NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.61 |
98.26 |
0.65 |
0.7% |
96.00 |
| High |
98.39 |
98.97 |
0.58 |
0.6% |
98.04 |
| Low |
96.72 |
98.12 |
1.40 |
1.4% |
95.31 |
| Close |
98.23 |
98.53 |
0.30 |
0.3% |
98.04 |
| Range |
1.67 |
0.85 |
-0.82 |
-49.1% |
2.73 |
| ATR |
1.34 |
1.30 |
-0.03 |
-2.6% |
0.00 |
| Volume |
16,085 |
27,143 |
11,058 |
68.7% |
107,476 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.09 |
100.66 |
99.00 |
|
| R3 |
100.24 |
99.81 |
98.76 |
|
| R2 |
99.39 |
99.39 |
98.69 |
|
| R1 |
98.96 |
98.96 |
98.61 |
99.18 |
| PP |
98.54 |
98.54 |
98.54 |
98.65 |
| S1 |
98.11 |
98.11 |
98.45 |
98.33 |
| S2 |
97.69 |
97.69 |
98.37 |
|
| S3 |
96.84 |
97.26 |
98.30 |
|
| S4 |
95.99 |
96.41 |
98.06 |
|
|
| 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 |
98.97 |
95.97 |
3.00 |
3.0% |
1.29 |
1.3% |
85% |
True |
False |
22,736 |
| 10 |
98.97 |
95.31 |
3.66 |
3.7% |
1.25 |
1.3% |
88% |
True |
False |
21,074 |
| 20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.32 |
1.3% |
82% |
False |
False |
21,060 |
| 40 |
100.65 |
95.31 |
5.34 |
5.4% |
1.27 |
1.3% |
60% |
False |
False |
20,830 |
| 60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.23 |
1.2% |
68% |
False |
False |
19,890 |
| 80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.23 |
1.2% |
83% |
False |
False |
21,002 |
| 100 |
100.65 |
88.11 |
12.54 |
12.7% |
1.25 |
1.3% |
83% |
False |
False |
20,027 |
| 120 |
100.65 |
85.73 |
14.92 |
15.1% |
1.29 |
1.3% |
86% |
False |
False |
18,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.58 |
|
2.618 |
101.20 |
|
1.618 |
100.35 |
|
1.000 |
99.82 |
|
0.618 |
99.50 |
|
HIGH |
98.97 |
|
0.618 |
98.65 |
|
0.500 |
98.55 |
|
0.382 |
98.44 |
|
LOW |
98.12 |
|
0.618 |
97.59 |
|
1.000 |
97.27 |
|
1.618 |
96.74 |
|
2.618 |
95.89 |
|
4.250 |
94.51 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.55 |
98.30 |
| PP |
98.54 |
98.07 |
| S1 |
98.54 |
97.85 |
|