NYMEX Light Sweet Crude Oil Future April 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 |
98.86 |
99.14 |
0.28 |
0.3% |
99.41 |
| High |
99.79 |
99.14 |
-0.65 |
-0.7% |
101.00 |
| Low |
98.70 |
98.07 |
-0.63 |
-0.6% |
98.38 |
| Close |
99.20 |
98.33 |
-0.87 |
-0.9% |
99.20 |
| Range |
1.09 |
1.07 |
-0.02 |
-1.8% |
2.62 |
| ATR |
1.37 |
1.35 |
-0.02 |
-1.2% |
0.00 |
| Volume |
22,246 |
7,446 |
-14,800 |
-66.5% |
80,034 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.72 |
101.10 |
98.92 |
|
| R3 |
100.65 |
100.03 |
98.62 |
|
| R2 |
99.58 |
99.58 |
98.53 |
|
| R1 |
98.96 |
98.96 |
98.43 |
98.74 |
| PP |
98.51 |
98.51 |
98.51 |
98.40 |
| S1 |
97.89 |
97.89 |
98.23 |
97.67 |
| S2 |
97.44 |
97.44 |
98.13 |
|
| S3 |
96.37 |
96.82 |
98.04 |
|
| S4 |
95.30 |
95.75 |
97.74 |
|
|
| 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 |
98.07 |
2.93 |
3.0% |
1.37 |
1.4% |
9% |
False |
True |
13,813 |
| 10 |
101.00 |
98.07 |
2.93 |
3.0% |
1.39 |
1.4% |
9% |
False |
True |
12,640 |
| 20 |
101.00 |
97.00 |
4.00 |
4.1% |
1.28 |
1.3% |
33% |
False |
False |
9,607 |
| 40 |
103.06 |
97.00 |
6.06 |
6.2% |
1.26 |
1.3% |
22% |
False |
False |
7,273 |
| 60 |
103.06 |
95.56 |
7.50 |
7.6% |
1.12 |
1.1% |
37% |
False |
False |
6,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.69 |
|
2.618 |
101.94 |
|
1.618 |
100.87 |
|
1.000 |
100.21 |
|
0.618 |
99.80 |
|
HIGH |
99.14 |
|
0.618 |
98.73 |
|
0.500 |
98.61 |
|
0.382 |
98.48 |
|
LOW |
98.07 |
|
0.618 |
97.41 |
|
1.000 |
97.00 |
|
1.618 |
96.34 |
|
2.618 |
95.27 |
|
4.250 |
93.52 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.61 |
99.24 |
| PP |
98.51 |
98.93 |
| S1 |
98.42 |
98.63 |
|