NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
103.45 |
103.16 |
-0.29 |
-0.3% |
102.46 |
High |
103.74 |
104.08 |
0.34 |
0.3% |
104.38 |
Low |
101.86 |
102.85 |
0.99 |
1.0% |
101.05 |
Close |
103.03 |
103.49 |
0.46 |
0.4% |
103.84 |
Range |
1.88 |
1.23 |
-0.65 |
-34.6% |
3.33 |
ATR |
1.86 |
1.81 |
-0.04 |
-2.4% |
0.00 |
Volume |
269,025 |
194,195 |
-74,830 |
-27.8% |
1,141,683 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.16 |
106.56 |
104.17 |
|
R3 |
105.93 |
105.33 |
103.83 |
|
R2 |
104.70 |
104.70 |
103.72 |
|
R1 |
104.10 |
104.10 |
103.60 |
104.40 |
PP |
103.47 |
103.47 |
103.47 |
103.63 |
S1 |
102.87 |
102.87 |
103.38 |
103.17 |
S2 |
102.24 |
102.24 |
103.26 |
|
S3 |
101.01 |
101.64 |
103.15 |
|
S4 |
99.78 |
100.41 |
102.81 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.08 |
111.79 |
105.67 |
|
R3 |
109.75 |
108.46 |
104.76 |
|
R2 |
106.42 |
106.42 |
104.45 |
|
R1 |
105.13 |
105.13 |
104.15 |
105.78 |
PP |
103.09 |
103.09 |
103.09 |
103.41 |
S1 |
101.80 |
101.80 |
103.53 |
102.45 |
S2 |
99.76 |
99.76 |
103.23 |
|
S3 |
96.43 |
98.47 |
102.92 |
|
S4 |
93.10 |
95.14 |
102.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.38 |
101.43 |
2.95 |
2.9% |
1.74 |
1.7% |
70% |
False |
False |
231,033 |
10 |
104.38 |
101.05 |
3.33 |
3.2% |
1.62 |
1.6% |
73% |
False |
False |
225,717 |
20 |
108.24 |
101.05 |
7.19 |
6.9% |
1.75 |
1.7% |
34% |
False |
False |
210,672 |
40 |
111.34 |
101.05 |
10.29 |
9.9% |
1.86 |
1.8% |
24% |
False |
False |
141,168 |
60 |
111.34 |
100.80 |
10.54 |
10.2% |
1.82 |
1.8% |
26% |
False |
False |
107,898 |
80 |
111.34 |
91.95 |
19.39 |
18.7% |
1.80 |
1.7% |
60% |
False |
False |
90,195 |
100 |
111.34 |
91.22 |
20.12 |
19.4% |
1.77 |
1.7% |
61% |
False |
False |
75,398 |
120 |
111.34 |
87.50 |
23.84 |
23.0% |
1.76 |
1.7% |
67% |
False |
False |
64,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.31 |
2.618 |
107.30 |
1.618 |
106.07 |
1.000 |
105.31 |
0.618 |
104.84 |
HIGH |
104.08 |
0.618 |
103.61 |
0.500 |
103.47 |
0.382 |
103.32 |
LOW |
102.85 |
0.618 |
102.09 |
1.000 |
101.62 |
1.618 |
100.86 |
2.618 |
99.63 |
4.250 |
97.62 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
103.48 |
103.34 |
PP |
103.47 |
103.18 |
S1 |
103.47 |
103.03 |
|