NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
102.19 |
100.32 |
-1.87 |
-1.8% |
99.71 |
| High |
102.19 |
102.24 |
0.05 |
0.0% |
102.03 |
| Low |
99.93 |
100.08 |
0.15 |
0.2% |
98.96 |
| Close |
100.32 |
101.91 |
1.59 |
1.6% |
101.85 |
| Range |
2.26 |
2.16 |
-0.10 |
-4.4% |
3.07 |
| ATR |
1.52 |
1.57 |
0.05 |
3.0% |
0.00 |
| Volume |
28,298 |
27,890 |
-408 |
-1.4% |
112,991 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.89 |
107.06 |
103.10 |
|
| R3 |
105.73 |
104.90 |
102.50 |
|
| R2 |
103.57 |
103.57 |
102.31 |
|
| R1 |
102.74 |
102.74 |
102.11 |
103.16 |
| PP |
101.41 |
101.41 |
101.41 |
101.62 |
| S1 |
100.58 |
100.58 |
101.71 |
101.00 |
| S2 |
99.25 |
99.25 |
101.51 |
|
| S3 |
97.09 |
98.42 |
101.32 |
|
| S4 |
94.93 |
96.26 |
100.72 |
|
|
| 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 |
99.93 |
2.59 |
2.5% |
1.64 |
1.6% |
76% |
False |
False |
28,649 |
| 10 |
102.52 |
98.96 |
3.56 |
3.5% |
1.55 |
1.5% |
83% |
False |
False |
24,231 |
| 20 |
103.73 |
98.96 |
4.77 |
4.7% |
1.56 |
1.5% |
62% |
False |
False |
20,373 |
| 40 |
106.22 |
98.96 |
7.26 |
7.1% |
1.52 |
1.5% |
41% |
False |
False |
15,851 |
| 60 |
106.22 |
97.46 |
8.76 |
8.6% |
1.43 |
1.4% |
51% |
False |
False |
13,451 |
| 80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.37 |
1.3% |
73% |
False |
False |
12,222 |
| 100 |
106.22 |
90.05 |
16.17 |
15.9% |
1.34 |
1.3% |
73% |
False |
False |
10,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.42 |
|
2.618 |
107.89 |
|
1.618 |
105.73 |
|
1.000 |
104.40 |
|
0.618 |
103.57 |
|
HIGH |
102.24 |
|
0.618 |
101.41 |
|
0.500 |
101.16 |
|
0.382 |
100.91 |
|
LOW |
100.08 |
|
0.618 |
98.75 |
|
1.000 |
97.92 |
|
1.618 |
96.59 |
|
2.618 |
94.43 |
|
4.250 |
90.90 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.66 |
101.68 |
| PP |
101.41 |
101.45 |
| S1 |
101.16 |
101.23 |
|