NYMEX Light Sweet Crude Oil Future March 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 |
101.30 |
99.60 |
-1.70 |
-1.7% |
98.70 |
| High |
101.32 |
101.49 |
0.17 |
0.2% |
100.96 |
| Low |
99.23 |
99.49 |
0.26 |
0.3% |
97.97 |
| Close |
99.61 |
101.23 |
1.62 |
1.6% |
100.83 |
| Range |
2.09 |
2.00 |
-0.09 |
-4.3% |
2.99 |
| ATR |
1.47 |
1.50 |
0.04 |
2.6% |
0.00 |
| Volume |
31,651 |
32,347 |
696 |
2.2% |
113,425 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.74 |
105.98 |
102.33 |
|
| R3 |
104.74 |
103.98 |
101.78 |
|
| R2 |
102.74 |
102.74 |
101.60 |
|
| R1 |
101.98 |
101.98 |
101.41 |
102.36 |
| PP |
100.74 |
100.74 |
100.74 |
100.93 |
| S1 |
99.98 |
99.98 |
101.05 |
100.36 |
| S2 |
98.74 |
98.74 |
100.86 |
|
| S3 |
96.74 |
97.98 |
100.68 |
|
| S4 |
94.74 |
95.98 |
100.13 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.89 |
107.85 |
102.47 |
|
| R3 |
105.90 |
104.86 |
101.65 |
|
| R2 |
102.91 |
102.91 |
101.38 |
|
| R1 |
101.87 |
101.87 |
101.10 |
102.39 |
| PP |
99.92 |
99.92 |
99.92 |
100.18 |
| S1 |
98.88 |
98.88 |
100.56 |
99.40 |
| S2 |
96.93 |
96.93 |
100.28 |
|
| S3 |
93.94 |
95.89 |
100.01 |
|
| S4 |
90.95 |
92.90 |
99.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.69 |
99.23 |
2.46 |
2.4% |
1.63 |
1.6% |
81% |
False |
False |
30,721 |
| 10 |
101.69 |
97.97 |
3.72 |
3.7% |
1.51 |
1.5% |
88% |
False |
False |
25,730 |
| 20 |
102.29 |
97.97 |
4.32 |
4.3% |
1.49 |
1.5% |
75% |
False |
False |
23,056 |
| 40 |
104.37 |
97.97 |
6.40 |
6.3% |
1.41 |
1.4% |
51% |
False |
False |
18,762 |
| 60 |
104.37 |
96.50 |
7.87 |
7.8% |
1.37 |
1.4% |
60% |
False |
False |
16,308 |
| 80 |
104.37 |
89.48 |
14.89 |
14.7% |
1.32 |
1.3% |
79% |
False |
False |
15,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.99 |
|
2.618 |
106.73 |
|
1.618 |
104.73 |
|
1.000 |
103.49 |
|
0.618 |
102.73 |
|
HIGH |
101.49 |
|
0.618 |
100.73 |
|
0.500 |
100.49 |
|
0.382 |
100.25 |
|
LOW |
99.49 |
|
0.618 |
98.25 |
|
1.000 |
97.49 |
|
1.618 |
96.25 |
|
2.618 |
94.25 |
|
4.250 |
90.99 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.98 |
100.97 |
| PP |
100.74 |
100.72 |
| S1 |
100.49 |
100.46 |
|