NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
96.00 |
96.05 |
0.05 |
0.1% |
97.51 |
| High |
96.75 |
96.59 |
-0.16 |
-0.2% |
97.55 |
| Low |
95.31 |
95.45 |
0.14 |
0.1% |
95.88 |
| Close |
96.44 |
96.38 |
-0.06 |
-0.1% |
96.56 |
| Range |
1.44 |
1.14 |
-0.30 |
-20.8% |
1.67 |
| ATR |
1.33 |
1.32 |
-0.01 |
-1.0% |
0.00 |
| Volume |
21,797 |
15,224 |
-6,573 |
-30.2% |
102,536 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
99.11 |
97.01 |
|
| R3 |
98.42 |
97.97 |
96.69 |
|
| R2 |
97.28 |
97.28 |
96.59 |
|
| R1 |
96.83 |
96.83 |
96.48 |
97.06 |
| PP |
96.14 |
96.14 |
96.14 |
96.25 |
| S1 |
95.69 |
95.69 |
96.28 |
95.92 |
| S2 |
95.00 |
95.00 |
96.17 |
|
| S3 |
93.86 |
94.55 |
96.07 |
|
| S4 |
92.72 |
93.41 |
95.75 |
|
|
| 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% |
1.21 |
1.3% |
53% |
False |
False |
19,411 |
| 10 |
99.22 |
95.31 |
3.91 |
4.1% |
1.40 |
1.4% |
27% |
False |
False |
21,950 |
| 20 |
99.49 |
95.31 |
4.18 |
4.3% |
1.30 |
1.3% |
26% |
False |
False |
20,359 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.27 |
1.3% |
36% |
False |
False |
19,696 |
| 60 |
100.65 |
93.81 |
6.84 |
7.1% |
1.19 |
1.2% |
38% |
False |
False |
20,541 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.22 |
1.3% |
66% |
False |
False |
20,703 |
| 100 |
100.65 |
88.11 |
12.54 |
13.0% |
1.26 |
1.3% |
66% |
False |
False |
19,497 |
| 120 |
100.65 |
84.84 |
15.81 |
16.4% |
1.31 |
1.4% |
73% |
False |
False |
17,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.44 |
|
2.618 |
99.57 |
|
1.618 |
98.43 |
|
1.000 |
97.73 |
|
0.618 |
97.29 |
|
HIGH |
96.59 |
|
0.618 |
96.15 |
|
0.500 |
96.02 |
|
0.382 |
95.89 |
|
LOW |
95.45 |
|
0.618 |
94.75 |
|
1.000 |
94.31 |
|
1.618 |
93.61 |
|
2.618 |
92.47 |
|
4.250 |
90.61 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.26 |
96.36 |
| PP |
96.14 |
96.34 |
| S1 |
96.02 |
96.32 |
|