NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
102.45 |
102.84 |
0.39 |
0.4% |
101.10 |
High |
103.34 |
103.01 |
-0.33 |
-0.3% |
103.10 |
Low |
102.17 |
100.57 |
-1.60 |
-1.6% |
99.90 |
Close |
102.80 |
100.97 |
-1.83 |
-1.8% |
102.82 |
Range |
1.17 |
2.44 |
1.27 |
108.5% |
3.20 |
ATR |
1.60 |
1.66 |
0.06 |
3.8% |
0.00 |
Volume |
75,141 |
53,481 |
-21,660 |
-28.8% |
238,936 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.84 |
107.34 |
102.31 |
|
R3 |
106.40 |
104.90 |
101.64 |
|
R2 |
103.96 |
103.96 |
101.42 |
|
R1 |
102.46 |
102.46 |
101.19 |
101.99 |
PP |
101.52 |
101.52 |
101.52 |
101.28 |
S1 |
100.02 |
100.02 |
100.75 |
99.55 |
S2 |
99.08 |
99.08 |
100.52 |
|
S3 |
96.64 |
97.58 |
100.30 |
|
S4 |
94.20 |
95.14 |
99.63 |
|
|
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 |
100.57 |
2.77 |
2.7% |
1.56 |
1.5% |
14% |
False |
True |
61,240 |
10 |
103.34 |
99.90 |
3.44 |
3.4% |
1.55 |
1.5% |
31% |
False |
False |
46,948 |
20 |
105.15 |
99.90 |
5.25 |
5.2% |
1.64 |
1.6% |
20% |
False |
False |
38,745 |
40 |
107.94 |
99.90 |
8.04 |
8.0% |
1.64 |
1.6% |
13% |
False |
False |
30,152 |
60 |
107.94 |
98.55 |
9.39 |
9.3% |
1.59 |
1.6% |
26% |
False |
False |
25,978 |
80 |
107.94 |
90.40 |
17.54 |
17.4% |
1.55 |
1.5% |
60% |
False |
False |
24,208 |
100 |
107.94 |
90.35 |
17.59 |
17.4% |
1.51 |
1.5% |
60% |
False |
False |
20,671 |
120 |
107.94 |
87.41 |
20.53 |
20.3% |
1.52 |
1.5% |
66% |
False |
False |
18,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.38 |
2.618 |
109.40 |
1.618 |
106.96 |
1.000 |
105.45 |
0.618 |
104.52 |
HIGH |
103.01 |
0.618 |
102.08 |
0.500 |
101.79 |
0.382 |
101.50 |
LOW |
100.57 |
0.618 |
99.06 |
1.000 |
98.13 |
1.618 |
96.62 |
2.618 |
94.18 |
4.250 |
90.20 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.79 |
101.96 |
PP |
101.52 |
101.63 |
S1 |
101.24 |
101.30 |
|