NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
96.30 |
97.88 |
1.58 |
1.6% |
95.10 |
High |
97.38 |
97.92 |
0.54 |
0.6% |
97.15 |
Low |
95.98 |
97.63 |
1.65 |
1.7% |
94.70 |
Close |
97.38 |
97.64 |
0.26 |
0.3% |
97.15 |
Range |
1.40 |
0.29 |
-1.11 |
-79.3% |
2.45 |
ATR |
0.94 |
0.91 |
-0.03 |
-3.0% |
0.00 |
Volume |
1,077 |
2,133 |
1,056 |
98.1% |
9,798 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.60 |
98.41 |
97.80 |
|
R3 |
98.31 |
98.12 |
97.72 |
|
R2 |
98.02 |
98.02 |
97.69 |
|
R1 |
97.83 |
97.83 |
97.67 |
97.78 |
PP |
97.73 |
97.73 |
97.73 |
97.71 |
S1 |
97.54 |
97.54 |
97.61 |
97.49 |
S2 |
97.44 |
97.44 |
97.59 |
|
S3 |
97.15 |
97.25 |
97.56 |
|
S4 |
96.86 |
96.96 |
97.48 |
|
|
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 |
97.92 |
95.23 |
2.69 |
2.8% |
0.86 |
0.9% |
90% |
True |
False |
1,935 |
10 |
97.92 |
94.70 |
3.22 |
3.3% |
0.73 |
0.7% |
91% |
True |
False |
1,710 |
20 |
97.92 |
94.70 |
3.22 |
3.3% |
0.74 |
0.8% |
91% |
True |
False |
1,551 |
40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.71 |
0.7% |
61% |
False |
False |
1,860 |
60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.69 |
0.7% |
67% |
False |
False |
2,054 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.60 |
0.6% |
84% |
False |
False |
2,205 |
100 |
99.49 |
88.01 |
11.48 |
11.8% |
0.55 |
0.6% |
84% |
False |
False |
2,410 |
120 |
99.49 |
85.61 |
13.88 |
14.2% |
0.50 |
0.5% |
87% |
False |
False |
2,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.15 |
2.618 |
98.68 |
1.618 |
98.39 |
1.000 |
98.21 |
0.618 |
98.10 |
HIGH |
97.92 |
0.618 |
97.81 |
0.500 |
97.78 |
0.382 |
97.74 |
LOW |
97.63 |
0.618 |
97.45 |
1.000 |
97.34 |
1.618 |
97.16 |
2.618 |
96.87 |
4.250 |
96.40 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.78 |
97.41 |
PP |
97.73 |
97.18 |
S1 |
97.69 |
96.95 |
|