NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
98.34 |
97.62 |
-0.72 |
-0.7% |
100.40 |
| High |
98.46 |
97.93 |
-0.53 |
-0.5% |
100.61 |
| Low |
97.85 |
96.85 |
-1.00 |
-1.0% |
95.96 |
| Close |
98.20 |
97.03 |
-1.17 |
-1.2% |
97.64 |
| Range |
0.61 |
1.08 |
0.47 |
77.0% |
4.65 |
| ATR |
1.52 |
1.51 |
-0.01 |
-0.8% |
0.00 |
| Volume |
28,104 |
23,764 |
-4,340 |
-15.4% |
218,296 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.51 |
99.85 |
97.62 |
|
| R3 |
99.43 |
98.77 |
97.33 |
|
| R2 |
98.35 |
98.35 |
97.23 |
|
| R1 |
97.69 |
97.69 |
97.13 |
97.48 |
| PP |
97.27 |
97.27 |
97.27 |
97.17 |
| S1 |
96.61 |
96.61 |
96.93 |
96.40 |
| S2 |
96.19 |
96.19 |
96.83 |
|
| S3 |
95.11 |
95.53 |
96.73 |
|
| S4 |
94.03 |
94.45 |
96.44 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.02 |
109.48 |
100.20 |
|
| R3 |
107.37 |
104.83 |
98.92 |
|
| R2 |
102.72 |
102.72 |
98.49 |
|
| R1 |
100.18 |
100.18 |
98.07 |
99.13 |
| PP |
98.07 |
98.07 |
98.07 |
97.54 |
| S1 |
95.53 |
95.53 |
97.21 |
94.48 |
| S2 |
93.42 |
93.42 |
96.79 |
|
| S3 |
88.77 |
90.88 |
96.36 |
|
| S4 |
84.12 |
86.23 |
95.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.68 |
95.96 |
2.72 |
2.8% |
1.11 |
1.1% |
39% |
False |
False |
33,225 |
| 10 |
101.85 |
95.96 |
5.89 |
6.1% |
1.44 |
1.5% |
18% |
False |
False |
37,906 |
| 20 |
102.52 |
95.96 |
6.56 |
6.8% |
1.50 |
1.5% |
16% |
False |
False |
35,409 |
| 40 |
104.67 |
95.96 |
8.71 |
9.0% |
1.51 |
1.6% |
12% |
False |
False |
25,344 |
| 60 |
106.22 |
95.96 |
10.26 |
10.6% |
1.49 |
1.5% |
10% |
False |
False |
20,212 |
| 80 |
106.22 |
95.96 |
10.26 |
10.6% |
1.40 |
1.4% |
10% |
False |
False |
17,645 |
| 100 |
106.22 |
90.05 |
16.17 |
16.7% |
1.36 |
1.4% |
43% |
False |
False |
15,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.52 |
|
2.618 |
100.76 |
|
1.618 |
99.68 |
|
1.000 |
99.01 |
|
0.618 |
98.60 |
|
HIGH |
97.93 |
|
0.618 |
97.52 |
|
0.500 |
97.39 |
|
0.382 |
97.26 |
|
LOW |
96.85 |
|
0.618 |
96.18 |
|
1.000 |
95.77 |
|
1.618 |
95.10 |
|
2.618 |
94.02 |
|
4.250 |
92.26 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.77 |
| PP |
97.27 |
97.52 |
| S1 |
97.15 |
97.28 |
|