NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
102.93 |
103.29 |
0.36 |
0.3% |
102.05 |
| High |
103.88 |
103.54 |
-0.34 |
-0.3% |
103.96 |
| Low |
102.65 |
101.02 |
-1.63 |
-1.6% |
100.64 |
| Close |
103.31 |
101.43 |
-1.88 |
-1.8% |
103.53 |
| Range |
1.23 |
2.52 |
1.29 |
104.9% |
3.32 |
| ATR |
1.73 |
1.79 |
0.06 |
3.3% |
0.00 |
| Volume |
167,860 |
150,767 |
-17,093 |
-10.2% |
615,008 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.56 |
108.01 |
102.82 |
|
| R3 |
107.04 |
105.49 |
102.12 |
|
| R2 |
104.52 |
104.52 |
101.89 |
|
| R1 |
102.97 |
102.97 |
101.66 |
102.49 |
| PP |
102.00 |
102.00 |
102.00 |
101.75 |
| S1 |
100.45 |
100.45 |
101.20 |
99.97 |
| S2 |
99.48 |
99.48 |
100.97 |
|
| S3 |
96.96 |
97.93 |
100.74 |
|
| S4 |
94.44 |
95.41 |
100.04 |
|
|
| 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 |
101.02 |
2.94 |
2.9% |
1.65 |
1.6% |
14% |
False |
True |
143,420 |
| 10 |
103.96 |
100.64 |
3.32 |
3.3% |
1.64 |
1.6% |
24% |
False |
False |
121,540 |
| 20 |
106.68 |
100.64 |
6.04 |
6.0% |
1.74 |
1.7% |
13% |
False |
False |
109,080 |
| 40 |
109.70 |
100.64 |
9.06 |
8.9% |
1.80 |
1.8% |
9% |
False |
False |
92,162 |
| 60 |
109.70 |
99.65 |
10.05 |
9.9% |
1.75 |
1.7% |
18% |
False |
False |
83,063 |
| 80 |
109.70 |
91.05 |
18.65 |
18.4% |
1.75 |
1.7% |
56% |
False |
False |
84,496 |
| 100 |
109.70 |
90.69 |
19.01 |
18.7% |
1.75 |
1.7% |
56% |
False |
False |
80,138 |
| 120 |
109.70 |
87.15 |
22.55 |
22.2% |
1.78 |
1.8% |
63% |
False |
False |
76,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.25 |
|
2.618 |
110.14 |
|
1.618 |
107.62 |
|
1.000 |
106.06 |
|
0.618 |
105.10 |
|
HIGH |
103.54 |
|
0.618 |
102.58 |
|
0.500 |
102.28 |
|
0.382 |
101.98 |
|
LOW |
101.02 |
|
0.618 |
99.46 |
|
1.000 |
98.50 |
|
1.618 |
96.94 |
|
2.618 |
94.42 |
|
4.250 |
90.31 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.28 |
102.45 |
| PP |
102.00 |
102.11 |
| S1 |
101.71 |
101.77 |
|