NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.32 |
96.79 |
-0.53 |
-0.5% |
98.30 |
| High |
98.16 |
97.60 |
-0.56 |
-0.6% |
98.34 |
| Low |
97.13 |
96.19 |
-0.94 |
-1.0% |
96.73 |
| Close |
97.43 |
97.27 |
-0.16 |
-0.2% |
97.43 |
| Range |
1.03 |
1.41 |
0.38 |
36.9% |
1.61 |
| ATR |
1.06 |
1.09 |
0.02 |
2.3% |
0.00 |
| Volume |
2,548 |
3,758 |
1,210 |
47.5% |
17,145 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.25 |
100.67 |
98.05 |
|
| R3 |
99.84 |
99.26 |
97.66 |
|
| R2 |
98.43 |
98.43 |
97.53 |
|
| R1 |
97.85 |
97.85 |
97.40 |
98.14 |
| PP |
97.02 |
97.02 |
97.02 |
97.17 |
| S1 |
96.44 |
96.44 |
97.14 |
96.73 |
| S2 |
95.61 |
95.61 |
97.01 |
|
| S3 |
94.20 |
95.03 |
96.88 |
|
| S4 |
92.79 |
93.62 |
96.49 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.33 |
101.49 |
98.32 |
|
| R3 |
100.72 |
99.88 |
97.87 |
|
| R2 |
99.11 |
99.11 |
97.73 |
|
| R1 |
98.27 |
98.27 |
97.58 |
97.89 |
| PP |
97.50 |
97.50 |
97.50 |
97.31 |
| S1 |
96.66 |
96.66 |
97.28 |
96.28 |
| S2 |
95.89 |
95.89 |
97.13 |
|
| S3 |
94.28 |
95.05 |
96.99 |
|
| S4 |
92.67 |
93.44 |
96.54 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.59 |
|
2.618 |
101.29 |
|
1.618 |
99.88 |
|
1.000 |
99.01 |
|
0.618 |
98.47 |
|
HIGH |
97.60 |
|
0.618 |
97.06 |
|
0.500 |
96.90 |
|
0.382 |
96.73 |
|
LOW |
96.19 |
|
0.618 |
95.32 |
|
1.000 |
94.78 |
|
1.618 |
93.91 |
|
2.618 |
92.50 |
|
4.250 |
90.20 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.15 |
97.24 |
| PP |
97.02 |
97.21 |
| S1 |
96.90 |
97.18 |
|