NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.59 |
103.15 |
0.56 |
0.5% |
102.05 |
High |
103.79 |
103.46 |
-0.33 |
-0.3% |
103.96 |
Low |
102.54 |
101.63 |
-0.91 |
-0.9% |
100.64 |
Close |
103.53 |
102.83 |
-0.70 |
-0.7% |
103.53 |
Range |
1.25 |
1.83 |
0.58 |
46.4% |
3.32 |
ATR |
1.76 |
1.77 |
0.01 |
0.6% |
0.00 |
Volume |
127,698 |
79,994 |
-47,704 |
-37.4% |
615,008 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.13 |
107.31 |
103.84 |
|
R3 |
106.30 |
105.48 |
103.33 |
|
R2 |
104.47 |
104.47 |
103.17 |
|
R1 |
103.65 |
103.65 |
103.00 |
103.15 |
PP |
102.64 |
102.64 |
102.64 |
102.39 |
S1 |
101.82 |
101.82 |
102.66 |
101.32 |
S2 |
100.81 |
100.81 |
102.49 |
|
S3 |
98.98 |
99.99 |
102.33 |
|
S4 |
97.15 |
98.16 |
101.82 |
|
|
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 |
100.73 |
3.23 |
3.1% |
1.71 |
1.7% |
65% |
False |
False |
118,694 |
10 |
103.96 |
100.64 |
3.32 |
3.2% |
1.57 |
1.5% |
66% |
False |
False |
113,176 |
20 |
106.68 |
100.64 |
6.04 |
5.9% |
1.73 |
1.7% |
36% |
False |
False |
101,404 |
40 |
109.70 |
100.64 |
9.06 |
8.8% |
1.78 |
1.7% |
24% |
False |
False |
87,403 |
60 |
109.70 |
99.65 |
10.05 |
9.8% |
1.73 |
1.7% |
32% |
False |
False |
79,910 |
80 |
109.70 |
91.05 |
18.65 |
18.1% |
1.74 |
1.7% |
63% |
False |
False |
82,403 |
100 |
109.70 |
90.69 |
19.01 |
18.5% |
1.75 |
1.7% |
64% |
False |
False |
78,079 |
120 |
109.70 |
85.52 |
24.18 |
23.5% |
1.77 |
1.7% |
72% |
False |
False |
74,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.24 |
2.618 |
108.25 |
1.618 |
106.42 |
1.000 |
105.29 |
0.618 |
104.59 |
HIGH |
103.46 |
0.618 |
102.76 |
0.500 |
102.55 |
0.382 |
102.33 |
LOW |
101.63 |
0.618 |
100.50 |
1.000 |
99.80 |
1.618 |
98.67 |
2.618 |
96.84 |
4.250 |
93.85 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.74 |
102.82 |
PP |
102.64 |
102.81 |
S1 |
102.55 |
102.80 |
|