NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.08 |
97.61 |
0.53 |
0.5% |
96.00 |
| High |
98.04 |
98.39 |
0.35 |
0.4% |
98.04 |
| Low |
97.08 |
96.72 |
-0.36 |
-0.4% |
95.31 |
| Close |
98.04 |
98.23 |
0.19 |
0.2% |
98.04 |
| Range |
0.96 |
1.67 |
0.71 |
74.0% |
2.73 |
| ATR |
1.31 |
1.34 |
0.03 |
2.0% |
0.00 |
| Volume |
20,463 |
16,085 |
-4,378 |
-21.4% |
107,476 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.79 |
102.18 |
99.15 |
|
| R3 |
101.12 |
100.51 |
98.69 |
|
| R2 |
99.45 |
99.45 |
98.54 |
|
| R1 |
98.84 |
98.84 |
98.38 |
99.15 |
| PP |
97.78 |
97.78 |
97.78 |
97.93 |
| S1 |
97.17 |
97.17 |
98.08 |
97.48 |
| S2 |
96.11 |
96.11 |
97.92 |
|
| S3 |
94.44 |
95.50 |
97.77 |
|
| S4 |
92.77 |
93.83 |
97.31 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.32 |
104.41 |
99.54 |
|
| R3 |
102.59 |
101.68 |
98.79 |
|
| R2 |
99.86 |
99.86 |
98.54 |
|
| R1 |
98.95 |
98.95 |
98.29 |
99.41 |
| PP |
97.13 |
97.13 |
97.13 |
97.36 |
| S1 |
96.22 |
96.22 |
97.79 |
96.68 |
| S2 |
94.40 |
94.40 |
97.54 |
|
| S3 |
91.67 |
93.49 |
97.29 |
|
| S4 |
88.94 |
90.76 |
96.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.39 |
95.45 |
2.94 |
3.0% |
1.34 |
1.4% |
95% |
True |
False |
20,352 |
| 10 |
98.39 |
95.31 |
3.08 |
3.1% |
1.26 |
1.3% |
95% |
True |
False |
20,494 |
| 20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.37 |
1.4% |
75% |
False |
False |
20,758 |
| 40 |
100.65 |
95.22 |
5.43 |
5.5% |
1.28 |
1.3% |
55% |
False |
False |
20,555 |
| 60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.23 |
1.3% |
64% |
False |
False |
19,877 |
| 80 |
100.65 |
88.11 |
12.54 |
12.8% |
1.23 |
1.3% |
81% |
False |
False |
20,817 |
| 100 |
100.65 |
88.11 |
12.54 |
12.8% |
1.26 |
1.3% |
81% |
False |
False |
19,902 |
| 120 |
100.65 |
84.84 |
15.81 |
16.1% |
1.30 |
1.3% |
85% |
False |
False |
18,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.49 |
|
2.618 |
102.76 |
|
1.618 |
101.09 |
|
1.000 |
100.06 |
|
0.618 |
99.42 |
|
HIGH |
98.39 |
|
0.618 |
97.75 |
|
0.500 |
97.56 |
|
0.382 |
97.36 |
|
LOW |
96.72 |
|
0.618 |
95.69 |
|
1.000 |
95.05 |
|
1.618 |
94.02 |
|
2.618 |
92.35 |
|
4.250 |
89.62 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.01 |
98.01 |
| PP |
97.78 |
97.78 |
| S1 |
97.56 |
97.56 |
|