NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.46 |
100.86 |
0.40 |
0.4% |
98.70 |
High |
101.06 |
101.69 |
0.63 |
0.6% |
100.96 |
Low |
99.25 |
100.56 |
1.31 |
1.3% |
97.97 |
Close |
100.75 |
101.21 |
0.46 |
0.5% |
100.83 |
Range |
1.81 |
1.13 |
-0.68 |
-37.6% |
2.99 |
ATR |
1.44 |
1.42 |
-0.02 |
-1.5% |
0.00 |
Volume |
17,803 |
46,241 |
28,438 |
159.7% |
113,425 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.54 |
104.01 |
101.83 |
|
R3 |
103.41 |
102.88 |
101.52 |
|
R2 |
102.28 |
102.28 |
101.42 |
|
R1 |
101.75 |
101.75 |
101.31 |
102.02 |
PP |
101.15 |
101.15 |
101.15 |
101.29 |
S1 |
100.62 |
100.62 |
101.11 |
100.89 |
S2 |
100.02 |
100.02 |
101.00 |
|
S3 |
98.89 |
99.49 |
100.90 |
|
S4 |
97.76 |
98.36 |
100.59 |
|
|
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 |
101.69 |
98.59 |
3.10 |
3.1% |
1.45 |
1.4% |
85% |
True |
False |
29,149 |
10 |
101.69 |
97.97 |
3.72 |
3.7% |
1.34 |
1.3% |
87% |
True |
False |
24,143 |
20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.39 |
1.4% |
75% |
False |
False |
21,505 |
40 |
104.37 |
97.97 |
6.40 |
6.3% |
1.36 |
1.3% |
51% |
False |
False |
17,767 |
60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.33 |
1.3% |
60% |
False |
False |
15,630 |
80 |
104.37 |
89.48 |
14.89 |
14.7% |
1.29 |
1.3% |
79% |
False |
False |
15,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.49 |
2.618 |
104.65 |
1.618 |
103.52 |
1.000 |
102.82 |
0.618 |
102.39 |
HIGH |
101.69 |
0.618 |
101.26 |
0.500 |
101.13 |
0.382 |
100.99 |
LOW |
100.56 |
0.618 |
99.86 |
1.000 |
99.43 |
1.618 |
98.73 |
2.618 |
97.60 |
4.250 |
95.76 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
101.18 |
100.96 |
PP |
101.15 |
100.72 |
S1 |
101.13 |
100.47 |
|