NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
95.98 |
97.18 |
1.20 |
1.3% |
97.51 |
| High |
97.78 |
98.00 |
0.22 |
0.2% |
97.55 |
| Low |
95.97 |
96.86 |
0.89 |
0.9% |
95.88 |
| Close |
97.69 |
97.32 |
-0.37 |
-0.4% |
96.56 |
| Range |
1.81 |
1.14 |
-0.67 |
-37.0% |
1.67 |
| ATR |
1.35 |
1.34 |
-0.02 |
-1.1% |
0.00 |
| Volume |
18,372 |
31,620 |
13,248 |
72.1% |
102,536 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.81 |
100.21 |
97.95 |
|
| R3 |
99.67 |
99.07 |
97.63 |
|
| R2 |
98.53 |
98.53 |
97.53 |
|
| R1 |
97.93 |
97.93 |
97.42 |
98.23 |
| PP |
97.39 |
97.39 |
97.39 |
97.55 |
| S1 |
96.79 |
96.79 |
97.22 |
97.09 |
| S2 |
96.25 |
96.25 |
97.11 |
|
| S3 |
95.11 |
95.65 |
97.01 |
|
| S4 |
93.97 |
94.51 |
96.69 |
|
|
| 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 |
98.00 |
95.31 |
2.69 |
2.8% |
1.34 |
1.4% |
75% |
True |
False |
20,262 |
| 10 |
98.00 |
95.31 |
2.69 |
2.8% |
1.22 |
1.3% |
75% |
True |
False |
21,197 |
| 20 |
99.49 |
95.31 |
4.18 |
4.3% |
1.35 |
1.4% |
48% |
False |
False |
21,086 |
| 40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.29 |
1.3% |
50% |
False |
False |
20,398 |
| 60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.21 |
1.2% |
50% |
False |
False |
20,652 |
| 80 |
100.65 |
88.11 |
12.54 |
12.9% |
1.23 |
1.3% |
73% |
False |
False |
20,684 |
| 100 |
100.65 |
88.11 |
12.54 |
12.9% |
1.26 |
1.3% |
73% |
False |
False |
19,759 |
| 120 |
100.65 |
84.84 |
15.81 |
16.2% |
1.30 |
1.3% |
79% |
False |
False |
18,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.85 |
|
2.618 |
100.98 |
|
1.618 |
99.84 |
|
1.000 |
99.14 |
|
0.618 |
98.70 |
|
HIGH |
98.00 |
|
0.618 |
97.56 |
|
0.500 |
97.43 |
|
0.382 |
97.30 |
|
LOW |
96.86 |
|
0.618 |
96.16 |
|
1.000 |
95.72 |
|
1.618 |
95.02 |
|
2.618 |
93.88 |
|
4.250 |
92.02 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.43 |
97.12 |
| PP |
97.39 |
96.92 |
| S1 |
97.36 |
96.73 |
|