NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.08 |
101.47 |
0.39 |
0.4% |
99.71 |
| High |
101.98 |
101.96 |
-0.02 |
0.0% |
102.03 |
| Low |
101.05 |
100.22 |
-0.83 |
-0.8% |
98.96 |
| Close |
101.85 |
101.56 |
-0.29 |
-0.3% |
101.85 |
| Range |
0.93 |
1.74 |
0.81 |
87.1% |
3.07 |
| ATR |
1.48 |
1.50 |
0.02 |
1.3% |
0.00 |
| Volume |
26,399 |
15,498 |
-10,901 |
-41.3% |
112,991 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.47 |
105.75 |
102.52 |
|
| R3 |
104.73 |
104.01 |
102.04 |
|
| R2 |
102.99 |
102.99 |
101.88 |
|
| R1 |
102.27 |
102.27 |
101.72 |
102.63 |
| PP |
101.25 |
101.25 |
101.25 |
101.43 |
| S1 |
100.53 |
100.53 |
101.40 |
100.89 |
| S2 |
99.51 |
99.51 |
101.24 |
|
| S3 |
97.77 |
98.79 |
101.08 |
|
| S4 |
96.03 |
97.05 |
100.60 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.16 |
109.07 |
103.54 |
|
| R3 |
107.09 |
106.00 |
102.69 |
|
| R2 |
104.02 |
104.02 |
102.41 |
|
| R1 |
102.93 |
102.93 |
102.13 |
103.48 |
| PP |
100.95 |
100.95 |
100.95 |
101.22 |
| S1 |
99.86 |
99.86 |
101.57 |
100.41 |
| S2 |
97.88 |
97.88 |
101.29 |
|
| S3 |
94.81 |
96.79 |
101.01 |
|
| S4 |
91.74 |
93.72 |
100.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.03 |
99.06 |
2.97 |
2.9% |
1.45 |
1.4% |
84% |
False |
False |
22,592 |
| 10 |
102.03 |
98.96 |
3.07 |
3.0% |
1.36 |
1.3% |
85% |
False |
False |
19,803 |
| 20 |
103.73 |
98.96 |
4.77 |
4.7% |
1.50 |
1.5% |
55% |
False |
False |
17,724 |
| 40 |
106.22 |
98.96 |
7.26 |
7.1% |
1.47 |
1.4% |
36% |
False |
False |
13,972 |
| 60 |
106.22 |
97.46 |
8.76 |
8.6% |
1.39 |
1.4% |
47% |
False |
False |
12,188 |
| 80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.33 |
1.3% |
71% |
False |
False |
11,063 |
| 100 |
106.22 |
90.05 |
16.17 |
15.9% |
1.32 |
1.3% |
71% |
False |
False |
9,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.36 |
|
2.618 |
106.52 |
|
1.618 |
104.78 |
|
1.000 |
103.70 |
|
0.618 |
103.04 |
|
HIGH |
101.96 |
|
0.618 |
101.30 |
|
0.500 |
101.09 |
|
0.382 |
100.88 |
|
LOW |
100.22 |
|
0.618 |
99.14 |
|
1.000 |
98.48 |
|
1.618 |
97.40 |
|
2.618 |
95.66 |
|
4.250 |
92.83 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.40 |
101.42 |
| PP |
101.25 |
101.27 |
| S1 |
101.09 |
101.13 |
|