NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
100.26 |
100.40 |
0.14 |
0.1% |
100.79 |
| High |
101.25 |
100.61 |
-0.64 |
-0.6% |
102.49 |
| Low |
100.09 |
99.14 |
-0.95 |
-0.9% |
99.68 |
| Close |
100.54 |
99.49 |
-1.05 |
-1.0% |
100.54 |
| Range |
1.16 |
1.47 |
0.31 |
26.7% |
2.81 |
| ATR |
1.60 |
1.59 |
-0.01 |
-0.6% |
0.00 |
| Volume |
43,691 |
23,992 |
-19,699 |
-45.1% |
194,623 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.16 |
103.29 |
100.30 |
|
| R3 |
102.69 |
101.82 |
99.89 |
|
| R2 |
101.22 |
101.22 |
99.76 |
|
| R1 |
100.35 |
100.35 |
99.62 |
100.05 |
| PP |
99.75 |
99.75 |
99.75 |
99.60 |
| S1 |
98.88 |
98.88 |
99.36 |
98.58 |
| S2 |
98.28 |
98.28 |
99.22 |
|
| S3 |
96.81 |
97.41 |
99.09 |
|
| S4 |
95.34 |
95.94 |
98.68 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
107.75 |
102.09 |
|
| R3 |
106.52 |
104.94 |
101.31 |
|
| R2 |
103.71 |
103.71 |
101.06 |
|
| R1 |
102.13 |
102.13 |
100.80 |
101.52 |
| PP |
100.90 |
100.90 |
100.90 |
100.60 |
| S1 |
99.32 |
99.32 |
100.28 |
98.71 |
| S2 |
98.09 |
98.09 |
100.02 |
|
| S3 |
95.28 |
96.51 |
99.77 |
|
| S4 |
92.47 |
93.70 |
98.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.49 |
99.14 |
3.35 |
3.4% |
1.62 |
1.6% |
10% |
False |
True |
32,025 |
| 10 |
102.52 |
99.14 |
3.38 |
3.4% |
1.66 |
1.7% |
10% |
False |
True |
35,797 |
| 20 |
102.52 |
98.96 |
3.56 |
3.6% |
1.51 |
1.5% |
15% |
False |
False |
27,800 |
| 40 |
106.22 |
98.96 |
7.26 |
7.3% |
1.61 |
1.6% |
7% |
False |
False |
20,463 |
| 60 |
106.22 |
97.46 |
8.76 |
8.8% |
1.47 |
1.5% |
23% |
False |
False |
16,659 |
| 80 |
106.22 |
92.82 |
13.40 |
13.5% |
1.36 |
1.4% |
50% |
False |
False |
15,020 |
| 100 |
106.22 |
90.05 |
16.17 |
16.3% |
1.34 |
1.4% |
58% |
False |
False |
12,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.86 |
|
2.618 |
104.46 |
|
1.618 |
102.99 |
|
1.000 |
102.08 |
|
0.618 |
101.52 |
|
HIGH |
100.61 |
|
0.618 |
100.05 |
|
0.500 |
99.88 |
|
0.382 |
99.70 |
|
LOW |
99.14 |
|
0.618 |
98.23 |
|
1.000 |
97.67 |
|
1.618 |
96.76 |
|
2.618 |
95.29 |
|
4.250 |
92.89 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.88 |
100.50 |
| PP |
99.75 |
100.16 |
| S1 |
99.62 |
99.83 |
|