NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
98.55 |
97.31 |
-1.24 |
-1.3% |
96.00 |
High |
98.60 |
99.00 |
0.40 |
0.4% |
98.04 |
Low |
96.71 |
97.26 |
0.55 |
0.6% |
95.31 |
Close |
97.27 |
98.83 |
1.56 |
1.6% |
98.04 |
Range |
1.89 |
1.74 |
-0.15 |
-7.9% |
2.73 |
ATR |
1.34 |
1.37 |
0.03 |
2.1% |
0.00 |
Volume |
21,781 |
22,665 |
884 |
4.1% |
107,476 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.58 |
102.95 |
99.79 |
|
R3 |
101.84 |
101.21 |
99.31 |
|
R2 |
100.10 |
100.10 |
99.15 |
|
R1 |
99.47 |
99.47 |
98.99 |
99.79 |
PP |
98.36 |
98.36 |
98.36 |
98.52 |
S1 |
97.73 |
97.73 |
98.67 |
98.05 |
S2 |
96.62 |
96.62 |
98.51 |
|
S3 |
94.88 |
95.99 |
98.35 |
|
S4 |
93.14 |
94.25 |
97.87 |
|
|
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 |
99.00 |
96.71 |
2.29 |
2.3% |
1.42 |
1.4% |
93% |
True |
False |
21,627 |
10 |
99.00 |
95.31 |
3.69 |
3.7% |
1.38 |
1.4% |
95% |
True |
False |
20,944 |
20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.39 |
1.4% |
90% |
False |
False |
21,314 |
40 |
100.65 |
95.31 |
5.34 |
5.4% |
1.32 |
1.3% |
66% |
False |
False |
21,091 |
60 |
100.65 |
93.99 |
6.66 |
6.7% |
1.26 |
1.3% |
73% |
False |
False |
20,032 |
80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.25 |
1.3% |
85% |
False |
False |
21,013 |
100 |
100.65 |
88.11 |
12.54 |
12.7% |
1.26 |
1.3% |
85% |
False |
False |
20,200 |
120 |
100.65 |
86.32 |
14.33 |
14.5% |
1.31 |
1.3% |
87% |
False |
False |
18,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.40 |
2.618 |
103.56 |
1.618 |
101.82 |
1.000 |
100.74 |
0.618 |
100.08 |
HIGH |
99.00 |
0.618 |
98.34 |
0.500 |
98.13 |
0.382 |
97.92 |
LOW |
97.26 |
0.618 |
96.18 |
1.000 |
95.52 |
1.618 |
94.44 |
2.618 |
92.70 |
4.250 |
89.87 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
98.60 |
98.51 |
PP |
98.36 |
98.18 |
S1 |
98.13 |
97.86 |
|