NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.05 |
95.98 |
-0.07 |
-0.1% |
97.51 |
High |
96.59 |
97.78 |
1.19 |
1.2% |
97.55 |
Low |
95.45 |
95.97 |
0.52 |
0.5% |
95.88 |
Close |
96.38 |
97.69 |
1.31 |
1.4% |
96.56 |
Range |
1.14 |
1.81 |
0.67 |
58.8% |
1.67 |
ATR |
1.32 |
1.35 |
0.04 |
2.7% |
0.00 |
Volume |
15,224 |
18,372 |
3,148 |
20.7% |
102,536 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.58 |
101.94 |
98.69 |
|
R3 |
100.77 |
100.13 |
98.19 |
|
R2 |
98.96 |
98.96 |
98.02 |
|
R1 |
98.32 |
98.32 |
97.86 |
98.64 |
PP |
97.15 |
97.15 |
97.15 |
97.31 |
S1 |
96.51 |
96.51 |
97.52 |
96.83 |
S2 |
95.34 |
95.34 |
97.36 |
|
S3 |
93.53 |
94.70 |
97.19 |
|
S4 |
91.72 |
92.89 |
96.69 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.67 |
100.79 |
97.48 |
|
R3 |
100.00 |
99.12 |
97.02 |
|
R2 |
98.33 |
98.33 |
96.87 |
|
R1 |
97.45 |
97.45 |
96.71 |
97.06 |
PP |
96.66 |
96.66 |
96.66 |
96.47 |
S1 |
95.78 |
95.78 |
96.41 |
95.39 |
S2 |
94.99 |
94.99 |
96.25 |
|
S3 |
93.32 |
94.11 |
96.10 |
|
S4 |
91.65 |
92.44 |
95.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.78 |
95.31 |
2.47 |
2.5% |
1.30 |
1.3% |
96% |
True |
False |
18,238 |
10 |
99.22 |
95.31 |
3.91 |
4.0% |
1.31 |
1.3% |
61% |
False |
False |
21,480 |
20 |
99.49 |
95.31 |
4.18 |
4.3% |
1.34 |
1.4% |
57% |
False |
False |
20,301 |
40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.28 |
1.3% |
56% |
False |
False |
19,899 |
60 |
100.65 |
93.97 |
6.68 |
6.8% |
1.21 |
1.2% |
56% |
False |
False |
20,520 |
80 |
100.65 |
88.11 |
12.54 |
12.8% |
1.24 |
1.3% |
76% |
False |
False |
20,561 |
100 |
100.65 |
88.11 |
12.54 |
12.8% |
1.26 |
1.3% |
76% |
False |
False |
19,570 |
120 |
100.65 |
84.84 |
15.81 |
16.2% |
1.31 |
1.3% |
81% |
False |
False |
18,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.47 |
2.618 |
102.52 |
1.618 |
100.71 |
1.000 |
99.59 |
0.618 |
98.90 |
HIGH |
97.78 |
0.618 |
97.09 |
0.500 |
96.88 |
0.382 |
96.66 |
LOW |
95.97 |
0.618 |
94.85 |
1.000 |
94.16 |
1.618 |
93.04 |
2.618 |
91.23 |
4.250 |
88.28 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.42 |
97.31 |
PP |
97.15 |
96.93 |
S1 |
96.88 |
96.55 |
|