NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
95.91 |
95.79 |
-0.12 |
-0.1% |
99.14 |
| High |
96.32 |
96.57 |
0.25 |
0.3% |
99.14 |
| Low |
94.97 |
95.71 |
0.74 |
0.8% |
94.97 |
| Close |
95.75 |
96.36 |
0.61 |
0.6% |
96.36 |
| Range |
1.35 |
0.86 |
-0.49 |
-36.3% |
4.17 |
| ATR |
1.41 |
1.37 |
-0.04 |
-2.8% |
0.00 |
| Volume |
20,824 |
15,415 |
-5,409 |
-26.0% |
75,237 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.79 |
98.44 |
96.83 |
|
| R3 |
97.93 |
97.58 |
96.60 |
|
| R2 |
97.07 |
97.07 |
96.52 |
|
| R1 |
96.72 |
96.72 |
96.44 |
96.90 |
| PP |
96.21 |
96.21 |
96.21 |
96.30 |
| S1 |
95.86 |
95.86 |
96.28 |
96.04 |
| S2 |
95.35 |
95.35 |
96.20 |
|
| S3 |
94.49 |
95.00 |
96.12 |
|
| S4 |
93.63 |
94.14 |
95.89 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
107.02 |
98.65 |
|
| R3 |
105.16 |
102.85 |
97.51 |
|
| R2 |
100.99 |
100.99 |
97.12 |
|
| R1 |
98.68 |
98.68 |
96.74 |
97.75 |
| PP |
96.82 |
96.82 |
96.82 |
96.36 |
| S1 |
94.51 |
94.51 |
95.98 |
93.58 |
| S2 |
92.65 |
92.65 |
95.60 |
|
| S3 |
88.48 |
90.34 |
95.21 |
|
| S4 |
84.31 |
86.17 |
94.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.14 |
94.97 |
4.17 |
4.3% |
1.38 |
1.4% |
33% |
False |
False |
15,047 |
| 10 |
101.00 |
94.97 |
6.03 |
6.3% |
1.39 |
1.4% |
23% |
False |
False |
15,527 |
| 20 |
101.00 |
94.97 |
6.03 |
6.3% |
1.36 |
1.4% |
23% |
False |
False |
11,887 |
| 40 |
101.62 |
94.97 |
6.65 |
6.9% |
1.27 |
1.3% |
21% |
False |
False |
8,603 |
| 60 |
103.06 |
94.97 |
8.09 |
8.4% |
1.18 |
1.2% |
17% |
False |
False |
7,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.23 |
|
2.618 |
98.82 |
|
1.618 |
97.96 |
|
1.000 |
97.43 |
|
0.618 |
97.10 |
|
HIGH |
96.57 |
|
0.618 |
96.24 |
|
0.500 |
96.14 |
|
0.382 |
96.04 |
|
LOW |
95.71 |
|
0.618 |
95.18 |
|
1.000 |
94.85 |
|
1.618 |
94.32 |
|
2.618 |
93.46 |
|
4.250 |
92.06 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.29 |
96.30 |
| PP |
96.21 |
96.24 |
| S1 |
96.14 |
96.18 |
|