NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
103.38 |
102.59 |
-0.79 |
-0.8% |
102.05 |
High |
103.96 |
103.79 |
-0.17 |
-0.2% |
103.96 |
Low |
102.55 |
102.54 |
-0.01 |
0.0% |
100.64 |
Close |
102.97 |
103.53 |
0.56 |
0.5% |
103.53 |
Range |
1.41 |
1.25 |
-0.16 |
-11.3% |
3.32 |
ATR |
1.80 |
1.76 |
-0.04 |
-2.2% |
0.00 |
Volume |
190,785 |
127,698 |
-63,087 |
-33.1% |
615,008 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.04 |
106.53 |
104.22 |
|
R3 |
105.79 |
105.28 |
103.87 |
|
R2 |
104.54 |
104.54 |
103.76 |
|
R1 |
104.03 |
104.03 |
103.64 |
104.29 |
PP |
103.29 |
103.29 |
103.29 |
103.41 |
S1 |
102.78 |
102.78 |
103.42 |
103.04 |
S2 |
102.04 |
102.04 |
103.30 |
|
S3 |
100.79 |
101.53 |
103.19 |
|
S4 |
99.54 |
100.28 |
102.84 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.67 |
111.42 |
105.36 |
|
R3 |
109.35 |
108.10 |
104.44 |
|
R2 |
106.03 |
106.03 |
104.14 |
|
R1 |
104.78 |
104.78 |
103.83 |
105.41 |
PP |
102.71 |
102.71 |
102.71 |
103.02 |
S1 |
101.46 |
101.46 |
103.23 |
102.09 |
S2 |
99.39 |
99.39 |
102.92 |
|
S3 |
96.07 |
98.14 |
102.62 |
|
S4 |
92.75 |
94.82 |
101.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.96 |
100.64 |
3.32 |
3.2% |
1.68 |
1.6% |
87% |
False |
False |
123,001 |
10 |
104.07 |
100.64 |
3.43 |
3.3% |
1.57 |
1.5% |
84% |
False |
False |
116,728 |
20 |
107.79 |
100.64 |
7.15 |
6.9% |
1.73 |
1.7% |
40% |
False |
False |
101,493 |
40 |
109.70 |
100.50 |
9.20 |
8.9% |
1.78 |
1.7% |
33% |
False |
False |
87,084 |
60 |
109.70 |
99.65 |
10.05 |
9.7% |
1.73 |
1.7% |
39% |
False |
False |
80,677 |
80 |
109.70 |
91.05 |
18.65 |
18.0% |
1.73 |
1.7% |
67% |
False |
False |
81,981 |
100 |
109.70 |
90.69 |
19.01 |
18.4% |
1.75 |
1.7% |
68% |
False |
False |
77,785 |
120 |
109.70 |
85.52 |
24.18 |
23.4% |
1.78 |
1.7% |
74% |
False |
False |
74,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.10 |
2.618 |
107.06 |
1.618 |
105.81 |
1.000 |
105.04 |
0.618 |
104.56 |
HIGH |
103.79 |
0.618 |
103.31 |
0.500 |
103.17 |
0.382 |
103.02 |
LOW |
102.54 |
0.618 |
101.77 |
1.000 |
101.29 |
1.618 |
100.52 |
2.618 |
99.27 |
4.250 |
97.23 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
103.41 |
103.19 |
PP |
103.29 |
102.86 |
S1 |
103.17 |
102.52 |
|