NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.11 |
100.46 |
-0.65 |
-0.6% |
102.52 |
| High |
101.31 |
102.81 |
1.50 |
1.5% |
102.79 |
| Low |
100.02 |
100.37 |
0.35 |
0.3% |
100.61 |
| Close |
100.97 |
102.77 |
1.80 |
1.8% |
101.50 |
| Range |
1.29 |
2.44 |
1.15 |
89.1% |
2.18 |
| ATR |
1.63 |
1.69 |
0.06 |
3.6% |
0.00 |
| Volume |
29,700 |
32,181 |
2,481 |
8.4% |
188,956 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.30 |
108.48 |
104.11 |
|
| R3 |
106.86 |
106.04 |
103.44 |
|
| R2 |
104.42 |
104.42 |
103.22 |
|
| R1 |
103.60 |
103.60 |
102.99 |
104.01 |
| PP |
101.98 |
101.98 |
101.98 |
102.19 |
| S1 |
101.16 |
101.16 |
102.55 |
101.57 |
| S2 |
99.54 |
99.54 |
102.32 |
|
| S3 |
97.10 |
98.72 |
102.10 |
|
| S4 |
94.66 |
96.28 |
101.43 |
|
|
| 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 |
102.81 |
99.90 |
2.91 |
2.8% |
1.54 |
1.5% |
99% |
True |
False |
32,656 |
| 10 |
105.15 |
99.90 |
5.25 |
5.1% |
1.58 |
1.5% |
55% |
False |
False |
34,936 |
| 20 |
106.38 |
99.90 |
6.48 |
6.3% |
1.62 |
1.6% |
44% |
False |
False |
28,535 |
| 40 |
107.94 |
98.55 |
9.39 |
9.1% |
1.64 |
1.6% |
45% |
False |
False |
25,218 |
| 60 |
107.94 |
98.10 |
9.84 |
9.6% |
1.55 |
1.5% |
47% |
False |
False |
23,156 |
| 80 |
107.94 |
90.40 |
17.54 |
17.1% |
1.52 |
1.5% |
71% |
False |
False |
20,886 |
| 100 |
107.94 |
90.35 |
17.59 |
17.1% |
1.50 |
1.5% |
71% |
False |
False |
17,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.18 |
|
2.618 |
109.20 |
|
1.618 |
106.76 |
|
1.000 |
105.25 |
|
0.618 |
104.32 |
|
HIGH |
102.81 |
|
0.618 |
101.88 |
|
0.500 |
101.59 |
|
0.382 |
101.30 |
|
LOW |
100.37 |
|
0.618 |
98.86 |
|
1.000 |
97.93 |
|
1.618 |
96.42 |
|
2.618 |
93.98 |
|
4.250 |
90.00 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.38 |
102.30 |
| PP |
101.98 |
101.83 |
| S1 |
101.59 |
101.36 |
|