NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
100.46 |
102.46 |
2.00 |
2.0% |
102.52 |
| High |
102.81 |
103.10 |
0.29 |
0.3% |
102.79 |
| Low |
100.37 |
101.85 |
1.48 |
1.5% |
100.61 |
| Close |
102.77 |
102.25 |
-0.52 |
-0.5% |
101.50 |
| Range |
2.44 |
1.25 |
-1.19 |
-48.8% |
2.18 |
| ATR |
1.69 |
1.65 |
-0.03 |
-1.8% |
0.00 |
| Volume |
32,181 |
86,353 |
54,172 |
168.3% |
188,956 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.15 |
105.45 |
102.94 |
|
| R3 |
104.90 |
104.20 |
102.59 |
|
| R2 |
103.65 |
103.65 |
102.48 |
|
| R1 |
102.95 |
102.95 |
102.36 |
102.68 |
| PP |
102.40 |
102.40 |
102.40 |
102.26 |
| S1 |
101.70 |
101.70 |
102.14 |
101.43 |
| S2 |
101.15 |
101.15 |
102.02 |
|
| S3 |
99.90 |
100.45 |
101.91 |
|
| S4 |
98.65 |
99.20 |
101.56 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.17 |
107.02 |
102.70 |
|
| R3 |
105.99 |
104.84 |
102.10 |
|
| R2 |
103.81 |
103.81 |
101.90 |
|
| R1 |
102.66 |
102.66 |
101.70 |
102.15 |
| PP |
101.63 |
101.63 |
101.63 |
101.38 |
| S1 |
100.48 |
100.48 |
101.30 |
99.97 |
| S2 |
99.45 |
99.45 |
101.10 |
|
| S3 |
97.27 |
98.30 |
100.90 |
|
| S4 |
95.09 |
96.12 |
100.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.10 |
99.90 |
3.20 |
3.1% |
1.58 |
1.5% |
73% |
True |
False |
40,936 |
| 10 |
103.48 |
99.90 |
3.58 |
3.5% |
1.48 |
1.4% |
66% |
False |
False |
39,862 |
| 20 |
106.38 |
99.90 |
6.48 |
6.3% |
1.62 |
1.6% |
36% |
False |
False |
31,879 |
| 40 |
107.94 |
98.55 |
9.39 |
9.2% |
1.65 |
1.6% |
39% |
False |
False |
26,995 |
| 60 |
107.94 |
98.36 |
9.58 |
9.4% |
1.55 |
1.5% |
41% |
False |
False |
24,239 |
| 80 |
107.94 |
90.40 |
17.54 |
17.2% |
1.53 |
1.5% |
68% |
False |
False |
21,874 |
| 100 |
107.94 |
90.35 |
17.59 |
17.2% |
1.51 |
1.5% |
68% |
False |
False |
18,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.41 |
|
2.618 |
106.37 |
|
1.618 |
105.12 |
|
1.000 |
104.35 |
|
0.618 |
103.87 |
|
HIGH |
103.10 |
|
0.618 |
102.62 |
|
0.500 |
102.48 |
|
0.382 |
102.33 |
|
LOW |
101.85 |
|
0.618 |
101.08 |
|
1.000 |
100.60 |
|
1.618 |
99.83 |
|
2.618 |
98.58 |
|
4.250 |
96.54 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.48 |
102.02 |
| PP |
102.40 |
101.79 |
| S1 |
102.33 |
101.56 |
|