NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
95.67 |
95.46 |
-0.21 |
-0.2% |
97.83 |
| High |
95.97 |
95.74 |
-0.23 |
-0.2% |
97.87 |
| Low |
95.32 |
95.05 |
-0.27 |
-0.3% |
93.95 |
| Close |
95.81 |
95.34 |
-0.47 |
-0.5% |
95.10 |
| Range |
0.65 |
0.69 |
0.04 |
6.2% |
3.92 |
| ATR |
1.33 |
1.29 |
-0.04 |
-3.1% |
0.00 |
| Volume |
30,346 |
24,322 |
-6,024 |
-19.9% |
197,495 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.45 |
97.08 |
95.72 |
|
| R3 |
96.76 |
96.39 |
95.53 |
|
| R2 |
96.07 |
96.07 |
95.47 |
|
| R1 |
95.70 |
95.70 |
95.40 |
95.54 |
| PP |
95.38 |
95.38 |
95.38 |
95.30 |
| S1 |
95.01 |
95.01 |
95.28 |
94.85 |
| S2 |
94.69 |
94.69 |
95.21 |
|
| S3 |
94.00 |
94.32 |
95.15 |
|
| S4 |
93.31 |
93.63 |
94.96 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.40 |
105.17 |
97.26 |
|
| R3 |
103.48 |
101.25 |
96.18 |
|
| R2 |
99.56 |
99.56 |
95.82 |
|
| R1 |
97.33 |
97.33 |
95.46 |
96.49 |
| PP |
95.64 |
95.64 |
95.64 |
95.22 |
| S1 |
93.41 |
93.41 |
94.74 |
92.57 |
| S2 |
91.72 |
91.72 |
94.38 |
|
| S3 |
87.80 |
89.49 |
94.02 |
|
| S4 |
83.88 |
85.57 |
92.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.10 |
93.95 |
2.15 |
2.3% |
0.96 |
1.0% |
65% |
False |
False |
33,853 |
| 10 |
98.82 |
93.95 |
4.87 |
5.1% |
1.24 |
1.3% |
29% |
False |
False |
36,557 |
| 20 |
99.46 |
93.95 |
5.51 |
5.8% |
1.29 |
1.4% |
25% |
False |
False |
30,832 |
| 40 |
99.49 |
93.95 |
5.54 |
5.8% |
1.31 |
1.4% |
25% |
False |
False |
25,566 |
| 60 |
100.65 |
93.95 |
6.70 |
7.0% |
1.28 |
1.3% |
21% |
False |
False |
23,543 |
| 80 |
100.65 |
93.95 |
6.70 |
7.0% |
1.23 |
1.3% |
21% |
False |
False |
23,098 |
| 100 |
100.65 |
88.11 |
12.54 |
13.2% |
1.25 |
1.3% |
58% |
False |
False |
22,615 |
| 120 |
100.65 |
88.11 |
12.54 |
13.2% |
1.26 |
1.3% |
58% |
False |
False |
21,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.67 |
|
2.618 |
97.55 |
|
1.618 |
96.86 |
|
1.000 |
96.43 |
|
0.618 |
96.17 |
|
HIGH |
95.74 |
|
0.618 |
95.48 |
|
0.500 |
95.40 |
|
0.382 |
95.31 |
|
LOW |
95.05 |
|
0.618 |
94.62 |
|
1.000 |
94.36 |
|
1.618 |
93.93 |
|
2.618 |
93.24 |
|
4.250 |
92.12 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.40 |
95.51 |
| PP |
95.38 |
95.45 |
| S1 |
95.36 |
95.40 |
|