NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.48 |
102.45 |
-0.03 |
0.0% |
101.10 |
High |
102.82 |
103.34 |
0.52 |
0.5% |
103.10 |
Low |
101.05 |
102.17 |
1.12 |
1.1% |
99.90 |
Close |
102.33 |
102.80 |
0.47 |
0.5% |
102.82 |
Range |
1.77 |
1.17 |
-0.60 |
-33.9% |
3.20 |
ATR |
1.63 |
1.60 |
-0.03 |
-2.0% |
0.00 |
Volume |
33,431 |
75,141 |
41,710 |
124.8% |
238,936 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.28 |
105.71 |
103.44 |
|
R3 |
105.11 |
104.54 |
103.12 |
|
R2 |
103.94 |
103.94 |
103.01 |
|
R1 |
103.37 |
103.37 |
102.91 |
103.66 |
PP |
102.77 |
102.77 |
102.77 |
102.91 |
S1 |
102.20 |
102.20 |
102.69 |
102.49 |
S2 |
101.60 |
101.60 |
102.59 |
|
S3 |
100.43 |
101.03 |
102.48 |
|
S4 |
99.26 |
99.86 |
102.16 |
|
|
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 |
103.34 |
100.37 |
2.97 |
2.9% |
1.56 |
1.5% |
82% |
True |
False |
56,980 |
10 |
103.34 |
99.90 |
3.44 |
3.3% |
1.47 |
1.4% |
84% |
True |
False |
45,843 |
20 |
105.15 |
99.90 |
5.25 |
5.1% |
1.56 |
1.5% |
55% |
False |
False |
37,320 |
40 |
107.94 |
99.90 |
8.04 |
7.8% |
1.61 |
1.6% |
36% |
False |
False |
29,303 |
60 |
107.94 |
98.55 |
9.39 |
9.1% |
1.56 |
1.5% |
45% |
False |
False |
25,261 |
80 |
107.94 |
90.40 |
17.54 |
17.1% |
1.53 |
1.5% |
71% |
False |
False |
23,664 |
100 |
107.94 |
90.35 |
17.59 |
17.1% |
1.50 |
1.5% |
71% |
False |
False |
20,174 |
120 |
107.94 |
87.01 |
20.93 |
20.4% |
1.51 |
1.5% |
75% |
False |
False |
17,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.31 |
2.618 |
106.40 |
1.618 |
105.23 |
1.000 |
104.51 |
0.618 |
104.06 |
HIGH |
103.34 |
0.618 |
102.89 |
0.500 |
102.76 |
0.382 |
102.62 |
LOW |
102.17 |
0.618 |
101.45 |
1.000 |
101.00 |
1.618 |
100.28 |
2.618 |
99.11 |
4.250 |
97.20 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
102.79 |
102.60 |
PP |
102.77 |
102.40 |
S1 |
102.76 |
102.20 |
|