NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
102.84 |
100.83 |
-2.01 |
-2.0% |
101.10 |
| High |
103.01 |
102.91 |
-0.10 |
-0.1% |
103.10 |
| Low |
100.57 |
100.63 |
0.06 |
0.1% |
99.90 |
| Close |
100.97 |
102.49 |
1.52 |
1.5% |
102.82 |
| Range |
2.44 |
2.28 |
-0.16 |
-6.6% |
3.20 |
| ATR |
1.66 |
1.70 |
0.04 |
2.7% |
0.00 |
| Volume |
53,481 |
65,675 |
12,194 |
22.8% |
238,936 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.85 |
107.95 |
103.74 |
|
| R3 |
106.57 |
105.67 |
103.12 |
|
| R2 |
104.29 |
104.29 |
102.91 |
|
| R1 |
103.39 |
103.39 |
102.70 |
103.84 |
| PP |
102.01 |
102.01 |
102.01 |
102.24 |
| S1 |
101.11 |
101.11 |
102.28 |
101.56 |
| S2 |
99.73 |
99.73 |
102.07 |
|
| S3 |
97.45 |
98.83 |
101.86 |
|
| S4 |
95.17 |
96.55 |
101.24 |
|
|
| 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% |
1.76 |
1.7% |
69% |
False |
False |
57,104 |
| 10 |
103.34 |
99.90 |
3.44 |
3.4% |
1.67 |
1.6% |
75% |
False |
False |
49,020 |
| 20 |
105.15 |
99.90 |
5.25 |
5.1% |
1.67 |
1.6% |
49% |
False |
False |
41,023 |
| 40 |
107.94 |
99.90 |
8.04 |
7.8% |
1.67 |
1.6% |
32% |
False |
False |
31,338 |
| 60 |
107.94 |
98.55 |
9.39 |
9.2% |
1.60 |
1.6% |
42% |
False |
False |
26,859 |
| 80 |
107.94 |
90.40 |
17.54 |
17.1% |
1.57 |
1.5% |
69% |
False |
False |
24,940 |
| 100 |
107.94 |
90.35 |
17.59 |
17.2% |
1.52 |
1.5% |
69% |
False |
False |
21,277 |
| 120 |
107.94 |
87.41 |
20.53 |
20.0% |
1.53 |
1.5% |
73% |
False |
False |
18,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.60 |
|
2.618 |
108.88 |
|
1.618 |
106.60 |
|
1.000 |
105.19 |
|
0.618 |
104.32 |
|
HIGH |
102.91 |
|
0.618 |
102.04 |
|
0.500 |
101.77 |
|
0.382 |
101.50 |
|
LOW |
100.63 |
|
0.618 |
99.22 |
|
1.000 |
98.35 |
|
1.618 |
96.94 |
|
2.618 |
94.66 |
|
4.250 |
90.94 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.25 |
102.31 |
| PP |
102.01 |
102.13 |
| S1 |
101.77 |
101.96 |
|