NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.88 |
102.48 |
0.60 |
0.6% |
101.10 |
| High |
103.03 |
102.82 |
-0.21 |
-0.2% |
103.10 |
| Low |
101.88 |
101.05 |
-0.83 |
-0.8% |
99.90 |
| Close |
102.82 |
102.33 |
-0.49 |
-0.5% |
102.82 |
| Range |
1.15 |
1.77 |
0.62 |
53.9% |
3.20 |
| ATR |
1.62 |
1.63 |
0.01 |
0.7% |
0.00 |
| Volume |
57,794 |
33,431 |
-24,363 |
-42.2% |
238,936 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.38 |
106.62 |
103.30 |
|
| R3 |
105.61 |
104.85 |
102.82 |
|
| R2 |
103.84 |
103.84 |
102.65 |
|
| R1 |
103.08 |
103.08 |
102.49 |
102.58 |
| PP |
102.07 |
102.07 |
102.07 |
101.81 |
| S1 |
101.31 |
101.31 |
102.17 |
100.81 |
| S2 |
100.30 |
100.30 |
102.01 |
|
| S3 |
98.53 |
99.54 |
101.84 |
|
| S4 |
96.76 |
97.77 |
101.36 |
|
|
| 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 |
100.02 |
3.08 |
3.0% |
1.58 |
1.5% |
75% |
False |
False |
47,891 |
| 10 |
103.10 |
99.90 |
3.20 |
3.1% |
1.48 |
1.4% |
76% |
False |
False |
41,734 |
| 20 |
105.15 |
99.90 |
5.25 |
5.1% |
1.61 |
1.6% |
46% |
False |
False |
34,779 |
| 40 |
107.94 |
99.90 |
8.04 |
7.9% |
1.62 |
1.6% |
30% |
False |
False |
28,007 |
| 60 |
107.94 |
98.55 |
9.39 |
9.2% |
1.56 |
1.5% |
40% |
False |
False |
24,395 |
| 80 |
107.94 |
90.40 |
17.54 |
17.1% |
1.54 |
1.5% |
68% |
False |
False |
22,831 |
| 100 |
107.94 |
90.35 |
17.59 |
17.2% |
1.50 |
1.5% |
68% |
False |
False |
19,452 |
| 120 |
107.94 |
85.58 |
22.36 |
21.9% |
1.51 |
1.5% |
75% |
False |
False |
17,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.34 |
|
2.618 |
107.45 |
|
1.618 |
105.68 |
|
1.000 |
104.59 |
|
0.618 |
103.91 |
|
HIGH |
102.82 |
|
0.618 |
102.14 |
|
0.500 |
101.94 |
|
0.382 |
101.73 |
|
LOW |
101.05 |
|
0.618 |
99.96 |
|
1.000 |
99.28 |
|
1.618 |
98.19 |
|
2.618 |
96.42 |
|
4.250 |
93.53 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.20 |
102.25 |
| PP |
102.07 |
102.16 |
| S1 |
101.94 |
102.08 |
|