NYMEX Light Sweet Crude Oil Future April 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 |
99.44 |
99.88 |
0.44 |
0.4% |
97.55 |
High |
99.97 |
100.63 |
0.66 |
0.7% |
99.88 |
Low |
98.43 |
99.87 |
1.44 |
1.5% |
97.00 |
Close |
99.89 |
100.30 |
0.41 |
0.4% |
99.84 |
Range |
1.54 |
0.76 |
-0.78 |
-50.6% |
2.88 |
ATR |
1.24 |
1.20 |
-0.03 |
-2.8% |
0.00 |
Volume |
4,727 |
10,329 |
5,602 |
118.5% |
38,823 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.55 |
102.18 |
100.72 |
|
R3 |
101.79 |
101.42 |
100.51 |
|
R2 |
101.03 |
101.03 |
100.44 |
|
R1 |
100.66 |
100.66 |
100.37 |
100.85 |
PP |
100.27 |
100.27 |
100.27 |
100.36 |
S1 |
99.90 |
99.90 |
100.23 |
100.09 |
S2 |
99.51 |
99.51 |
100.16 |
|
S3 |
98.75 |
99.14 |
100.09 |
|
S4 |
97.99 |
98.38 |
99.88 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.55 |
106.57 |
101.42 |
|
R3 |
104.67 |
103.69 |
100.63 |
|
R2 |
101.79 |
101.79 |
100.37 |
|
R1 |
100.81 |
100.81 |
100.10 |
101.30 |
PP |
98.91 |
98.91 |
98.91 |
99.15 |
S1 |
97.93 |
97.93 |
99.58 |
98.42 |
S2 |
96.03 |
96.03 |
99.31 |
|
S3 |
93.15 |
95.05 |
99.05 |
|
S4 |
90.27 |
92.17 |
98.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.63 |
97.67 |
2.96 |
3.0% |
1.18 |
1.2% |
89% |
True |
False |
8,518 |
10 |
100.63 |
97.00 |
3.63 |
3.6% |
1.15 |
1.1% |
91% |
True |
False |
6,958 |
20 |
100.86 |
97.00 |
3.86 |
3.8% |
1.18 |
1.2% |
85% |
False |
False |
6,390 |
40 |
103.06 |
97.00 |
6.06 |
6.0% |
1.11 |
1.1% |
54% |
False |
False |
5,376 |
60 |
103.06 |
95.56 |
7.50 |
7.5% |
1.02 |
1.0% |
63% |
False |
False |
4,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.86 |
2.618 |
102.62 |
1.618 |
101.86 |
1.000 |
101.39 |
0.618 |
101.10 |
HIGH |
100.63 |
0.618 |
100.34 |
0.500 |
100.25 |
0.382 |
100.16 |
LOW |
99.87 |
0.618 |
99.40 |
1.000 |
99.11 |
1.618 |
98.64 |
2.618 |
97.88 |
4.250 |
96.64 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
100.28 |
100.04 |
PP |
100.27 |
99.79 |
S1 |
100.25 |
99.53 |
|