NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.88 |
97.64 |
-0.24 |
-0.2% |
95.10 |
High |
97.92 |
97.64 |
-0.28 |
-0.3% |
97.15 |
Low |
97.63 |
96.02 |
-1.61 |
-1.6% |
94.70 |
Close |
97.64 |
96.49 |
-1.15 |
-1.2% |
97.15 |
Range |
0.29 |
1.62 |
1.33 |
458.6% |
2.45 |
ATR |
0.91 |
0.96 |
0.05 |
5.5% |
0.00 |
Volume |
2,133 |
1,711 |
-422 |
-19.8% |
9,798 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.58 |
100.65 |
97.38 |
|
R3 |
99.96 |
99.03 |
96.94 |
|
R2 |
98.34 |
98.34 |
96.79 |
|
R1 |
97.41 |
97.41 |
96.64 |
97.07 |
PP |
96.72 |
96.72 |
96.72 |
96.54 |
S1 |
95.79 |
95.79 |
96.34 |
95.45 |
S2 |
95.10 |
95.10 |
96.19 |
|
S3 |
93.48 |
94.17 |
96.04 |
|
S4 |
91.86 |
92.55 |
95.60 |
|
|
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 |
95.98 |
1.94 |
2.0% |
0.86 |
0.9% |
26% |
False |
False |
1,839 |
10 |
97.92 |
94.70 |
3.22 |
3.3% |
0.87 |
0.9% |
56% |
False |
False |
1,703 |
20 |
97.92 |
94.70 |
3.22 |
3.3% |
0.79 |
0.8% |
56% |
False |
False |
1,568 |
40 |
99.49 |
94.70 |
4.79 |
5.0% |
0.74 |
0.8% |
37% |
False |
False |
1,827 |
60 |
99.49 |
93.82 |
5.67 |
5.9% |
0.71 |
0.7% |
47% |
False |
False |
2,042 |
80 |
99.49 |
88.01 |
11.48 |
11.9% |
0.62 |
0.6% |
74% |
False |
False |
2,192 |
100 |
99.49 |
88.01 |
11.48 |
11.9% |
0.57 |
0.6% |
74% |
False |
False |
2,407 |
120 |
99.49 |
86.92 |
12.57 |
13.0% |
0.52 |
0.5% |
76% |
False |
False |
2,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.53 |
2.618 |
101.88 |
1.618 |
100.26 |
1.000 |
99.26 |
0.618 |
98.64 |
HIGH |
97.64 |
0.618 |
97.02 |
0.500 |
96.83 |
0.382 |
96.64 |
LOW |
96.02 |
0.618 |
95.02 |
1.000 |
94.40 |
1.618 |
93.40 |
2.618 |
91.78 |
4.250 |
89.14 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
96.83 |
96.95 |
PP |
96.72 |
96.80 |
S1 |
96.60 |
96.64 |
|