NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.46 |
101.88 |
-0.58 |
-0.6% |
101.10 |
High |
103.10 |
103.03 |
-0.07 |
-0.1% |
103.10 |
Low |
101.85 |
101.88 |
0.03 |
0.0% |
99.90 |
Close |
102.25 |
102.82 |
0.57 |
0.6% |
102.82 |
Range |
1.25 |
1.15 |
-0.10 |
-8.0% |
3.20 |
ATR |
1.65 |
1.62 |
-0.04 |
-2.2% |
0.00 |
Volume |
86,353 |
57,794 |
-28,559 |
-33.1% |
238,936 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.03 |
105.57 |
103.45 |
|
R3 |
104.88 |
104.42 |
103.14 |
|
R2 |
103.73 |
103.73 |
103.03 |
|
R1 |
103.27 |
103.27 |
102.93 |
103.50 |
PP |
102.58 |
102.58 |
102.58 |
102.69 |
S1 |
102.12 |
102.12 |
102.71 |
102.35 |
S2 |
101.43 |
101.43 |
102.61 |
|
S3 |
100.28 |
100.97 |
102.50 |
|
S4 |
99.13 |
99.82 |
102.19 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.54 |
110.38 |
104.58 |
|
R3 |
108.34 |
107.18 |
103.70 |
|
R2 |
105.14 |
105.14 |
103.41 |
|
R1 |
103.98 |
103.98 |
103.11 |
104.56 |
PP |
101.94 |
101.94 |
101.94 |
102.23 |
S1 |
100.78 |
100.78 |
102.53 |
101.36 |
S2 |
98.74 |
98.74 |
102.23 |
|
S3 |
95.54 |
97.58 |
101.94 |
|
S4 |
92.34 |
94.38 |
101.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.10 |
99.90 |
3.20 |
3.1% |
1.56 |
1.5% |
91% |
False |
False |
47,787 |
10 |
103.10 |
99.90 |
3.20 |
3.1% |
1.47 |
1.4% |
91% |
False |
False |
42,789 |
20 |
106.03 |
99.90 |
6.13 |
6.0% |
1.60 |
1.6% |
48% |
False |
False |
34,100 |
40 |
107.94 |
99.26 |
8.68 |
8.4% |
1.62 |
1.6% |
41% |
False |
False |
27,910 |
60 |
107.94 |
98.55 |
9.39 |
9.1% |
1.56 |
1.5% |
45% |
False |
False |
24,447 |
80 |
107.94 |
90.40 |
17.54 |
17.1% |
1.53 |
1.5% |
71% |
False |
False |
22,474 |
100 |
107.94 |
90.35 |
17.59 |
17.1% |
1.51 |
1.5% |
71% |
False |
False |
19,167 |
120 |
107.94 |
85.58 |
22.36 |
21.7% |
1.51 |
1.5% |
77% |
False |
False |
16,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.92 |
2.618 |
106.04 |
1.618 |
104.89 |
1.000 |
104.18 |
0.618 |
103.74 |
HIGH |
103.03 |
0.618 |
102.59 |
0.500 |
102.46 |
0.382 |
102.32 |
LOW |
101.88 |
0.618 |
101.17 |
1.000 |
100.73 |
1.618 |
100.02 |
2.618 |
98.87 |
4.250 |
96.99 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.70 |
102.46 |
PP |
102.58 |
102.10 |
S1 |
102.46 |
101.74 |
|