NYMEX Light Sweet Crude Oil Future July 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 |
96.52 |
95.61 |
-0.91 |
-0.9% |
97.17 |
| High |
96.56 |
95.61 |
-0.95 |
-1.0% |
98.67 |
| Low |
95.51 |
93.87 |
-1.64 |
-1.7% |
96.50 |
| Close |
95.61 |
94.00 |
-1.61 |
-1.7% |
97.12 |
| Range |
1.05 |
1.74 |
0.69 |
65.7% |
2.17 |
| ATR |
1.02 |
1.07 |
0.05 |
5.1% |
0.00 |
| Volume |
2,734 |
5,453 |
2,719 |
99.5% |
15,339 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.71 |
98.60 |
94.96 |
|
| R3 |
97.97 |
96.86 |
94.48 |
|
| R2 |
96.23 |
96.23 |
94.32 |
|
| R1 |
95.12 |
95.12 |
94.16 |
94.81 |
| PP |
94.49 |
94.49 |
94.49 |
94.34 |
| S1 |
93.38 |
93.38 |
93.84 |
93.07 |
| S2 |
92.75 |
92.75 |
93.68 |
|
| S3 |
91.01 |
91.64 |
93.52 |
|
| S4 |
89.27 |
89.90 |
93.04 |
|
|
| 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 |
97.78 |
93.87 |
3.91 |
4.2% |
1.00 |
1.1% |
3% |
False |
True |
3,739 |
| 10 |
98.67 |
93.87 |
4.80 |
5.1% |
0.94 |
1.0% |
3% |
False |
True |
3,344 |
| 20 |
98.67 |
93.87 |
4.80 |
5.1% |
0.91 |
1.0% |
3% |
False |
True |
2,524 |
| 40 |
99.49 |
93.87 |
5.62 |
6.0% |
0.82 |
0.9% |
2% |
False |
True |
2,277 |
| 60 |
99.49 |
93.82 |
5.67 |
6.0% |
0.76 |
0.8% |
3% |
False |
False |
2,114 |
| 80 |
99.49 |
91.74 |
7.75 |
8.2% |
0.69 |
0.7% |
29% |
False |
False |
2,335 |
| 100 |
99.49 |
88.01 |
11.48 |
12.2% |
0.62 |
0.7% |
52% |
False |
False |
2,652 |
| 120 |
99.49 |
88.01 |
11.48 |
12.2% |
0.59 |
0.6% |
52% |
False |
False |
2,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.01 |
|
2.618 |
100.17 |
|
1.618 |
98.43 |
|
1.000 |
97.35 |
|
0.618 |
96.69 |
|
HIGH |
95.61 |
|
0.618 |
94.95 |
|
0.500 |
94.74 |
|
0.382 |
94.53 |
|
LOW |
93.87 |
|
0.618 |
92.79 |
|
1.000 |
92.13 |
|
1.618 |
91.05 |
|
2.618 |
89.31 |
|
4.250 |
86.48 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.74 |
95.32 |
| PP |
94.49 |
94.88 |
| S1 |
94.25 |
94.44 |
|