NYMEX Light Sweet Crude Oil Future March 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 |
99.12 |
98.65 |
-0.47 |
-0.5% |
100.05 |
High |
99.28 |
100.64 |
1.36 |
1.4% |
100.34 |
Low |
98.08 |
98.59 |
0.51 |
0.5% |
98.50 |
Close |
99.06 |
100.63 |
1.57 |
1.6% |
99.37 |
Range |
1.20 |
2.05 |
0.85 |
70.8% |
1.84 |
ATR |
1.41 |
1.46 |
0.05 |
3.2% |
0.00 |
Volume |
15,260 |
21,296 |
6,036 |
39.6% |
106,002 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.10 |
105.42 |
101.76 |
|
R3 |
104.05 |
103.37 |
101.19 |
|
R2 |
102.00 |
102.00 |
101.01 |
|
R1 |
101.32 |
101.32 |
100.82 |
101.66 |
PP |
99.95 |
99.95 |
99.95 |
100.13 |
S1 |
99.27 |
99.27 |
100.44 |
99.61 |
S2 |
97.90 |
97.90 |
100.25 |
|
S3 |
95.85 |
97.22 |
100.07 |
|
S4 |
93.80 |
95.17 |
99.50 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.92 |
103.99 |
100.38 |
|
R3 |
103.08 |
102.15 |
99.88 |
|
R2 |
101.24 |
101.24 |
99.71 |
|
R1 |
100.31 |
100.31 |
99.54 |
99.86 |
PP |
99.40 |
99.40 |
99.40 |
99.18 |
S1 |
98.47 |
98.47 |
99.20 |
98.02 |
S2 |
97.56 |
97.56 |
99.03 |
|
S3 |
95.72 |
96.63 |
98.86 |
|
S4 |
93.88 |
94.79 |
98.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.64 |
97.97 |
2.67 |
2.7% |
1.34 |
1.3% |
100% |
True |
False |
18,629 |
10 |
102.29 |
97.97 |
4.32 |
4.3% |
1.36 |
1.3% |
62% |
False |
False |
20,300 |
20 |
103.14 |
97.97 |
5.17 |
5.1% |
1.41 |
1.4% |
51% |
False |
False |
18,193 |
40 |
104.37 |
96.50 |
7.87 |
7.8% |
1.37 |
1.4% |
52% |
False |
False |
15,707 |
60 |
104.37 |
95.82 |
8.55 |
8.5% |
1.31 |
1.3% |
56% |
False |
False |
14,865 |
80 |
104.37 |
89.48 |
14.89 |
14.8% |
1.28 |
1.3% |
75% |
False |
False |
13,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.35 |
2.618 |
106.01 |
1.618 |
103.96 |
1.000 |
102.69 |
0.618 |
101.91 |
HIGH |
100.64 |
0.618 |
99.86 |
0.500 |
99.62 |
0.382 |
99.37 |
LOW |
98.59 |
0.618 |
97.32 |
1.000 |
96.54 |
1.618 |
95.27 |
2.618 |
93.22 |
4.250 |
89.88 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.29 |
100.19 |
PP |
99.95 |
99.75 |
S1 |
99.62 |
99.31 |
|