NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
96.84 |
97.42 |
0.58 |
0.6% |
96.30 |
| High |
98.04 |
97.76 |
-0.28 |
-0.3% |
98.04 |
| Low |
96.84 |
97.00 |
0.16 |
0.2% |
95.98 |
| Close |
98.03 |
97.71 |
-0.32 |
-0.3% |
97.71 |
| Range |
1.20 |
0.76 |
-0.44 |
-36.7% |
2.06 |
| ATR |
1.01 |
1.01 |
0.00 |
0.2% |
0.00 |
| Volume |
2,271 |
3,748 |
1,477 |
65.0% |
10,940 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.77 |
99.50 |
98.13 |
|
| R3 |
99.01 |
98.74 |
97.92 |
|
| R2 |
98.25 |
98.25 |
97.85 |
|
| R1 |
97.98 |
97.98 |
97.78 |
98.12 |
| PP |
97.49 |
97.49 |
97.49 |
97.56 |
| S1 |
97.22 |
97.22 |
97.64 |
97.36 |
| S2 |
96.73 |
96.73 |
97.57 |
|
| S3 |
95.97 |
96.46 |
97.50 |
|
| S4 |
95.21 |
95.70 |
97.29 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.42 |
102.63 |
98.84 |
|
| R3 |
101.36 |
100.57 |
98.28 |
|
| R2 |
99.30 |
99.30 |
98.09 |
|
| R1 |
98.51 |
98.51 |
97.90 |
98.91 |
| PP |
97.24 |
97.24 |
97.24 |
97.44 |
| S1 |
96.45 |
96.45 |
97.52 |
96.85 |
| S2 |
95.18 |
95.18 |
97.33 |
|
| S3 |
93.12 |
94.39 |
97.14 |
|
| S4 |
91.06 |
92.33 |
96.58 |
|
|
| 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% |
1.05 |
1.1% |
84% |
False |
False |
2,188 |
| 10 |
98.04 |
94.70 |
3.34 |
3.4% |
0.95 |
1.0% |
90% |
False |
False |
2,073 |
| 20 |
98.04 |
94.70 |
3.34 |
3.4% |
0.84 |
0.9% |
90% |
False |
False |
1,768 |
| 40 |
99.49 |
94.70 |
4.79 |
4.9% |
0.75 |
0.8% |
63% |
False |
False |
1,895 |
| 60 |
99.49 |
93.82 |
5.67 |
5.8% |
0.73 |
0.7% |
69% |
False |
False |
1,971 |
| 80 |
99.49 |
88.01 |
11.48 |
11.7% |
0.64 |
0.7% |
84% |
False |
False |
2,223 |
| 100 |
99.49 |
88.01 |
11.48 |
11.7% |
0.58 |
0.6% |
84% |
False |
False |
2,449 |
| 120 |
99.49 |
87.56 |
11.93 |
12.2% |
0.53 |
0.5% |
85% |
False |
False |
2,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.99 |
|
2.618 |
99.75 |
|
1.618 |
98.99 |
|
1.000 |
98.52 |
|
0.618 |
98.23 |
|
HIGH |
97.76 |
|
0.618 |
97.47 |
|
0.500 |
97.38 |
|
0.382 |
97.29 |
|
LOW |
97.00 |
|
0.618 |
96.53 |
|
1.000 |
96.24 |
|
1.618 |
95.77 |
|
2.618 |
95.01 |
|
4.250 |
93.77 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.60 |
97.48 |
| PP |
97.49 |
97.26 |
| S1 |
97.38 |
97.03 |
|