NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
99.71 |
100.09 |
0.38 |
0.4% |
101.18 |
High |
100.51 |
100.30 |
-0.21 |
-0.2% |
101.57 |
Low |
98.96 |
99.06 |
0.10 |
0.1% |
99.53 |
Close |
100.16 |
100.03 |
-0.13 |
-0.1% |
100.46 |
Range |
1.55 |
1.24 |
-0.31 |
-20.0% |
2.04 |
ATR |
1.52 |
1.50 |
-0.02 |
-1.3% |
0.00 |
Volume |
15,528 |
13,424 |
-2,104 |
-13.5% |
88,530 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.52 |
103.01 |
100.71 |
|
R3 |
102.28 |
101.77 |
100.37 |
|
R2 |
101.04 |
101.04 |
100.26 |
|
R1 |
100.53 |
100.53 |
100.14 |
100.17 |
PP |
99.80 |
99.80 |
99.80 |
99.61 |
S1 |
99.29 |
99.29 |
99.92 |
98.93 |
S2 |
98.56 |
98.56 |
99.80 |
|
S3 |
97.32 |
98.05 |
99.69 |
|
S4 |
96.08 |
96.81 |
99.35 |
|
|
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% |
47% |
False |
False |
16,512 |
10 |
103.73 |
98.96 |
4.77 |
4.8% |
1.53 |
1.5% |
22% |
False |
False |
15,956 |
20 |
104.67 |
98.96 |
5.71 |
5.7% |
1.46 |
1.5% |
19% |
False |
False |
15,008 |
40 |
106.22 |
97.46 |
8.76 |
8.8% |
1.47 |
1.5% |
29% |
False |
False |
12,291 |
60 |
106.22 |
96.47 |
9.75 |
9.7% |
1.35 |
1.3% |
37% |
False |
False |
11,619 |
80 |
106.22 |
90.05 |
16.17 |
16.2% |
1.31 |
1.3% |
62% |
False |
False |
10,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.57 |
2.618 |
103.55 |
1.618 |
102.31 |
1.000 |
101.54 |
0.618 |
101.07 |
HIGH |
100.30 |
0.618 |
99.83 |
0.500 |
99.68 |
0.382 |
99.53 |
LOW |
99.06 |
0.618 |
98.29 |
1.000 |
97.82 |
1.618 |
97.05 |
2.618 |
95.81 |
4.250 |
93.79 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
99.91 |
100.09 |
PP |
99.80 |
100.07 |
S1 |
99.68 |
100.05 |
|