NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.18 |
97.08 |
-0.10 |
-0.1% |
96.00 |
High |
98.00 |
98.04 |
0.04 |
0.0% |
98.04 |
Low |
96.86 |
97.08 |
0.22 |
0.2% |
95.31 |
Close |
97.32 |
98.04 |
0.72 |
0.7% |
98.04 |
Range |
1.14 |
0.96 |
-0.18 |
-15.8% |
2.73 |
ATR |
1.34 |
1.31 |
-0.03 |
-2.0% |
0.00 |
Volume |
31,620 |
20,463 |
-11,157 |
-35.3% |
107,476 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.60 |
100.28 |
98.57 |
|
R3 |
99.64 |
99.32 |
98.30 |
|
R2 |
98.68 |
98.68 |
98.22 |
|
R1 |
98.36 |
98.36 |
98.13 |
98.52 |
PP |
97.72 |
97.72 |
97.72 |
97.80 |
S1 |
97.40 |
97.40 |
97.95 |
97.56 |
S2 |
96.76 |
96.76 |
97.86 |
|
S3 |
95.80 |
96.44 |
97.78 |
|
S4 |
94.84 |
95.48 |
97.51 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.32 |
104.41 |
99.54 |
|
R3 |
102.59 |
101.68 |
98.79 |
|
R2 |
99.86 |
99.86 |
98.54 |
|
R1 |
98.95 |
98.95 |
98.29 |
99.41 |
PP |
97.13 |
97.13 |
97.13 |
97.36 |
S1 |
96.22 |
96.22 |
97.79 |
96.68 |
S2 |
94.40 |
94.40 |
97.54 |
|
S3 |
91.67 |
93.49 |
97.29 |
|
S4 |
88.94 |
90.76 |
96.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.04 |
95.31 |
2.73 |
2.8% |
1.30 |
1.3% |
100% |
True |
False |
21,495 |
10 |
98.04 |
95.31 |
2.73 |
2.8% |
1.22 |
1.2% |
100% |
True |
False |
21,001 |
20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.34 |
1.4% |
70% |
False |
False |
21,177 |
40 |
100.65 |
94.64 |
6.01 |
6.1% |
1.27 |
1.3% |
57% |
False |
False |
20,524 |
60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.22 |
1.2% |
61% |
False |
False |
20,225 |
80 |
100.65 |
88.11 |
12.54 |
12.8% |
1.23 |
1.3% |
79% |
False |
False |
20,774 |
100 |
100.65 |
88.11 |
12.54 |
12.8% |
1.26 |
1.3% |
79% |
False |
False |
19,882 |
120 |
100.65 |
84.84 |
15.81 |
16.1% |
1.30 |
1.3% |
83% |
False |
False |
18,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.12 |
2.618 |
100.55 |
1.618 |
99.59 |
1.000 |
99.00 |
0.618 |
98.63 |
HIGH |
98.04 |
0.618 |
97.67 |
0.500 |
97.56 |
0.382 |
97.45 |
LOW |
97.08 |
0.618 |
96.49 |
1.000 |
96.12 |
1.618 |
95.53 |
2.618 |
94.57 |
4.250 |
93.00 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.88 |
97.70 |
PP |
97.72 |
97.35 |
S1 |
97.56 |
97.01 |
|