NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
96.76 |
96.37 |
-0.39 |
-0.4% |
99.14 |
| High |
96.90 |
96.66 |
-0.24 |
-0.2% |
99.14 |
| Low |
96.22 |
95.78 |
-0.44 |
-0.5% |
94.97 |
| Close |
96.41 |
96.10 |
-0.31 |
-0.3% |
96.36 |
| Range |
0.68 |
0.88 |
0.20 |
29.4% |
4.17 |
| ATR |
1.28 |
1.25 |
-0.03 |
-2.2% |
0.00 |
| Volume |
7,857 |
21,017 |
13,160 |
167.5% |
75,237 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.82 |
98.34 |
96.58 |
|
| R3 |
97.94 |
97.46 |
96.34 |
|
| R2 |
97.06 |
97.06 |
96.26 |
|
| R1 |
96.58 |
96.58 |
96.18 |
96.38 |
| PP |
96.18 |
96.18 |
96.18 |
96.08 |
| S1 |
95.70 |
95.70 |
96.02 |
95.50 |
| S2 |
95.30 |
95.30 |
95.94 |
|
| S3 |
94.42 |
94.82 |
95.86 |
|
| S4 |
93.54 |
93.94 |
95.62 |
|
|
| 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 |
97.41 |
95.71 |
1.70 |
1.8% |
0.84 |
0.9% |
23% |
False |
False |
13,294 |
| 10 |
99.79 |
94.97 |
4.82 |
5.0% |
1.13 |
1.2% |
23% |
False |
False |
14,853 |
| 20 |
101.00 |
94.97 |
6.03 |
6.3% |
1.26 |
1.3% |
19% |
False |
False |
12,911 |
| 40 |
101.62 |
94.97 |
6.65 |
6.9% |
1.25 |
1.3% |
17% |
False |
False |
9,438 |
| 60 |
103.06 |
94.97 |
8.09 |
8.4% |
1.17 |
1.2% |
14% |
False |
False |
7,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.40 |
|
2.618 |
98.96 |
|
1.618 |
98.08 |
|
1.000 |
97.54 |
|
0.618 |
97.20 |
|
HIGH |
96.66 |
|
0.618 |
96.32 |
|
0.500 |
96.22 |
|
0.382 |
96.12 |
|
LOW |
95.78 |
|
0.618 |
95.24 |
|
1.000 |
94.90 |
|
1.618 |
94.36 |
|
2.618 |
93.48 |
|
4.250 |
92.04 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.22 |
96.53 |
| PP |
96.18 |
96.38 |
| S1 |
96.14 |
96.24 |
|