NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
96.76 |
96.36 |
-0.40 |
-0.4% |
98.31 |
| High |
97.50 |
96.40 |
-1.10 |
-1.1% |
99.46 |
| Low |
96.09 |
94.35 |
-1.74 |
-1.8% |
96.91 |
| Close |
96.25 |
94.60 |
-1.65 |
-1.7% |
97.84 |
| Range |
1.41 |
2.05 |
0.64 |
45.4% |
2.55 |
| ATR |
1.38 |
1.43 |
0.05 |
3.4% |
0.00 |
| Volume |
27,559 |
50,404 |
22,845 |
82.9% |
165,016 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
99.98 |
95.73 |
|
| R3 |
99.22 |
97.93 |
95.16 |
|
| R2 |
97.17 |
97.17 |
94.98 |
|
| R1 |
95.88 |
95.88 |
94.79 |
95.50 |
| PP |
95.12 |
95.12 |
95.12 |
94.93 |
| S1 |
93.83 |
93.83 |
94.41 |
93.45 |
| S2 |
93.07 |
93.07 |
94.22 |
|
| S3 |
91.02 |
91.78 |
94.04 |
|
| S4 |
88.97 |
89.73 |
93.47 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.72 |
104.33 |
99.24 |
|
| R3 |
103.17 |
101.78 |
98.54 |
|
| R2 |
100.62 |
100.62 |
98.31 |
|
| R1 |
99.23 |
99.23 |
98.07 |
98.65 |
| PP |
98.07 |
98.07 |
98.07 |
97.78 |
| S1 |
96.68 |
96.68 |
97.61 |
96.10 |
| S2 |
95.52 |
95.52 |
97.37 |
|
| S3 |
92.97 |
94.13 |
97.14 |
|
| S4 |
90.42 |
91.58 |
96.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.82 |
94.35 |
4.47 |
4.7% |
1.53 |
1.6% |
6% |
False |
True |
39,260 |
| 10 |
99.46 |
94.35 |
5.11 |
5.4% |
1.45 |
1.5% |
5% |
False |
True |
33,028 |
| 20 |
99.46 |
94.35 |
5.11 |
5.4% |
1.38 |
1.5% |
5% |
False |
True |
26,928 |
| 40 |
100.65 |
94.35 |
6.30 |
6.7% |
1.41 |
1.5% |
4% |
False |
True |
24,663 |
| 60 |
100.65 |
93.99 |
6.66 |
7.0% |
1.32 |
1.4% |
9% |
False |
False |
22,033 |
| 80 |
100.65 |
91.37 |
9.28 |
9.8% |
1.23 |
1.3% |
35% |
False |
False |
22,705 |
| 100 |
100.65 |
88.11 |
12.54 |
13.3% |
1.26 |
1.3% |
52% |
False |
False |
22,214 |
| 120 |
100.65 |
88.11 |
12.54 |
13.3% |
1.28 |
1.4% |
52% |
False |
False |
20,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.11 |
|
2.618 |
101.77 |
|
1.618 |
99.72 |
|
1.000 |
98.45 |
|
0.618 |
97.67 |
|
HIGH |
96.40 |
|
0.618 |
95.62 |
|
0.500 |
95.38 |
|
0.382 |
95.13 |
|
LOW |
94.35 |
|
0.618 |
93.08 |
|
1.000 |
92.30 |
|
1.618 |
91.03 |
|
2.618 |
88.98 |
|
4.250 |
85.64 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.38 |
96.11 |
| PP |
95.12 |
95.61 |
| S1 |
94.86 |
95.10 |
|