NYMEX Light Sweet Crude Oil Future February 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 |
99.41 |
98.19 |
-1.22 |
-1.2% |
100.79 |
| High |
100.08 |
98.22 |
-1.86 |
-1.9% |
102.49 |
| Low |
98.16 |
96.15 |
-2.01 |
-2.0% |
99.68 |
| Close |
98.31 |
96.75 |
-1.56 |
-1.6% |
100.54 |
| Range |
1.92 |
2.07 |
0.15 |
7.8% |
2.81 |
| ATR |
1.61 |
1.65 |
0.04 |
2.4% |
0.00 |
| Volume |
47,879 |
56,373 |
8,494 |
17.7% |
194,623 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.25 |
102.07 |
97.89 |
|
| R3 |
101.18 |
100.00 |
97.32 |
|
| R2 |
99.11 |
99.11 |
97.13 |
|
| R1 |
97.93 |
97.93 |
96.94 |
97.49 |
| PP |
97.04 |
97.04 |
97.04 |
96.82 |
| S1 |
95.86 |
95.86 |
96.56 |
95.42 |
| S2 |
94.97 |
94.97 |
96.37 |
|
| S3 |
92.90 |
93.79 |
96.18 |
|
| S4 |
90.83 |
91.72 |
95.61 |
|
|
| 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 |
101.85 |
96.15 |
5.70 |
5.9% |
1.76 |
1.8% |
11% |
False |
True |
42,587 |
| 10 |
102.49 |
96.15 |
6.34 |
6.6% |
1.72 |
1.8% |
9% |
False |
True |
38,876 |
| 20 |
102.52 |
96.15 |
6.37 |
6.6% |
1.57 |
1.6% |
9% |
False |
True |
31,266 |
| 40 |
106.22 |
96.15 |
10.07 |
10.4% |
1.63 |
1.7% |
6% |
False |
True |
22,706 |
| 60 |
106.22 |
96.15 |
10.07 |
10.4% |
1.52 |
1.6% |
6% |
False |
True |
18,221 |
| 80 |
106.22 |
93.89 |
12.33 |
12.7% |
1.39 |
1.4% |
23% |
False |
False |
16,243 |
| 100 |
106.22 |
90.05 |
16.17 |
16.7% |
1.36 |
1.4% |
41% |
False |
False |
13,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.02 |
|
2.618 |
103.64 |
|
1.618 |
101.57 |
|
1.000 |
100.29 |
|
0.618 |
99.50 |
|
HIGH |
98.22 |
|
0.618 |
97.43 |
|
0.500 |
97.19 |
|
0.382 |
96.94 |
|
LOW |
96.15 |
|
0.618 |
94.87 |
|
1.000 |
94.08 |
|
1.618 |
92.80 |
|
2.618 |
90.73 |
|
4.250 |
87.35 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.19 |
98.38 |
| PP |
97.04 |
97.84 |
| S1 |
96.90 |
97.29 |
|