NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.10 |
101.11 |
0.01 |
0.0% |
102.52 |
| High |
101.56 |
101.31 |
-0.25 |
-0.2% |
102.79 |
| Low |
99.90 |
100.02 |
0.12 |
0.1% |
100.61 |
| Close |
101.15 |
100.97 |
-0.18 |
-0.2% |
101.50 |
| Range |
1.66 |
1.29 |
-0.37 |
-22.3% |
2.18 |
| ATR |
1.65 |
1.63 |
-0.03 |
-1.6% |
0.00 |
| Volume |
32,908 |
29,700 |
-3,208 |
-9.7% |
188,956 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.64 |
104.09 |
101.68 |
|
| R3 |
103.35 |
102.80 |
101.32 |
|
| R2 |
102.06 |
102.06 |
101.21 |
|
| R1 |
101.51 |
101.51 |
101.09 |
101.14 |
| PP |
100.77 |
100.77 |
100.77 |
100.58 |
| S1 |
100.22 |
100.22 |
100.85 |
99.85 |
| S2 |
99.48 |
99.48 |
100.73 |
|
| S3 |
98.19 |
98.93 |
100.62 |
|
| S4 |
96.90 |
97.64 |
100.26 |
|
|
| 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% |
1.39 |
1.4% |
43% |
False |
False |
34,707 |
| 10 |
105.15 |
99.90 |
5.25 |
5.2% |
1.65 |
1.6% |
20% |
False |
False |
34,227 |
| 20 |
106.38 |
99.90 |
6.48 |
6.4% |
1.56 |
1.5% |
17% |
False |
False |
28,009 |
| 40 |
107.94 |
98.55 |
9.39 |
9.3% |
1.62 |
1.6% |
26% |
False |
False |
24,693 |
| 60 |
107.94 |
97.47 |
10.47 |
10.4% |
1.53 |
1.5% |
33% |
False |
False |
23,076 |
| 80 |
107.94 |
90.40 |
17.54 |
17.4% |
1.50 |
1.5% |
60% |
False |
False |
20,629 |
| 100 |
107.94 |
90.35 |
17.59 |
17.4% |
1.50 |
1.5% |
60% |
False |
False |
17,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.79 |
|
2.618 |
104.69 |
|
1.618 |
103.40 |
|
1.000 |
102.60 |
|
0.618 |
102.11 |
|
HIGH |
101.31 |
|
0.618 |
100.82 |
|
0.500 |
100.67 |
|
0.382 |
100.51 |
|
LOW |
100.02 |
|
0.618 |
99.22 |
|
1.000 |
98.73 |
|
1.618 |
97.93 |
|
2.618 |
96.64 |
|
4.250 |
94.54 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.87 |
101.10 |
| PP |
100.77 |
101.06 |
| S1 |
100.67 |
101.01 |
|