NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
98.20 |
98.81 |
0.61 |
0.6% |
97.61 |
| High |
99.46 |
98.82 |
-0.64 |
-0.6% |
99.00 |
| Low |
97.83 |
96.91 |
-0.92 |
-0.9% |
96.71 |
| Close |
98.98 |
97.36 |
-1.62 |
-1.6% |
98.47 |
| Range |
1.63 |
1.91 |
0.28 |
17.2% |
2.29 |
| ATR |
1.37 |
1.42 |
0.05 |
3.6% |
0.00 |
| Volume |
26,257 |
42,861 |
16,604 |
63.2% |
120,358 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.43 |
102.30 |
98.41 |
|
| R3 |
101.52 |
100.39 |
97.89 |
|
| R2 |
99.61 |
99.61 |
97.71 |
|
| R1 |
98.48 |
98.48 |
97.54 |
98.09 |
| PP |
97.70 |
97.70 |
97.70 |
97.50 |
| S1 |
96.57 |
96.57 |
97.18 |
96.18 |
| S2 |
95.79 |
95.79 |
97.01 |
|
| S3 |
93.88 |
94.66 |
96.83 |
|
| S4 |
91.97 |
92.75 |
96.31 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.93 |
103.99 |
99.73 |
|
| R3 |
102.64 |
101.70 |
99.10 |
|
| R2 |
100.35 |
100.35 |
98.89 |
|
| R1 |
99.41 |
99.41 |
98.68 |
99.88 |
| PP |
98.06 |
98.06 |
98.06 |
98.30 |
| S1 |
97.12 |
97.12 |
98.26 |
97.59 |
| S2 |
95.77 |
95.77 |
98.05 |
|
| S3 |
93.48 |
94.83 |
97.84 |
|
| S4 |
91.19 |
92.54 |
97.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.46 |
96.91 |
2.55 |
2.6% |
1.42 |
1.5% |
18% |
False |
True |
30,835 |
| 10 |
99.46 |
96.71 |
2.75 |
2.8% |
1.42 |
1.5% |
24% |
False |
False |
26,231 |
| 20 |
99.46 |
95.31 |
4.15 |
4.3% |
1.32 |
1.4% |
49% |
False |
False |
23,714 |
| 40 |
100.65 |
95.31 |
5.34 |
5.5% |
1.38 |
1.4% |
38% |
False |
False |
22,605 |
| 60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.28 |
1.3% |
51% |
False |
False |
20,412 |
| 80 |
100.65 |
88.85 |
11.80 |
12.1% |
1.22 |
1.3% |
72% |
False |
False |
21,736 |
| 100 |
100.65 |
88.11 |
12.54 |
12.9% |
1.26 |
1.3% |
74% |
False |
False |
21,157 |
| 120 |
100.65 |
86.89 |
13.76 |
14.1% |
1.30 |
1.3% |
76% |
False |
False |
19,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.94 |
|
2.618 |
103.82 |
|
1.618 |
101.91 |
|
1.000 |
100.73 |
|
0.618 |
100.00 |
|
HIGH |
98.82 |
|
0.618 |
98.09 |
|
0.500 |
97.87 |
|
0.382 |
97.64 |
|
LOW |
96.91 |
|
0.618 |
95.73 |
|
1.000 |
95.00 |
|
1.618 |
93.82 |
|
2.618 |
91.91 |
|
4.250 |
88.79 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.87 |
98.19 |
| PP |
97.70 |
97.91 |
| S1 |
97.53 |
97.64 |
|