NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
101.56 |
102.19 |
0.63 |
0.6% |
99.71 |
High |
102.52 |
102.19 |
-0.33 |
-0.3% |
102.03 |
Low |
101.40 |
99.93 |
-1.47 |
-1.4% |
98.96 |
Close |
102.04 |
100.32 |
-1.72 |
-1.7% |
101.85 |
Range |
1.12 |
2.26 |
1.14 |
101.8% |
3.07 |
ATR |
1.47 |
1.52 |
0.06 |
3.9% |
0.00 |
Volume |
45,164 |
28,298 |
-16,866 |
-37.3% |
112,991 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.59 |
106.22 |
101.56 |
|
R3 |
105.33 |
103.96 |
100.94 |
|
R2 |
103.07 |
103.07 |
100.73 |
|
R1 |
101.70 |
101.70 |
100.53 |
101.26 |
PP |
100.81 |
100.81 |
100.81 |
100.59 |
S1 |
99.44 |
99.44 |
100.11 |
99.00 |
S2 |
98.55 |
98.55 |
99.91 |
|
S3 |
96.29 |
97.18 |
99.70 |
|
S4 |
94.03 |
94.92 |
99.08 |
|
|
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 |
102.52 |
99.93 |
2.59 |
2.6% |
1.44 |
1.4% |
15% |
False |
True |
30,659 |
10 |
102.52 |
98.96 |
3.56 |
3.5% |
1.42 |
1.4% |
38% |
False |
False |
23,656 |
20 |
103.73 |
98.96 |
4.77 |
4.8% |
1.51 |
1.5% |
29% |
False |
False |
19,720 |
40 |
106.22 |
98.96 |
7.26 |
7.2% |
1.49 |
1.5% |
19% |
False |
False |
15,345 |
60 |
106.22 |
97.46 |
8.76 |
8.7% |
1.41 |
1.4% |
33% |
False |
False |
13,155 |
80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.35 |
1.3% |
64% |
False |
False |
11,900 |
100 |
106.22 |
90.05 |
16.17 |
16.1% |
1.33 |
1.3% |
64% |
False |
False |
10,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.80 |
2.618 |
108.11 |
1.618 |
105.85 |
1.000 |
104.45 |
0.618 |
103.59 |
HIGH |
102.19 |
0.618 |
101.33 |
0.500 |
101.06 |
0.382 |
100.79 |
LOW |
99.93 |
0.618 |
98.53 |
1.000 |
97.67 |
1.618 |
96.27 |
2.618 |
94.01 |
4.250 |
90.33 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.06 |
101.23 |
PP |
100.81 |
100.92 |
S1 |
100.57 |
100.62 |
|