NYMEX Light Sweet Crude Oil Future December 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 |
103.15 |
102.93 |
-0.22 |
-0.2% |
102.05 |
High |
103.46 |
103.88 |
0.42 |
0.4% |
103.96 |
Low |
101.63 |
102.65 |
1.02 |
1.0% |
100.64 |
Close |
102.83 |
103.31 |
0.48 |
0.5% |
103.53 |
Range |
1.83 |
1.23 |
-0.60 |
-32.8% |
3.32 |
ATR |
1.77 |
1.73 |
-0.04 |
-2.2% |
0.00 |
Volume |
79,994 |
167,860 |
87,866 |
109.8% |
615,008 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.97 |
106.37 |
103.99 |
|
R3 |
105.74 |
105.14 |
103.65 |
|
R2 |
104.51 |
104.51 |
103.54 |
|
R1 |
103.91 |
103.91 |
103.42 |
104.21 |
PP |
103.28 |
103.28 |
103.28 |
103.43 |
S1 |
102.68 |
102.68 |
103.20 |
102.98 |
S2 |
102.05 |
102.05 |
103.08 |
|
S3 |
100.82 |
101.45 |
102.97 |
|
S4 |
99.59 |
100.22 |
102.63 |
|
|
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 |
101.08 |
2.88 |
2.8% |
1.68 |
1.6% |
77% |
False |
False |
132,650 |
10 |
103.96 |
100.64 |
3.32 |
3.2% |
1.57 |
1.5% |
80% |
False |
False |
119,677 |
20 |
106.68 |
100.64 |
6.04 |
5.8% |
1.68 |
1.6% |
44% |
False |
False |
105,655 |
40 |
109.70 |
100.64 |
9.06 |
8.8% |
1.77 |
1.7% |
29% |
False |
False |
89,709 |
60 |
109.70 |
99.65 |
10.05 |
9.7% |
1.73 |
1.7% |
36% |
False |
False |
81,307 |
80 |
109.70 |
91.05 |
18.65 |
18.1% |
1.73 |
1.7% |
66% |
False |
False |
83,865 |
100 |
109.70 |
90.69 |
19.01 |
18.4% |
1.74 |
1.7% |
66% |
False |
False |
79,153 |
120 |
109.70 |
87.12 |
22.58 |
21.9% |
1.77 |
1.7% |
72% |
False |
False |
75,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.11 |
2.618 |
107.10 |
1.618 |
105.87 |
1.000 |
105.11 |
0.618 |
104.64 |
HIGH |
103.88 |
0.618 |
103.41 |
0.500 |
103.27 |
0.382 |
103.12 |
LOW |
102.65 |
0.618 |
101.89 |
1.000 |
101.42 |
1.618 |
100.66 |
2.618 |
99.43 |
4.250 |
97.42 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
103.30 |
103.13 |
PP |
103.28 |
102.94 |
S1 |
103.27 |
102.76 |
|