NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.62 |
103.82 |
2.20 |
2.2% |
104.89 |
| High |
104.23 |
104.38 |
0.15 |
0.1% |
105.12 |
| Low |
101.43 |
102.87 |
1.44 |
1.4% |
102.20 |
| Close |
104.10 |
103.31 |
-0.79 |
-0.8% |
102.87 |
| Range |
2.80 |
1.51 |
-1.29 |
-46.1% |
2.92 |
| ATR |
1.92 |
1.89 |
-0.03 |
-1.5% |
0.00 |
| Volume |
300,526 |
226,225 |
-74,301 |
-24.7% |
1,135,207 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.05 |
107.19 |
104.14 |
|
| R3 |
106.54 |
105.68 |
103.73 |
|
| R2 |
105.03 |
105.03 |
103.59 |
|
| R1 |
104.17 |
104.17 |
103.45 |
103.85 |
| PP |
103.52 |
103.52 |
103.52 |
103.36 |
| S1 |
102.66 |
102.66 |
103.17 |
102.34 |
| S2 |
102.01 |
102.01 |
103.03 |
|
| S3 |
100.50 |
101.15 |
102.89 |
|
| S4 |
98.99 |
99.64 |
102.48 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.16 |
110.43 |
104.48 |
|
| R3 |
109.24 |
107.51 |
103.67 |
|
| R2 |
106.32 |
106.32 |
103.41 |
|
| R1 |
104.59 |
104.59 |
103.14 |
104.00 |
| PP |
103.40 |
103.40 |
103.40 |
103.10 |
| S1 |
101.67 |
101.67 |
102.60 |
101.08 |
| S2 |
100.48 |
100.48 |
102.33 |
|
| S3 |
97.56 |
98.75 |
102.07 |
|
| S4 |
94.64 |
95.83 |
101.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.38 |
101.05 |
3.33 |
3.2% |
1.79 |
1.7% |
68% |
True |
False |
241,757 |
| 10 |
106.11 |
101.05 |
5.06 |
4.9% |
1.68 |
1.6% |
45% |
False |
False |
236,205 |
| 20 |
109.68 |
101.05 |
8.63 |
8.4% |
1.85 |
1.8% |
26% |
False |
False |
192,854 |
| 40 |
111.34 |
100.80 |
10.54 |
10.2% |
1.90 |
1.8% |
24% |
False |
False |
130,194 |
| 60 |
111.34 |
100.80 |
10.54 |
10.2% |
1.83 |
1.8% |
24% |
False |
False |
99,744 |
| 80 |
111.34 |
91.95 |
19.39 |
18.8% |
1.80 |
1.7% |
59% |
False |
False |
82,918 |
| 100 |
111.34 |
91.22 |
20.12 |
19.5% |
1.78 |
1.7% |
60% |
False |
False |
69,388 |
| 120 |
111.34 |
85.96 |
25.38 |
24.6% |
1.78 |
1.7% |
68% |
False |
False |
59,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.80 |
|
2.618 |
108.33 |
|
1.618 |
106.82 |
|
1.000 |
105.89 |
|
0.618 |
105.31 |
|
HIGH |
104.38 |
|
0.618 |
103.80 |
|
0.500 |
103.63 |
|
0.382 |
103.45 |
|
LOW |
102.87 |
|
0.618 |
101.94 |
|
1.000 |
101.36 |
|
1.618 |
100.43 |
|
2.618 |
98.92 |
|
4.250 |
96.45 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.63 |
103.11 |
| PP |
103.52 |
102.92 |
| S1 |
103.42 |
102.72 |
|