NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.14 |
99.88 |
-0.26 |
-0.3% |
98.70 |
High |
100.96 |
100.91 |
-0.05 |
0.0% |
100.96 |
Low |
99.78 |
99.81 |
0.03 |
0.0% |
97.97 |
Close |
100.19 |
100.83 |
0.64 |
0.6% |
100.83 |
Range |
1.18 |
1.10 |
-0.08 |
-6.8% |
2.99 |
ATR |
1.44 |
1.41 |
-0.02 |
-1.7% |
0.00 |
Volume |
34,840 |
25,565 |
-9,275 |
-26.6% |
113,425 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.82 |
103.42 |
101.44 |
|
R3 |
102.72 |
102.32 |
101.13 |
|
R2 |
101.62 |
101.62 |
101.03 |
|
R1 |
101.22 |
101.22 |
100.93 |
101.42 |
PP |
100.52 |
100.52 |
100.52 |
100.62 |
S1 |
100.12 |
100.12 |
100.73 |
100.32 |
S2 |
99.42 |
99.42 |
100.63 |
|
S3 |
98.32 |
99.02 |
100.53 |
|
S4 |
97.22 |
97.92 |
100.23 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.89 |
107.85 |
102.47 |
|
R3 |
105.90 |
104.86 |
101.65 |
|
R2 |
102.91 |
102.91 |
101.38 |
|
R1 |
101.87 |
101.87 |
101.10 |
102.39 |
PP |
99.92 |
99.92 |
99.92 |
100.18 |
S1 |
98.88 |
98.88 |
100.56 |
99.40 |
S2 |
96.93 |
96.93 |
100.28 |
|
S3 |
93.94 |
95.89 |
100.01 |
|
S4 |
90.95 |
92.90 |
99.19 |
|
|
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% |
96% |
False |
False |
22,685 |
10 |
100.96 |
97.97 |
2.99 |
3.0% |
1.28 |
1.3% |
96% |
False |
False |
21,942 |
20 |
102.79 |
97.97 |
4.82 |
4.8% |
1.41 |
1.4% |
59% |
False |
False |
20,201 |
40 |
104.37 |
97.07 |
7.30 |
7.2% |
1.36 |
1.3% |
52% |
False |
False |
16,694 |
60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.32 |
1.3% |
55% |
False |
False |
15,068 |
80 |
104.37 |
89.48 |
14.89 |
14.8% |
1.28 |
1.3% |
76% |
False |
False |
14,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.59 |
2.618 |
103.79 |
1.618 |
102.69 |
1.000 |
102.01 |
0.618 |
101.59 |
HIGH |
100.91 |
0.618 |
100.49 |
0.500 |
100.36 |
0.382 |
100.23 |
LOW |
99.81 |
0.618 |
99.13 |
1.000 |
98.71 |
1.618 |
98.03 |
2.618 |
96.93 |
4.250 |
95.14 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.67 |
100.48 |
PP |
100.52 |
100.13 |
S1 |
100.36 |
99.78 |
|