3 |
100.45 |
99.69 |
97.70 |
|
| R2 |
98.76 |
98.76 |
97.55 |
|
| R1 |
98.00 |
98.00 |
97.39 |
97.54 |
| PP |
97.07 |
97.07 |
97.07 |
96.84 |
| S1 |
96.31 |
96.31 |
97.09 |
95.85 |
| S2 |
95.38 |
95.38 |
96.93 |
|
| S3 |
93.69 |
94.62 |
96.78 |
|
| S4 |
92.00 |
92.93 |
96.31 |
|
|
| 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 |
101.77 |
96.14 |
5.63 |
5.8% |
1.75 |
1.8% |
20% |
False |
True |
87,072 |
| 10 |
102.99 |
96.14 |
6.85 |
7.0% |
1.80 |
1.9% |
16% |
False |
True |
79,095 |
| 20 |
103.34 |
96.14 |
7.20 |
7.4% |
1.74 |
1.8% |
15% |
False |
True |
64,057 |
| 40 |
106.38 |
96.14 |
10.24 |
10.5% |
1.74 |
1.8% |
11% |
False |
True |
45,448 |
| 60 |
107.94 |
96.14 |
11.80 |
12.1% |
1.68 |
1.7% |
9% |
False |
True |
37,334 |
| 80 |
107.94 |
96.02 |
11.92 |
12.3% |
1.58 |
1.6% |
10% |
False |
False |
33,335 |
| 100 |
107.94 |
90.40 |
17.54 |
18.0% |
1.54 |
1.6% |
39% |
False |
False |
28,695 |
| 120 |
107.94 |
90.35 |
17.59 |
18.1% |
1.53 |
1.6% |
39% |
False |
False |
24,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.01 |
|
2.618 |
102.25 |
|
1.618 |
100.56 |
|
1.000 |
99.52 |
|
0.618 |
98.87 |
|
HIGH |
97.83 |
|
0.618 |
97.18 |
|
0.500 |
96.99 |
|
0.382 |
96.79 |
|
LOW |
96.14 |
|
0.618 |
95.10 |
|
1.000 |
94.45 |
|
1.618 |
93.41 |
|
2.618 |
91.72 |
|
4.250 |
88.96 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.16 |
98.25 |
| PP |
97.07 |
97.91 |
| S1 |
96.99 |
97.58 |
|