NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.33 |
96.48 |
-0.85 |
-0.9% |
97.17 |
| High |
97.33 |
96.76 |
-0.57 |
-0.6% |
98.67 |
| Low |
96.95 |
96.21 |
-0.74 |
-0.8% |
96.50 |
| Close |
97.12 |
96.29 |
-0.83 |
-0.9% |
97.12 |
| Range |
0.38 |
0.55 |
0.17 |
44.7% |
2.17 |
| ATR |
1.02 |
1.02 |
-0.01 |
-0.8% |
0.00 |
| Volume |
3,082 |
3,899 |
817 |
26.5% |
15,339 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.07 |
97.73 |
96.59 |
|
| R3 |
97.52 |
97.18 |
96.44 |
|
| R2 |
96.97 |
96.97 |
96.39 |
|
| R1 |
96.63 |
96.63 |
96.34 |
96.53 |
| PP |
96.42 |
96.42 |
96.42 |
96.37 |
| S1 |
96.08 |
96.08 |
96.24 |
95.98 |
| S2 |
95.87 |
95.87 |
96.19 |
|
| S3 |
95.32 |
95.53 |
96.14 |
|
| S4 |
94.77 |
94.98 |
95.99 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.94 |
102.70 |
98.31 |
|
| R3 |
101.77 |
100.53 |
97.72 |
|
| R2 |
99.60 |
99.60 |
97.52 |
|
| R1 |
98.36 |
98.36 |
97.32 |
97.90 |
| PP |
97.43 |
97.43 |
97.43 |
97.20 |
| S1 |
96.19 |
96.19 |
96.92 |
95.73 |
| S2 |
95.26 |
95.26 |
96.72 |
|
| S3 |
93.09 |
94.02 |
96.52 |
|
| S4 |
90.92 |
91.85 |
95.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.67 |
96.21 |
2.46 |
2.6% |
0.74 |
0.8% |
3% |
False |
True |
3,166 |
| 10 |
98.67 |
96.02 |
2.65 |
2.8% |
0.85 |
0.9% |
10% |
False |
False |
2,910 |
| 20 |
98.67 |
94.70 |
3.97 |
4.1% |
0.81 |
0.8% |
40% |
False |
False |
2,264 |
| 40 |
99.49 |
94.70 |
4.79 |
5.0% |
0.79 |
0.8% |
33% |
False |
False |
2,131 |
| 60 |
99.49 |
93.82 |
5.67 |
5.9% |
0.74 |
0.8% |
44% |
False |
False |
2,012 |
| 80 |
99.49 |
90.26 |
9.23 |
9.6% |
0.67 |
0.7% |
65% |
False |
False |
2,297 |
| 100 |
99.49 |
88.01 |
11.48 |
11.9% |
0.61 |
0.6% |
72% |
False |
False |
2,599 |
| 120 |
99.49 |
88.01 |
11.48 |
11.9% |
0.57 |
0.6% |
72% |
False |
False |
2,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.10 |
|
2.618 |
98.20 |
|
1.618 |
97.65 |
|
1.000 |
97.31 |
|
0.618 |
97.10 |
|
HIGH |
96.76 |
|
0.618 |
96.55 |
|
0.500 |
96.49 |
|
0.382 |
96.42 |
|
LOW |
96.21 |
|
0.618 |
95.87 |
|
1.000 |
95.66 |
|
1.618 |
95.32 |
|
2.618 |
94.77 |
|
4.250 |
93.87 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.49 |
97.00 |
| PP |
96.42 |
96.76 |
| S1 |
96.36 |
96.53 |
|