NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
100.22 |
99.71 |
-0.51 |
-0.5% |
101.18 |
High |
101.22 |
100.51 |
-0.71 |
-0.7% |
101.57 |
Low |
100.09 |
98.96 |
-1.13 |
-1.1% |
99.53 |
Close |
100.46 |
100.16 |
-0.30 |
-0.3% |
100.46 |
Range |
1.13 |
1.55 |
0.42 |
37.2% |
2.04 |
ATR |
1.51 |
1.52 |
0.00 |
0.2% |
0.00 |
Volume |
12,474 |
15,528 |
3,054 |
24.5% |
88,530 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.53 |
103.89 |
101.01 |
|
R3 |
102.98 |
102.34 |
100.59 |
|
R2 |
101.43 |
101.43 |
100.44 |
|
R1 |
100.79 |
100.79 |
100.30 |
101.11 |
PP |
99.88 |
99.88 |
99.88 |
100.04 |
S1 |
99.24 |
99.24 |
100.02 |
99.56 |
S2 |
98.33 |
98.33 |
99.88 |
|
S3 |
96.78 |
97.69 |
99.73 |
|
S4 |
95.23 |
96.14 |
99.31 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.64 |
105.59 |
101.58 |
|
R3 |
104.60 |
103.55 |
101.02 |
|
R2 |
102.56 |
102.56 |
100.83 |
|
R1 |
101.51 |
101.51 |
100.65 |
101.02 |
PP |
100.52 |
100.52 |
100.52 |
100.27 |
S1 |
99.47 |
99.47 |
100.27 |
98.98 |
S2 |
98.48 |
98.48 |
100.09 |
|
S3 |
96.44 |
97.43 |
99.90 |
|
S4 |
94.40 |
95.39 |
99.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.25 |
98.96 |
2.29 |
2.3% |
1.26 |
1.3% |
52% |
False |
True |
17,015 |
10 |
103.73 |
98.96 |
4.77 |
4.8% |
1.56 |
1.6% |
25% |
False |
True |
16,339 |
20 |
104.67 |
98.96 |
5.71 |
5.7% |
1.55 |
1.5% |
21% |
False |
True |
14,800 |
40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.46 |
1.5% |
31% |
False |
False |
12,143 |
60 |
106.22 |
96.28 |
9.94 |
9.9% |
1.34 |
1.3% |
39% |
False |
False |
11,534 |
80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.32 |
1.3% |
63% |
False |
False |
9,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.10 |
2.618 |
104.57 |
1.618 |
103.02 |
1.000 |
102.06 |
0.618 |
101.47 |
HIGH |
100.51 |
0.618 |
99.92 |
0.500 |
99.74 |
0.382 |
99.55 |
LOW |
98.96 |
0.618 |
98.00 |
1.000 |
97.41 |
1.618 |
96.45 |
2.618 |
94.90 |
4.250 |
92.37 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.02 |
100.14 |
PP |
99.88 |
100.11 |
S1 |
99.74 |
100.09 |
|