NYMEX Light Sweet Crude Oil Future April 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 |
100.36 |
98.83 |
-1.53 |
-1.5% |
97.55 |
| High |
100.36 |
100.57 |
0.21 |
0.2% |
99.88 |
| Low |
98.38 |
98.78 |
0.40 |
0.4% |
97.00 |
| Close |
98.81 |
100.42 |
1.61 |
1.6% |
99.84 |
| Range |
1.98 |
1.79 |
-0.19 |
-9.6% |
2.88 |
| ATR |
1.26 |
1.30 |
0.04 |
3.0% |
0.00 |
| Volume |
8,511 |
9,546 |
1,035 |
12.2% |
38,823 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.29 |
104.65 |
101.40 |
|
| R3 |
103.50 |
102.86 |
100.91 |
|
| R2 |
101.71 |
101.71 |
100.75 |
|
| R1 |
101.07 |
101.07 |
100.58 |
101.39 |
| PP |
99.92 |
99.92 |
99.92 |
100.09 |
| S1 |
99.28 |
99.28 |
100.26 |
99.60 |
| S2 |
98.13 |
98.13 |
100.09 |
|
| S3 |
96.34 |
97.49 |
99.93 |
|
| S4 |
94.55 |
95.70 |
99.44 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.55 |
106.57 |
101.42 |
|
| R3 |
104.67 |
103.69 |
100.63 |
|
| R2 |
101.79 |
101.79 |
100.37 |
|
| R1 |
100.81 |
100.81 |
100.10 |
101.30 |
| PP |
98.91 |
98.91 |
98.91 |
99.15 |
| S1 |
97.93 |
97.93 |
99.58 |
98.42 |
| S2 |
96.03 |
96.03 |
99.31 |
|
| S3 |
93.15 |
95.05 |
99.05 |
|
| S4 |
90.27 |
92.17 |
98.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.63 |
98.38 |
2.25 |
2.2% |
1.34 |
1.3% |
91% |
False |
False |
8,272 |
| 10 |
100.63 |
97.00 |
3.63 |
3.6% |
1.30 |
1.3% |
94% |
False |
False |
7,528 |
| 20 |
100.86 |
97.00 |
3.86 |
3.8% |
1.28 |
1.3% |
89% |
False |
False |
6,838 |
| 40 |
103.06 |
97.00 |
6.06 |
6.0% |
1.16 |
1.2% |
56% |
False |
False |
5,571 |
| 60 |
103.06 |
95.56 |
7.50 |
7.5% |
1.06 |
1.1% |
65% |
False |
False |
4,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.18 |
|
2.618 |
105.26 |
|
1.618 |
103.47 |
|
1.000 |
102.36 |
|
0.618 |
101.68 |
|
HIGH |
100.57 |
|
0.618 |
99.89 |
|
0.500 |
99.68 |
|
0.382 |
99.46 |
|
LOW |
98.78 |
|
0.618 |
97.67 |
|
1.000 |
96.99 |
|
1.618 |
95.88 |
|
2.618 |
94.09 |
|
4.250 |
91.17 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.17 |
100.12 |
| PP |
99.92 |
99.81 |
| S1 |
99.68 |
99.51 |
|