NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
100.36 |
98.86 |
-1.50 |
-1.5% |
99.41 |
| High |
100.40 |
99.79 |
-0.61 |
-0.6% |
101.00 |
| Low |
98.38 |
98.70 |
0.32 |
0.3% |
98.38 |
| Close |
98.74 |
99.20 |
0.46 |
0.5% |
99.20 |
| Range |
2.02 |
1.09 |
-0.93 |
-46.0% |
2.62 |
| ATR |
1.39 |
1.37 |
-0.02 |
-1.5% |
0.00 |
| Volume |
21,196 |
22,246 |
1,050 |
5.0% |
80,034 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.50 |
101.94 |
99.80 |
|
| R3 |
101.41 |
100.85 |
99.50 |
|
| R2 |
100.32 |
100.32 |
99.40 |
|
| R1 |
99.76 |
99.76 |
99.30 |
100.04 |
| PP |
99.23 |
99.23 |
99.23 |
99.37 |
| S1 |
98.67 |
98.67 |
99.10 |
98.95 |
| S2 |
98.14 |
98.14 |
99.00 |
|
| S3 |
97.05 |
97.58 |
98.90 |
|
| S4 |
95.96 |
96.49 |
98.60 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.39 |
105.91 |
100.64 |
|
| R3 |
104.77 |
103.29 |
99.92 |
|
| R2 |
102.15 |
102.15 |
99.68 |
|
| R1 |
100.67 |
100.67 |
99.44 |
100.10 |
| PP |
99.53 |
99.53 |
99.53 |
99.24 |
| S1 |
98.05 |
98.05 |
98.96 |
97.48 |
| S2 |
96.91 |
96.91 |
98.72 |
|
| S3 |
94.29 |
95.43 |
98.48 |
|
| S4 |
91.67 |
92.81 |
97.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.00 |
98.38 |
2.62 |
2.6% |
1.40 |
1.4% |
31% |
False |
False |
16,006 |
| 10 |
101.00 |
98.38 |
2.62 |
2.6% |
1.44 |
1.5% |
31% |
False |
False |
12,368 |
| 20 |
101.00 |
97.00 |
4.00 |
4.0% |
1.29 |
1.3% |
55% |
False |
False |
9,483 |
| 40 |
103.06 |
97.00 |
6.06 |
6.1% |
1.27 |
1.3% |
36% |
False |
False |
7,165 |
| 60 |
103.06 |
95.56 |
7.50 |
7.6% |
1.11 |
1.1% |
49% |
False |
False |
6,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.42 |
|
2.618 |
102.64 |
|
1.618 |
101.55 |
|
1.000 |
100.88 |
|
0.618 |
100.46 |
|
HIGH |
99.79 |
|
0.618 |
99.37 |
|
0.500 |
99.25 |
|
0.382 |
99.12 |
|
LOW |
98.70 |
|
0.618 |
98.03 |
|
1.000 |
97.61 |
|
1.618 |
96.94 |
|
2.618 |
95.85 |
|
4.250 |
94.07 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.25 |
99.69 |
| PP |
99.23 |
99.53 |
| S1 |
99.22 |
99.36 |
|