NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
100.86 |
101.30 |
0.44 |
0.4% |
98.70 |
High |
101.69 |
101.32 |
-0.37 |
-0.4% |
100.96 |
Low |
100.56 |
99.23 |
-1.33 |
-1.3% |
97.97 |
Close |
101.21 |
99.61 |
-1.60 |
-1.6% |
100.83 |
Range |
1.13 |
2.09 |
0.96 |
85.0% |
2.99 |
ATR |
1.42 |
1.47 |
0.05 |
3.4% |
0.00 |
Volume |
46,241 |
31,651 |
-14,590 |
-31.6% |
113,425 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.32 |
105.06 |
100.76 |
|
R3 |
104.23 |
102.97 |
100.18 |
|
R2 |
102.14 |
102.14 |
99.99 |
|
R1 |
100.88 |
100.88 |
99.80 |
100.47 |
PP |
100.05 |
100.05 |
100.05 |
99.85 |
S1 |
98.79 |
98.79 |
99.42 |
98.38 |
S2 |
97.96 |
97.96 |
99.23 |
|
S3 |
95.87 |
96.70 |
99.04 |
|
S4 |
93.78 |
94.61 |
98.46 |
|
|
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 |
99.23 |
2.46 |
2.5% |
1.46 |
1.5% |
15% |
False |
True |
31,220 |
10 |
101.69 |
97.97 |
3.72 |
3.7% |
1.40 |
1.4% |
44% |
False |
False |
24,924 |
20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.43 |
1.4% |
38% |
False |
False |
22,205 |
40 |
104.37 |
97.97 |
6.40 |
6.4% |
1.39 |
1.4% |
26% |
False |
False |
18,297 |
60 |
104.37 |
96.50 |
7.87 |
7.9% |
1.36 |
1.4% |
40% |
False |
False |
15,958 |
80 |
104.37 |
89.48 |
14.89 |
14.9% |
1.31 |
1.3% |
68% |
False |
False |
15,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.20 |
2.618 |
106.79 |
1.618 |
104.70 |
1.000 |
103.41 |
0.618 |
102.61 |
HIGH |
101.32 |
0.618 |
100.52 |
0.500 |
100.28 |
0.382 |
100.03 |
LOW |
99.23 |
0.618 |
97.94 |
1.000 |
97.14 |
1.618 |
95.85 |
2.618 |
93.76 |
4.250 |
90.35 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.28 |
100.46 |
PP |
100.05 |
100.18 |
S1 |
99.83 |
99.89 |
|