NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.09 |
99.57 |
-0.52 |
-0.5% |
101.18 |
High |
100.30 |
101.72 |
1.42 |
1.4% |
101.57 |
Low |
99.06 |
99.51 |
0.45 |
0.5% |
99.53 |
Close |
100.03 |
101.70 |
1.67 |
1.7% |
100.46 |
Range |
1.24 |
2.21 |
0.97 |
78.2% |
2.04 |
ATR |
1.50 |
1.55 |
0.05 |
3.4% |
0.00 |
Volume |
13,424 |
19,703 |
6,279 |
46.8% |
88,530 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.61 |
106.86 |
102.92 |
|
R3 |
105.40 |
104.65 |
102.31 |
|
R2 |
103.19 |
103.19 |
102.11 |
|
R1 |
102.44 |
102.44 |
101.90 |
102.82 |
PP |
100.98 |
100.98 |
100.98 |
101.16 |
S1 |
100.23 |
100.23 |
101.50 |
100.61 |
S2 |
98.77 |
98.77 |
101.29 |
|
S3 |
96.56 |
98.02 |
101.09 |
|
S4 |
94.35 |
95.81 |
100.48 |
|
|
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 |
101.72 |
98.96 |
2.76 |
2.7% |
1.41 |
1.4% |
99% |
True |
False |
16,654 |
10 |
103.73 |
98.96 |
4.77 |
4.7% |
1.46 |
1.4% |
57% |
False |
False |
16,453 |
20 |
104.67 |
98.96 |
5.71 |
5.6% |
1.51 |
1.5% |
48% |
False |
False |
15,279 |
40 |
106.22 |
97.46 |
8.76 |
8.6% |
1.48 |
1.5% |
48% |
False |
False |
12,613 |
60 |
106.22 |
96.87 |
9.35 |
9.2% |
1.37 |
1.3% |
52% |
False |
False |
11,724 |
80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.33 |
1.3% |
72% |
False |
False |
10,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.11 |
2.618 |
107.51 |
1.618 |
105.30 |
1.000 |
103.93 |
0.618 |
103.09 |
HIGH |
101.72 |
0.618 |
100.88 |
0.500 |
100.62 |
0.382 |
100.35 |
LOW |
99.51 |
0.618 |
98.14 |
1.000 |
97.30 |
1.618 |
95.93 |
2.618 |
93.72 |
4.250 |
90.12 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.34 |
101.25 |
PP |
100.98 |
100.79 |
S1 |
100.62 |
100.34 |
|