NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.25 |
101.08 |
-0.17 |
-0.2% |
99.71 |
| High |
102.03 |
101.98 |
-0.05 |
0.0% |
102.03 |
| Low |
100.89 |
101.05 |
0.16 |
0.2% |
98.96 |
| Close |
101.25 |
101.85 |
0.60 |
0.6% |
101.85 |
| Range |
1.14 |
0.93 |
-0.21 |
-18.4% |
3.07 |
| ATR |
1.52 |
1.48 |
-0.04 |
-2.8% |
0.00 |
| Volume |
37,937 |
26,399 |
-11,538 |
-30.4% |
112,991 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
104.06 |
102.36 |
|
| R3 |
103.49 |
103.13 |
102.11 |
|
| R2 |
102.56 |
102.56 |
102.02 |
|
| R1 |
102.20 |
102.20 |
101.94 |
102.38 |
| PP |
101.63 |
101.63 |
101.63 |
101.72 |
| S1 |
101.27 |
101.27 |
101.76 |
101.45 |
| S2 |
100.70 |
100.70 |
101.68 |
|
| S3 |
99.77 |
100.34 |
101.59 |
|
| S4 |
98.84 |
99.41 |
101.34 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.16 |
109.07 |
103.54 |
|
| R3 |
107.09 |
106.00 |
102.69 |
|
| R2 |
104.02 |
104.02 |
102.41 |
|
| R1 |
102.93 |
102.93 |
102.13 |
103.48 |
| PP |
100.95 |
100.95 |
100.95 |
101.22 |
| S1 |
99.86 |
99.86 |
101.57 |
100.41 |
| S2 |
97.88 |
97.88 |
101.29 |
|
| S3 |
94.81 |
96.79 |
101.01 |
|
| S4 |
91.74 |
93.72 |
100.16 |
|
|
| 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% |
1.41 |
1.4% |
94% |
False |
False |
22,598 |
| 10 |
102.03 |
98.96 |
3.07 |
3.0% |
1.34 |
1.3% |
94% |
False |
False |
20,152 |
| 20 |
104.39 |
98.96 |
5.43 |
5.3% |
1.49 |
1.5% |
53% |
False |
False |
17,519 |
| 40 |
106.22 |
98.25 |
7.97 |
7.8% |
1.46 |
1.4% |
45% |
False |
False |
13,858 |
| 60 |
106.22 |
97.46 |
8.76 |
8.6% |
1.38 |
1.4% |
50% |
False |
False |
12,189 |
| 80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.32 |
1.3% |
73% |
False |
False |
10,900 |
| 100 |
106.22 |
90.05 |
16.17 |
15.9% |
1.31 |
1.3% |
73% |
False |
False |
9,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.93 |
|
2.618 |
104.41 |
|
1.618 |
103.48 |
|
1.000 |
102.91 |
|
0.618 |
102.55 |
|
HIGH |
101.98 |
|
0.618 |
101.62 |
|
0.500 |
101.52 |
|
0.382 |
101.41 |
|
LOW |
101.05 |
|
0.618 |
100.48 |
|
1.000 |
100.12 |
|
1.618 |
99.55 |
|
2.618 |
98.62 |
|
4.250 |
97.10 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.74 |
101.49 |
| PP |
101.63 |
101.13 |
| S1 |
101.52 |
100.77 |
|