NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
98.26 |
98.55 |
0.29 |
0.3% |
96.00 |
| High |
98.97 |
98.60 |
-0.37 |
-0.4% |
98.04 |
| Low |
98.12 |
96.71 |
-1.41 |
-1.4% |
95.31 |
| Close |
98.53 |
97.27 |
-1.26 |
-1.3% |
98.04 |
| Range |
0.85 |
1.89 |
1.04 |
122.4% |
2.73 |
| ATR |
1.30 |
1.34 |
0.04 |
3.2% |
0.00 |
| Volume |
27,143 |
21,781 |
-5,362 |
-19.8% |
107,476 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.20 |
102.12 |
98.31 |
|
| R3 |
101.31 |
100.23 |
97.79 |
|
| R2 |
99.42 |
99.42 |
97.62 |
|
| R1 |
98.34 |
98.34 |
97.44 |
97.94 |
| PP |
97.53 |
97.53 |
97.53 |
97.32 |
| S1 |
96.45 |
96.45 |
97.10 |
96.05 |
| S2 |
95.64 |
95.64 |
96.92 |
|
| S3 |
93.75 |
94.56 |
96.75 |
|
| S4 |
91.86 |
92.67 |
96.23 |
|
|
| 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 |
96.71 |
2.26 |
2.3% |
1.30 |
1.3% |
25% |
False |
True |
23,418 |
| 10 |
98.97 |
95.31 |
3.66 |
3.8% |
1.30 |
1.3% |
54% |
False |
False |
20,828 |
| 20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.36 |
1.4% |
50% |
False |
False |
21,127 |
| 40 |
100.65 |
95.31 |
5.34 |
5.5% |
1.30 |
1.3% |
37% |
False |
False |
20,983 |
| 60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.24 |
1.3% |
49% |
False |
False |
19,957 |
| 80 |
100.65 |
88.11 |
12.54 |
12.9% |
1.24 |
1.3% |
73% |
False |
False |
20,892 |
| 100 |
100.65 |
88.11 |
12.54 |
12.9% |
1.25 |
1.3% |
73% |
False |
False |
20,145 |
| 120 |
100.65 |
86.10 |
14.55 |
15.0% |
1.30 |
1.3% |
77% |
False |
False |
18,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.63 |
|
2.618 |
103.55 |
|
1.618 |
101.66 |
|
1.000 |
100.49 |
|
0.618 |
99.77 |
|
HIGH |
98.60 |
|
0.618 |
97.88 |
|
0.500 |
97.66 |
|
0.382 |
97.43 |
|
LOW |
96.71 |
|
0.618 |
95.54 |
|
1.000 |
94.82 |
|
1.618 |
93.65 |
|
2.618 |
91.76 |
|
4.250 |
88.68 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.66 |
97.84 |
| PP |
97.53 |
97.65 |
| S1 |
97.40 |
97.46 |
|