NYMEX Light Sweet Crude Oil Future February 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 |
98.19 |
97.01 |
-1.18 |
-1.2% |
100.79 |
| High |
98.22 |
97.52 |
-0.70 |
-0.7% |
102.49 |
| Low |
96.15 |
95.96 |
-0.19 |
-0.2% |
99.68 |
| Close |
96.75 |
96.97 |
0.22 |
0.2% |
100.54 |
| Range |
2.07 |
1.56 |
-0.51 |
-24.6% |
2.81 |
| ATR |
1.65 |
1.65 |
-0.01 |
-0.4% |
0.00 |
| Volume |
56,373 |
49,604 |
-6,769 |
-12.0% |
194,623 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.50 |
100.79 |
97.83 |
|
| R3 |
99.94 |
99.23 |
97.40 |
|
| R2 |
98.38 |
98.38 |
97.26 |
|
| R1 |
97.67 |
97.67 |
97.11 |
97.25 |
| PP |
96.82 |
96.82 |
96.82 |
96.60 |
| S1 |
96.11 |
96.11 |
96.83 |
95.69 |
| S2 |
95.26 |
95.26 |
96.68 |
|
| S3 |
93.70 |
94.55 |
96.54 |
|
| S4 |
92.14 |
92.99 |
96.11 |
|
|
| 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 |
101.25 |
95.96 |
5.29 |
5.5% |
1.64 |
1.7% |
19% |
False |
True |
44,307 |
| 10 |
102.49 |
95.96 |
6.53 |
6.7% |
1.66 |
1.7% |
15% |
False |
True |
41,048 |
| 20 |
102.52 |
95.96 |
6.56 |
6.8% |
1.61 |
1.7% |
15% |
False |
True |
32,639 |
| 40 |
104.67 |
95.96 |
8.71 |
9.0% |
1.61 |
1.7% |
12% |
False |
True |
23,547 |
| 60 |
106.22 |
95.96 |
10.26 |
10.6% |
1.52 |
1.6% |
10% |
False |
True |
18,852 |
| 80 |
106.22 |
95.28 |
10.94 |
11.3% |
1.40 |
1.4% |
15% |
False |
False |
16,778 |
| 100 |
106.22 |
90.05 |
16.17 |
16.7% |
1.36 |
1.4% |
43% |
False |
False |
14,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.15 |
|
2.618 |
101.60 |
|
1.618 |
100.04 |
|
1.000 |
99.08 |
|
0.618 |
98.48 |
|
HIGH |
97.52 |
|
0.618 |
96.92 |
|
0.500 |
96.74 |
|
0.382 |
96.56 |
|
LOW |
95.96 |
|
0.618 |
95.00 |
|
1.000 |
94.40 |
|
1.618 |
93.44 |
|
2.618 |
91.88 |
|
4.250 |
89.33 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.89 |
98.02 |
| PP |
96.82 |
97.67 |
| S1 |
96.74 |
97.32 |
|