NYMEX Light Sweet Crude Oil Future July 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 |
96.99 |
96.86 |
-0.13 |
-0.1% |
95.10 |
High |
96.99 |
97.15 |
0.16 |
0.2% |
97.15 |
Low |
96.36 |
96.77 |
0.41 |
0.4% |
94.70 |
Close |
96.40 |
97.15 |
0.75 |
0.8% |
97.15 |
Range |
0.63 |
0.38 |
-0.25 |
-39.7% |
2.45 |
ATR |
0.92 |
0.91 |
-0.01 |
-1.3% |
0.00 |
Volume |
3,056 |
1,222 |
-1,834 |
-60.0% |
9,798 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.16 |
98.04 |
97.36 |
|
R3 |
97.78 |
97.66 |
97.25 |
|
R2 |
97.40 |
97.40 |
97.22 |
|
R1 |
97.28 |
97.28 |
97.18 |
97.34 |
PP |
97.02 |
97.02 |
97.02 |
97.06 |
S1 |
96.90 |
96.90 |
97.12 |
96.96 |
S2 |
96.64 |
96.64 |
97.08 |
|
S3 |
96.26 |
96.52 |
97.05 |
|
S4 |
95.88 |
96.14 |
96.94 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.68 |
102.87 |
98.50 |
|
R3 |
101.23 |
100.42 |
97.82 |
|
R2 |
98.78 |
98.78 |
97.60 |
|
R1 |
97.97 |
97.97 |
97.37 |
98.38 |
PP |
96.33 |
96.33 |
96.33 |
96.54 |
S1 |
95.52 |
95.52 |
96.93 |
95.93 |
S2 |
93.88 |
93.88 |
96.70 |
|
S3 |
91.43 |
93.07 |
96.48 |
|
S4 |
88.98 |
90.62 |
95.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.15 |
94.70 |
2.45 |
2.5% |
0.85 |
0.9% |
100% |
True |
False |
1,959 |
10 |
97.15 |
94.70 |
2.45 |
2.5% |
0.68 |
0.7% |
100% |
True |
False |
1,603 |
20 |
98.04 |
94.70 |
3.34 |
3.4% |
0.71 |
0.7% |
73% |
False |
False |
1,562 |
40 |
99.49 |
94.16 |
5.33 |
5.5% |
0.72 |
0.7% |
56% |
False |
False |
1,881 |
60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.67 |
0.7% |
59% |
False |
False |
2,107 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.58 |
0.6% |
80% |
False |
False |
2,203 |
100 |
99.49 |
88.01 |
11.48 |
11.8% |
0.56 |
0.6% |
80% |
False |
False |
2,399 |
120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.49 |
0.5% |
84% |
False |
False |
2,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.77 |
2.618 |
98.14 |
1.618 |
97.76 |
1.000 |
97.53 |
0.618 |
97.38 |
HIGH |
97.15 |
0.618 |
97.00 |
0.500 |
96.96 |
0.382 |
96.92 |
LOW |
96.77 |
0.618 |
96.54 |
1.000 |
96.39 |
1.618 |
96.16 |
2.618 |
95.78 |
4.250 |
95.16 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.09 |
96.83 |
PP |
97.02 |
96.51 |
S1 |
96.96 |
96.19 |
|