NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
95.10 |
95.17 |
0.07 |
0.1% |
95.70 |
High |
95.85 |
95.57 |
-0.28 |
-0.3% |
96.34 |
Low |
95.10 |
94.70 |
-0.40 |
-0.4% |
95.29 |
Close |
95.62 |
95.55 |
-0.07 |
-0.1% |
95.69 |
Range |
0.75 |
0.87 |
0.12 |
16.0% |
1.05 |
ATR |
0.89 |
0.89 |
0.00 |
0.3% |
0.00 |
Volume |
1,507 |
1,826 |
319 |
21.2% |
6,235 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.88 |
97.59 |
96.03 |
|
R3 |
97.01 |
96.72 |
95.79 |
|
R2 |
96.14 |
96.14 |
95.71 |
|
R1 |
95.85 |
95.85 |
95.63 |
96.00 |
PP |
95.27 |
95.27 |
95.27 |
95.35 |
S1 |
94.98 |
94.98 |
95.47 |
95.13 |
S2 |
94.40 |
94.40 |
95.39 |
|
S3 |
93.53 |
94.11 |
95.31 |
|
S4 |
92.66 |
93.24 |
95.07 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.92 |
98.36 |
96.27 |
|
R3 |
97.87 |
97.31 |
95.98 |
|
R2 |
96.82 |
96.82 |
95.88 |
|
R1 |
96.26 |
96.26 |
95.79 |
96.02 |
PP |
95.77 |
95.77 |
95.77 |
95.65 |
S1 |
95.21 |
95.21 |
95.59 |
94.97 |
S2 |
94.72 |
94.72 |
95.50 |
|
S3 |
93.67 |
94.16 |
95.40 |
|
S4 |
92.62 |
93.11 |
95.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.34 |
94.70 |
1.64 |
1.7% |
0.60 |
0.6% |
52% |
False |
True |
1,485 |
10 |
97.69 |
94.70 |
2.99 |
3.1% |
0.83 |
0.9% |
28% |
False |
True |
1,602 |
20 |
98.28 |
94.70 |
3.58 |
3.7% |
0.67 |
0.7% |
24% |
False |
True |
1,681 |
40 |
99.49 |
93.93 |
5.56 |
5.8% |
0.69 |
0.7% |
29% |
False |
False |
1,841 |
60 |
99.49 |
93.46 |
6.03 |
6.3% |
0.64 |
0.7% |
35% |
False |
False |
2,183 |
80 |
99.49 |
88.01 |
11.48 |
12.0% |
0.56 |
0.6% |
66% |
False |
False |
2,357 |
100 |
99.49 |
88.01 |
11.48 |
12.0% |
0.56 |
0.6% |
66% |
False |
False |
2,354 |
120 |
99.49 |
84.98 |
14.51 |
15.2% |
0.47 |
0.5% |
73% |
False |
False |
2,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.27 |
2.618 |
97.85 |
1.618 |
96.98 |
1.000 |
96.44 |
0.618 |
96.11 |
HIGH |
95.57 |
0.618 |
95.24 |
0.500 |
95.14 |
0.382 |
95.03 |
LOW |
94.70 |
0.618 |
94.16 |
1.000 |
93.83 |
1.618 |
93.29 |
2.618 |
92.42 |
4.250 |
91.00 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
95.41 |
95.54 |
PP |
95.27 |
95.53 |
S1 |
95.14 |
95.52 |
|