NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
103.29 |
101.25 |
-2.04 |
-2.0% |
102.05 |
| High |
103.54 |
103.36 |
-0.18 |
-0.2% |
103.96 |
| Low |
101.02 |
101.00 |
-0.02 |
0.0% |
100.64 |
| Close |
101.43 |
102.89 |
1.46 |
1.4% |
103.53 |
| Range |
2.52 |
2.36 |
-0.16 |
-6.3% |
3.32 |
| ATR |
1.79 |
1.83 |
0.04 |
2.3% |
0.00 |
| Volume |
150,767 |
190,843 |
40,076 |
26.6% |
615,008 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.50 |
108.55 |
104.19 |
|
| R3 |
107.14 |
106.19 |
103.54 |
|
| R2 |
104.78 |
104.78 |
103.32 |
|
| R1 |
103.83 |
103.83 |
103.11 |
104.31 |
| PP |
102.42 |
102.42 |
102.42 |
102.65 |
| S1 |
101.47 |
101.47 |
102.67 |
101.95 |
| S2 |
100.06 |
100.06 |
102.46 |
|
| S3 |
97.70 |
99.11 |
102.24 |
|
| S4 |
95.34 |
96.75 |
101.59 |
|
|
| 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 |
103.88 |
101.00 |
2.88 |
2.8% |
1.84 |
1.8% |
66% |
False |
True |
143,432 |
| 10 |
103.96 |
100.64 |
3.32 |
3.2% |
1.77 |
1.7% |
68% |
False |
False |
129,408 |
| 20 |
106.68 |
100.64 |
6.04 |
5.9% |
1.77 |
1.7% |
37% |
False |
False |
115,113 |
| 40 |
109.70 |
100.64 |
9.06 |
8.8% |
1.83 |
1.8% |
25% |
False |
False |
95,439 |
| 60 |
109.70 |
99.65 |
10.05 |
9.8% |
1.77 |
1.7% |
32% |
False |
False |
85,162 |
| 80 |
109.70 |
91.05 |
18.65 |
18.1% |
1.76 |
1.7% |
63% |
False |
False |
86,145 |
| 100 |
109.70 |
90.69 |
19.01 |
18.5% |
1.75 |
1.7% |
64% |
False |
False |
81,486 |
| 120 |
109.70 |
87.49 |
22.21 |
21.6% |
1.78 |
1.7% |
69% |
False |
False |
77,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.39 |
|
2.618 |
109.54 |
|
1.618 |
107.18 |
|
1.000 |
105.72 |
|
0.618 |
104.82 |
|
HIGH |
103.36 |
|
0.618 |
102.46 |
|
0.500 |
102.18 |
|
0.382 |
101.90 |
|
LOW |
101.00 |
|
0.618 |
99.54 |
|
1.000 |
98.64 |
|
1.618 |
97.18 |
|
2.618 |
94.82 |
|
4.250 |
90.97 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.65 |
102.74 |
| PP |
102.42 |
102.59 |
| S1 |
102.18 |
102.44 |
|