NYMEX Light Sweet Crude Oil Future March 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 |
99.62 |
99.80 |
0.18 |
0.2% |
100.33 |
| High |
100.55 |
99.98 |
-0.57 |
-0.6% |
101.81 |
| Low |
99.43 |
98.61 |
-0.82 |
-0.8% |
99.04 |
| Close |
99.91 |
98.98 |
-0.93 |
-0.9% |
99.91 |
| Range |
1.12 |
1.37 |
0.25 |
22.3% |
2.77 |
| ATR |
1.53 |
1.52 |
-0.01 |
-0.8% |
0.00 |
| Volume |
53,119 |
26,776 |
-26,343 |
-49.6% |
203,274 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.30 |
102.51 |
99.73 |
|
| R3 |
101.93 |
101.14 |
99.36 |
|
| R2 |
100.56 |
100.56 |
99.23 |
|
| R1 |
99.77 |
99.77 |
99.11 |
99.48 |
| PP |
99.19 |
99.19 |
99.19 |
99.05 |
| S1 |
98.40 |
98.40 |
98.85 |
98.11 |
| S2 |
97.82 |
97.82 |
98.73 |
|
| S3 |
96.45 |
97.03 |
98.60 |
|
| S4 |
95.08 |
95.66 |
98.23 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.56 |
107.01 |
101.43 |
|
| R3 |
105.79 |
104.24 |
100.67 |
|
| R2 |
103.02 |
103.02 |
100.42 |
|
| R1 |
101.47 |
101.47 |
100.16 |
100.86 |
| PP |
100.25 |
100.25 |
100.25 |
99.95 |
| S1 |
98.70 |
98.70 |
99.66 |
98.09 |
| S2 |
97.48 |
97.48 |
99.40 |
|
| S3 |
94.71 |
95.93 |
99.15 |
|
| S4 |
91.94 |
93.16 |
98.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.81 |
98.61 |
3.20 |
3.2% |
1.52 |
1.5% |
12% |
False |
True |
35,100 |
| 10 |
101.81 |
98.61 |
3.20 |
3.2% |
1.56 |
1.6% |
12% |
False |
True |
38,330 |
| 20 |
101.81 |
97.97 |
3.84 |
3.9% |
1.44 |
1.5% |
26% |
False |
False |
29,903 |
| 40 |
104.37 |
97.97 |
6.40 |
6.5% |
1.50 |
1.5% |
16% |
False |
False |
23,136 |
| 60 |
104.37 |
96.50 |
7.87 |
8.0% |
1.39 |
1.4% |
32% |
False |
False |
19,309 |
| 80 |
104.37 |
92.16 |
12.21 |
12.3% |
1.31 |
1.3% |
56% |
False |
False |
18,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.80 |
|
2.618 |
103.57 |
|
1.618 |
102.20 |
|
1.000 |
101.35 |
|
0.618 |
100.83 |
|
HIGH |
99.98 |
|
0.618 |
99.46 |
|
0.500 |
99.30 |
|
0.382 |
99.13 |
|
LOW |
98.61 |
|
0.618 |
97.76 |
|
1.000 |
97.24 |
|
1.618 |
96.39 |
|
2.618 |
95.02 |
|
4.250 |
92.79 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.30 |
99.91 |
| PP |
99.19 |
99.60 |
| S1 |
99.09 |
99.29 |
|