NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.65 |
100.14 |
1.49 |
1.5% |
100.05 |
High |
100.64 |
100.96 |
0.32 |
0.3% |
100.34 |
Low |
98.59 |
99.78 |
1.19 |
1.2% |
98.50 |
Close |
100.63 |
100.19 |
-0.44 |
-0.4% |
99.37 |
Range |
2.05 |
1.18 |
-0.87 |
-42.4% |
1.84 |
ATR |
1.46 |
1.44 |
-0.02 |
-1.4% |
0.00 |
Volume |
21,296 |
34,840 |
13,544 |
63.6% |
106,002 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.85 |
103.20 |
100.84 |
|
R3 |
102.67 |
102.02 |
100.51 |
|
R2 |
101.49 |
101.49 |
100.41 |
|
R1 |
100.84 |
100.84 |
100.30 |
101.17 |
PP |
100.31 |
100.31 |
100.31 |
100.47 |
S1 |
99.66 |
99.66 |
100.08 |
99.99 |
S2 |
99.13 |
99.13 |
99.97 |
|
S3 |
97.95 |
98.48 |
99.87 |
|
S4 |
96.77 |
97.30 |
99.54 |
|
|
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 |
100.96 |
97.97 |
2.99 |
3.0% |
1.40 |
1.4% |
74% |
True |
False |
20,739 |
10 |
100.96 |
97.97 |
2.99 |
3.0% |
1.28 |
1.3% |
74% |
True |
False |
21,174 |
20 |
103.14 |
97.97 |
5.17 |
5.2% |
1.42 |
1.4% |
43% |
False |
False |
19,382 |
40 |
104.37 |
96.50 |
7.87 |
7.9% |
1.38 |
1.4% |
47% |
False |
False |
16,367 |
60 |
104.37 |
96.03 |
8.34 |
8.3% |
1.31 |
1.3% |
50% |
False |
False |
15,176 |
80 |
104.37 |
89.48 |
14.89 |
14.9% |
1.28 |
1.3% |
72% |
False |
False |
14,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.98 |
2.618 |
104.05 |
1.618 |
102.87 |
1.000 |
102.14 |
0.618 |
101.69 |
HIGH |
100.96 |
0.618 |
100.51 |
0.500 |
100.37 |
0.382 |
100.23 |
LOW |
99.78 |
0.618 |
99.05 |
1.000 |
98.60 |
1.618 |
97.87 |
2.618 |
96.69 |
4.250 |
94.77 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.37 |
99.97 |
PP |
100.31 |
99.74 |
S1 |
100.25 |
99.52 |
|