NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
101.47 |
101.56 |
0.09 |
0.1% |
99.71 |
| High |
101.96 |
102.52 |
0.56 |
0.5% |
102.03 |
| Low |
100.22 |
101.40 |
1.18 |
1.2% |
98.96 |
| Close |
101.56 |
102.04 |
0.48 |
0.5% |
101.85 |
| Range |
1.74 |
1.12 |
-0.62 |
-35.6% |
3.07 |
| ATR |
1.50 |
1.47 |
-0.03 |
-1.8% |
0.00 |
| Volume |
15,498 |
45,164 |
29,666 |
191.4% |
112,991 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.35 |
104.81 |
102.66 |
|
| R3 |
104.23 |
103.69 |
102.35 |
|
| R2 |
103.11 |
103.11 |
102.25 |
|
| R1 |
102.57 |
102.57 |
102.14 |
102.84 |
| PP |
101.99 |
101.99 |
101.99 |
102.12 |
| S1 |
101.45 |
101.45 |
101.94 |
101.72 |
| S2 |
100.87 |
100.87 |
101.83 |
|
| S3 |
99.75 |
100.33 |
101.73 |
|
| S4 |
98.63 |
99.21 |
101.42 |
|
|
| 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 |
102.52 |
99.51 |
3.01 |
2.9% |
1.43 |
1.4% |
84% |
True |
False |
28,940 |
| 10 |
102.52 |
98.96 |
3.56 |
3.5% |
1.35 |
1.3% |
87% |
True |
False |
22,726 |
| 20 |
103.73 |
98.96 |
4.77 |
4.7% |
1.45 |
1.4% |
65% |
False |
False |
19,174 |
| 40 |
106.22 |
98.96 |
7.26 |
7.1% |
1.46 |
1.4% |
42% |
False |
False |
14,849 |
| 60 |
106.22 |
97.46 |
8.76 |
8.6% |
1.39 |
1.4% |
52% |
False |
False |
12,784 |
| 80 |
106.22 |
90.05 |
16.17 |
15.8% |
1.33 |
1.3% |
74% |
False |
False |
11,589 |
| 100 |
106.22 |
90.05 |
16.17 |
15.8% |
1.32 |
1.3% |
74% |
False |
False |
9,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.28 |
|
2.618 |
105.45 |
|
1.618 |
104.33 |
|
1.000 |
103.64 |
|
0.618 |
103.21 |
|
HIGH |
102.52 |
|
0.618 |
102.09 |
|
0.500 |
101.96 |
|
0.382 |
101.83 |
|
LOW |
101.40 |
|
0.618 |
100.71 |
|
1.000 |
100.28 |
|
1.618 |
99.59 |
|
2.618 |
98.47 |
|
4.250 |
96.64 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.01 |
101.82 |
| PP |
101.99 |
101.59 |
| S1 |
101.96 |
101.37 |
|