NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.62 |
96.00 |
-0.62 |
-0.6% |
97.51 |
| High |
97.32 |
96.75 |
-0.57 |
-0.6% |
97.55 |
| Low |
96.16 |
95.31 |
-0.85 |
-0.9% |
95.88 |
| Close |
96.56 |
96.44 |
-0.12 |
-0.1% |
96.56 |
| Range |
1.16 |
1.44 |
0.28 |
24.1% |
1.67 |
| ATR |
1.32 |
1.33 |
0.01 |
0.6% |
0.00 |
| Volume |
14,298 |
21,797 |
7,499 |
52.4% |
102,536 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.49 |
99.90 |
97.23 |
|
| R3 |
99.05 |
98.46 |
96.84 |
|
| R2 |
97.61 |
97.61 |
96.70 |
|
| R1 |
97.02 |
97.02 |
96.57 |
97.32 |
| PP |
96.17 |
96.17 |
96.17 |
96.31 |
| S1 |
95.58 |
95.58 |
96.31 |
95.88 |
| S2 |
94.73 |
94.73 |
96.18 |
|
| S3 |
93.29 |
94.14 |
96.04 |
|
| S4 |
91.85 |
92.70 |
95.65 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.67 |
100.79 |
97.48 |
|
| R3 |
100.00 |
99.12 |
97.02 |
|
| R2 |
98.33 |
98.33 |
96.87 |
|
| R1 |
97.45 |
97.45 |
96.71 |
97.06 |
| PP |
96.66 |
96.66 |
96.66 |
96.47 |
| S1 |
95.78 |
95.78 |
96.41 |
95.39 |
| S2 |
94.99 |
94.99 |
96.25 |
|
| S3 |
93.32 |
94.11 |
96.10 |
|
| S4 |
91.65 |
92.44 |
95.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.32 |
95.31 |
2.01 |
2.1% |
1.17 |
1.2% |
56% |
False |
True |
20,635 |
| 10 |
99.22 |
95.31 |
3.91 |
4.1% |
1.43 |
1.5% |
29% |
False |
True |
22,343 |
| 20 |
99.49 |
95.31 |
4.18 |
4.3% |
1.34 |
1.4% |
27% |
False |
True |
20,868 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.28 |
1.3% |
37% |
False |
False |
19,620 |
| 60 |
100.65 |
93.43 |
7.22 |
7.5% |
1.18 |
1.2% |
42% |
False |
False |
20,670 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.23 |
1.3% |
66% |
False |
False |
20,870 |
| 100 |
100.65 |
88.11 |
12.54 |
13.0% |
1.26 |
1.3% |
66% |
False |
False |
19,480 |
| 120 |
100.65 |
84.84 |
15.81 |
16.4% |
1.31 |
1.4% |
73% |
False |
False |
17,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.87 |
|
2.618 |
100.52 |
|
1.618 |
99.08 |
|
1.000 |
98.19 |
|
0.618 |
97.64 |
|
HIGH |
96.75 |
|
0.618 |
96.20 |
|
0.500 |
96.03 |
|
0.382 |
95.86 |
|
LOW |
95.31 |
|
0.618 |
94.42 |
|
1.000 |
93.87 |
|
1.618 |
92.98 |
|
2.618 |
91.54 |
|
4.250 |
89.19 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.30 |
96.40 |
| PP |
96.17 |
96.36 |
| S1 |
96.03 |
96.32 |
|