NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.86 |
96.30 |
-0.56 |
-0.6% |
95.10 |
High |
97.15 |
97.38 |
0.23 |
0.2% |
97.15 |
Low |
96.77 |
95.98 |
-0.79 |
-0.8% |
94.70 |
Close |
97.15 |
97.38 |
0.23 |
0.2% |
97.15 |
Range |
0.38 |
1.40 |
1.02 |
268.4% |
2.45 |
ATR |
0.91 |
0.94 |
0.04 |
3.9% |
0.00 |
Volume |
1,222 |
1,077 |
-145 |
-11.9% |
9,798 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.11 |
100.65 |
98.15 |
|
R3 |
99.71 |
99.25 |
97.77 |
|
R2 |
98.31 |
98.31 |
97.64 |
|
R1 |
97.85 |
97.85 |
97.51 |
98.08 |
PP |
96.91 |
96.91 |
96.91 |
97.03 |
S1 |
96.45 |
96.45 |
97.25 |
96.68 |
S2 |
95.51 |
95.51 |
97.12 |
|
S3 |
94.11 |
95.05 |
97.00 |
|
S4 |
92.71 |
93.65 |
96.61 |
|
|
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 |
97.38 |
94.70 |
2.68 |
2.8% |
0.98 |
1.0% |
100% |
True |
False |
1,873 |
10 |
97.38 |
94.70 |
2.68 |
2.8% |
0.76 |
0.8% |
100% |
True |
False |
1,618 |
20 |
97.69 |
94.70 |
2.99 |
3.1% |
0.75 |
0.8% |
90% |
False |
False |
1,538 |
40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.73 |
0.7% |
56% |
False |
False |
1,864 |
60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.69 |
0.7% |
63% |
False |
False |
2,064 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.60 |
0.6% |
82% |
False |
False |
2,194 |
100 |
99.49 |
88.01 |
11.48 |
11.8% |
0.57 |
0.6% |
82% |
False |
False |
2,396 |
120 |
99.49 |
85.32 |
14.17 |
14.6% |
0.50 |
0.5% |
85% |
False |
False |
2,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.33 |
2.618 |
101.05 |
1.618 |
99.65 |
1.000 |
98.78 |
0.618 |
98.25 |
HIGH |
97.38 |
0.618 |
96.85 |
0.500 |
96.68 |
0.382 |
96.51 |
LOW |
95.98 |
0.618 |
95.11 |
1.000 |
94.58 |
1.618 |
93.71 |
2.618 |
92.31 |
4.250 |
90.03 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.15 |
97.15 |
PP |
96.91 |
96.91 |
S1 |
96.68 |
96.68 |
|