NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
97.64 |
96.84 |
-0.80 |
-0.8% |
95.10 |
High |
97.64 |
98.04 |
0.40 |
0.4% |
97.15 |
Low |
96.02 |
96.84 |
0.82 |
0.9% |
94.70 |
Close |
96.49 |
98.03 |
1.54 |
1.6% |
97.15 |
Range |
1.62 |
1.20 |
-0.42 |
-25.9% |
2.45 |
ATR |
0.96 |
1.01 |
0.04 |
4.3% |
0.00 |
Volume |
1,711 |
2,271 |
560 |
32.7% |
9,798 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.24 |
100.83 |
98.69 |
|
R3 |
100.04 |
99.63 |
98.36 |
|
R2 |
98.84 |
98.84 |
98.25 |
|
R1 |
98.43 |
98.43 |
98.14 |
98.64 |
PP |
97.64 |
97.64 |
97.64 |
97.74 |
S1 |
97.23 |
97.23 |
97.92 |
97.44 |
S2 |
96.44 |
96.44 |
97.81 |
|
S3 |
95.24 |
96.03 |
97.70 |
|
S4 |
94.04 |
94.83 |
97.37 |
|
|
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 |
98.04 |
95.98 |
2.06 |
2.1% |
0.98 |
1.0% |
100% |
True |
False |
1,682 |
10 |
98.04 |
94.70 |
3.34 |
3.4% |
0.96 |
1.0% |
100% |
True |
False |
1,794 |
20 |
98.04 |
94.70 |
3.34 |
3.4% |
0.83 |
0.8% |
100% |
True |
False |
1,641 |
40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.75 |
0.8% |
70% |
False |
False |
1,833 |
60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.72 |
0.7% |
74% |
False |
False |
2,065 |
80 |
99.49 |
88.01 |
11.48 |
11.7% |
0.63 |
0.6% |
87% |
False |
False |
2,207 |
100 |
99.49 |
88.01 |
11.48 |
11.7% |
0.58 |
0.6% |
87% |
False |
False |
2,422 |
120 |
99.49 |
87.20 |
12.29 |
12.5% |
0.53 |
0.5% |
88% |
False |
False |
2,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.14 |
2.618 |
101.18 |
1.618 |
99.98 |
1.000 |
99.24 |
0.618 |
98.78 |
HIGH |
98.04 |
0.618 |
97.58 |
0.500 |
97.44 |
0.382 |
97.30 |
LOW |
96.84 |
0.618 |
96.10 |
1.000 |
95.64 |
1.618 |
94.90 |
2.618 |
93.70 |
4.250 |
91.74 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
97.83 |
97.70 |
PP |
97.64 |
97.36 |
S1 |
97.44 |
97.03 |
|