NYMEX Light Sweet Crude Oil Future February 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 |
99.57 |
101.25 |
1.68 |
1.7% |
101.18 |
| High |
101.72 |
102.03 |
0.31 |
0.3% |
101.57 |
| Low |
99.51 |
100.89 |
1.38 |
1.4% |
99.53 |
| Close |
101.70 |
101.25 |
-0.45 |
-0.4% |
100.46 |
| Range |
2.21 |
1.14 |
-1.07 |
-48.4% |
2.04 |
| ATR |
1.55 |
1.52 |
-0.03 |
-1.9% |
0.00 |
| Volume |
19,703 |
37,937 |
18,234 |
92.5% |
88,530 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.81 |
104.17 |
101.88 |
|
| R3 |
103.67 |
103.03 |
101.56 |
|
| R2 |
102.53 |
102.53 |
101.46 |
|
| R1 |
101.89 |
101.89 |
101.35 |
101.82 |
| PP |
101.39 |
101.39 |
101.39 |
101.36 |
| S1 |
100.75 |
100.75 |
101.15 |
100.68 |
| S2 |
100.25 |
100.25 |
101.04 |
|
| S3 |
99.11 |
99.61 |
100.94 |
|
| S4 |
97.97 |
98.47 |
100.62 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.64 |
105.59 |
101.58 |
|
| R3 |
104.60 |
103.55 |
101.02 |
|
| R2 |
102.56 |
102.56 |
100.83 |
|
| R1 |
101.51 |
101.51 |
100.65 |
101.02 |
| PP |
100.52 |
100.52 |
100.52 |
100.27 |
| S1 |
99.47 |
99.47 |
100.27 |
98.98 |
| S2 |
98.48 |
98.48 |
100.09 |
|
| S3 |
96.44 |
97.43 |
99.90 |
|
| S4 |
94.40 |
95.39 |
99.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.03 |
98.96 |
3.07 |
3.0% |
1.45 |
1.4% |
75% |
True |
False |
19,813 |
| 10 |
102.15 |
98.96 |
3.19 |
3.2% |
1.36 |
1.3% |
72% |
False |
False |
18,838 |
| 20 |
104.67 |
98.96 |
5.71 |
5.6% |
1.52 |
1.5% |
40% |
False |
False |
16,606 |
| 40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.49 |
1.5% |
43% |
False |
False |
13,422 |
| 60 |
106.22 |
97.05 |
9.17 |
9.1% |
1.38 |
1.4% |
46% |
False |
False |
12,149 |
| 80 |
106.22 |
90.05 |
16.17 |
16.0% |
1.33 |
1.3% |
69% |
False |
False |
10,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.88 |
|
2.618 |
105.01 |
|
1.618 |
103.87 |
|
1.000 |
103.17 |
|
0.618 |
102.73 |
|
HIGH |
102.03 |
|
0.618 |
101.59 |
|
0.500 |
101.46 |
|
0.382 |
101.33 |
|
LOW |
100.89 |
|
0.618 |
100.19 |
|
1.000 |
99.75 |
|
1.618 |
99.05 |
|
2.618 |
97.91 |
|
4.250 |
96.05 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.46 |
101.02 |
| PP |
101.39 |
100.78 |
| S1 |
101.32 |
100.55 |
|