NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
101.55 |
101.10 |
-0.45 |
-0.4% |
102.52 |
| High |
102.30 |
101.56 |
-0.74 |
-0.7% |
102.79 |
| Low |
101.04 |
99.90 |
-1.14 |
-1.1% |
100.61 |
| Close |
101.50 |
101.15 |
-0.35 |
-0.3% |
101.50 |
| Range |
1.26 |
1.66 |
0.40 |
31.7% |
2.18 |
| ATR |
1.65 |
1.65 |
0.00 |
0.0% |
0.00 |
| Volume |
23,538 |
32,908 |
9,370 |
39.8% |
188,956 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.85 |
105.16 |
102.06 |
|
| R3 |
104.19 |
103.50 |
101.61 |
|
| R2 |
102.53 |
102.53 |
101.45 |
|
| R1 |
101.84 |
101.84 |
101.30 |
102.19 |
| PP |
100.87 |
100.87 |
100.87 |
101.04 |
| S1 |
100.18 |
100.18 |
101.00 |
100.53 |
| S2 |
99.21 |
99.21 |
100.85 |
|
| S3 |
97.55 |
98.52 |
100.69 |
|
| S4 |
95.89 |
96.86 |
100.24 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.17 |
107.02 |
102.70 |
|
| R3 |
105.99 |
104.84 |
102.10 |
|
| R2 |
103.81 |
103.81 |
101.90 |
|
| R1 |
102.66 |
102.66 |
101.70 |
102.15 |
| PP |
101.63 |
101.63 |
101.63 |
101.38 |
| S1 |
100.48 |
100.48 |
101.30 |
99.97 |
| S2 |
99.45 |
99.45 |
101.10 |
|
| S3 |
97.27 |
98.30 |
100.90 |
|
| S4 |
95.09 |
96.12 |
100.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.41 |
99.90 |
2.51 |
2.5% |
1.38 |
1.4% |
50% |
False |
True |
35,576 |
| 10 |
105.15 |
99.90 |
5.25 |
5.2% |
1.69 |
1.7% |
24% |
False |
True |
33,873 |
| 20 |
106.38 |
99.90 |
6.48 |
6.4% |
1.70 |
1.7% |
19% |
False |
True |
27,437 |
| 40 |
107.94 |
98.55 |
9.39 |
9.3% |
1.63 |
1.6% |
28% |
False |
False |
24,386 |
| 60 |
107.94 |
97.17 |
10.77 |
10.6% |
1.52 |
1.5% |
37% |
False |
False |
22,883 |
| 80 |
107.94 |
90.40 |
17.54 |
17.3% |
1.51 |
1.5% |
61% |
False |
False |
20,373 |
| 100 |
107.94 |
90.35 |
17.59 |
17.4% |
1.50 |
1.5% |
61% |
False |
False |
17,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.62 |
|
2.618 |
105.91 |
|
1.618 |
104.25 |
|
1.000 |
103.22 |
|
0.618 |
102.59 |
|
HIGH |
101.56 |
|
0.618 |
100.93 |
|
0.500 |
100.73 |
|
0.382 |
100.53 |
|
LOW |
99.90 |
|
0.618 |
98.87 |
|
1.000 |
98.24 |
|
1.618 |
97.21 |
|
2.618 |
95.55 |
|
4.250 |
92.85 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.01 |
101.13 |
| PP |
100.87 |
101.12 |
| S1 |
100.73 |
101.10 |
|