NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
102.33 |
102.05 |
-0.28 |
-0.3% |
103.83 |
| High |
103.18 |
102.33 |
-0.85 |
-0.8% |
104.07 |
| Low |
101.85 |
100.64 |
-1.21 |
-1.2% |
101.57 |
| Close |
102.34 |
101.90 |
-0.44 |
-0.4% |
102.34 |
| Range |
1.33 |
1.69 |
0.36 |
27.1% |
2.50 |
| ATR |
1.80 |
1.79 |
-0.01 |
-0.4% |
0.00 |
| Volume |
89,608 |
101,531 |
11,923 |
13.3% |
552,278 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.69 |
105.99 |
102.83 |
|
| R3 |
105.00 |
104.30 |
102.36 |
|
| R2 |
103.31 |
103.31 |
102.21 |
|
| R1 |
102.61 |
102.61 |
102.05 |
102.12 |
| PP |
101.62 |
101.62 |
101.62 |
101.38 |
| S1 |
100.92 |
100.92 |
101.75 |
100.43 |
| S2 |
99.93 |
99.93 |
101.59 |
|
| S3 |
98.24 |
99.23 |
101.44 |
|
| S4 |
96.55 |
97.54 |
100.97 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.16 |
108.75 |
103.72 |
|
| R3 |
107.66 |
106.25 |
103.03 |
|
| R2 |
105.16 |
105.16 |
102.80 |
|
| R1 |
103.75 |
103.75 |
102.57 |
103.21 |
| PP |
102.66 |
102.66 |
102.66 |
102.39 |
| S1 |
101.25 |
101.25 |
102.11 |
100.71 |
| S2 |
100.16 |
100.16 |
101.88 |
|
| S3 |
97.66 |
98.75 |
101.65 |
|
| S4 |
95.16 |
96.25 |
100.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.35 |
100.64 |
2.71 |
2.7% |
1.44 |
1.4% |
46% |
False |
True |
107,659 |
| 10 |
106.68 |
100.64 |
6.04 |
5.9% |
1.77 |
1.7% |
21% |
False |
True |
105,624 |
| 20 |
108.12 |
100.64 |
7.48 |
7.3% |
1.85 |
1.8% |
17% |
False |
True |
89,577 |
| 40 |
109.70 |
99.65 |
10.05 |
9.9% |
1.80 |
1.8% |
22% |
False |
False |
79,828 |
| 60 |
109.70 |
98.37 |
11.33 |
11.1% |
1.71 |
1.7% |
31% |
False |
False |
78,886 |
| 80 |
109.70 |
91.05 |
18.65 |
18.3% |
1.74 |
1.7% |
58% |
False |
False |
79,438 |
| 100 |
109.70 |
90.69 |
19.01 |
18.7% |
1.75 |
1.7% |
59% |
False |
False |
75,042 |
| 120 |
109.70 |
85.52 |
24.18 |
23.7% |
1.81 |
1.8% |
68% |
False |
False |
72,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.51 |
|
2.618 |
106.75 |
|
1.618 |
105.06 |
|
1.000 |
104.02 |
|
0.618 |
103.37 |
|
HIGH |
102.33 |
|
0.618 |
101.68 |
|
0.500 |
101.49 |
|
0.382 |
101.29 |
|
LOW |
100.64 |
|
0.618 |
99.60 |
|
1.000 |
98.95 |
|
1.618 |
97.91 |
|
2.618 |
96.22 |
|
4.250 |
93.46 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.76 |
101.91 |
| PP |
101.62 |
101.91 |
| S1 |
101.49 |
101.90 |
|