NYMEX Light Sweet Crude Oil Future March 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 |
99.88 |
100.46 |
0.58 |
0.6% |
98.70 |
High |
100.91 |
101.06 |
0.15 |
0.1% |
100.96 |
Low |
99.81 |
99.25 |
-0.56 |
-0.6% |
97.97 |
Close |
100.83 |
100.75 |
-0.08 |
-0.1% |
100.83 |
Range |
1.10 |
1.81 |
0.71 |
64.5% |
2.99 |
ATR |
1.41 |
1.44 |
0.03 |
2.0% |
0.00 |
Volume |
25,565 |
17,803 |
-7,762 |
-30.4% |
113,425 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.78 |
105.08 |
101.75 |
|
R3 |
103.97 |
103.27 |
101.25 |
|
R2 |
102.16 |
102.16 |
101.08 |
|
R1 |
101.46 |
101.46 |
100.92 |
101.81 |
PP |
100.35 |
100.35 |
100.35 |
100.53 |
S1 |
99.65 |
99.65 |
100.58 |
100.00 |
S2 |
98.54 |
98.54 |
100.42 |
|
S3 |
96.73 |
97.84 |
100.25 |
|
S4 |
94.92 |
96.03 |
99.75 |
|
|
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 |
101.06 |
98.08 |
2.98 |
3.0% |
1.47 |
1.5% |
90% |
True |
False |
22,952 |
10 |
101.06 |
97.97 |
3.09 |
3.1% |
1.33 |
1.3% |
90% |
True |
False |
21,475 |
20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.43 |
1.4% |
64% |
False |
False |
20,156 |
40 |
104.37 |
97.91 |
6.46 |
6.4% |
1.36 |
1.4% |
44% |
False |
False |
16,847 |
60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.33 |
1.3% |
54% |
False |
False |
15,056 |
80 |
104.37 |
89.48 |
14.89 |
14.8% |
1.29 |
1.3% |
76% |
False |
False |
14,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.75 |
2.618 |
105.80 |
1.618 |
103.99 |
1.000 |
102.87 |
0.618 |
102.18 |
HIGH |
101.06 |
0.618 |
100.37 |
0.500 |
100.16 |
0.382 |
99.94 |
LOW |
99.25 |
0.618 |
98.13 |
1.000 |
97.44 |
1.618 |
96.32 |
2.618 |
94.51 |
4.250 |
91.56 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.55 |
100.55 |
PP |
100.35 |
100.35 |
S1 |
100.16 |
100.16 |
|