NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
97.31 |
98.53 |
1.22 |
1.3% |
97.61 |
| High |
99.00 |
98.53 |
-0.47 |
-0.5% |
99.00 |
| Low |
97.26 |
97.24 |
-0.02 |
0.0% |
96.71 |
| Close |
98.83 |
98.47 |
-0.36 |
-0.4% |
98.47 |
| Range |
1.74 |
1.29 |
-0.45 |
-25.9% |
2.29 |
| ATR |
1.37 |
1.39 |
0.02 |
1.1% |
0.00 |
| Volume |
22,665 |
32,684 |
10,019 |
44.2% |
120,358 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.95 |
101.50 |
99.18 |
|
| R3 |
100.66 |
100.21 |
98.82 |
|
| R2 |
99.37 |
99.37 |
98.71 |
|
| R1 |
98.92 |
98.92 |
98.59 |
98.50 |
| PP |
98.08 |
98.08 |
98.08 |
97.87 |
| S1 |
97.63 |
97.63 |
98.35 |
97.21 |
| S2 |
96.79 |
96.79 |
98.23 |
|
| S3 |
95.50 |
96.34 |
98.12 |
|
| S4 |
94.21 |
95.05 |
97.76 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.93 |
103.99 |
99.73 |
|
| R3 |
102.64 |
101.70 |
99.10 |
|
| R2 |
100.35 |
100.35 |
98.89 |
|
| R1 |
99.41 |
99.41 |
98.68 |
99.88 |
| PP |
98.06 |
98.06 |
98.06 |
98.30 |
| S1 |
97.12 |
97.12 |
98.26 |
97.59 |
| S2 |
95.77 |
95.77 |
98.05 |
|
| S3 |
93.48 |
94.83 |
97.84 |
|
| S4 |
91.19 |
92.54 |
97.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.00 |
96.71 |
2.29 |
2.3% |
1.49 |
1.5% |
77% |
False |
False |
24,071 |
| 10 |
99.00 |
95.31 |
3.69 |
3.7% |
1.39 |
1.4% |
86% |
False |
False |
22,783 |
| 20 |
99.22 |
95.31 |
3.91 |
4.0% |
1.40 |
1.4% |
81% |
False |
False |
22,069 |
| 40 |
100.65 |
95.31 |
5.34 |
5.4% |
1.33 |
1.4% |
59% |
False |
False |
21,548 |
| 60 |
100.65 |
93.99 |
6.66 |
6.8% |
1.27 |
1.3% |
67% |
False |
False |
20,079 |
| 80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.26 |
1.3% |
83% |
False |
False |
21,269 |
| 100 |
100.65 |
88.11 |
12.54 |
12.7% |
1.26 |
1.3% |
83% |
False |
False |
20,356 |
| 120 |
100.65 |
86.89 |
13.76 |
14.0% |
1.31 |
1.3% |
84% |
False |
False |
18,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.01 |
|
2.618 |
101.91 |
|
1.618 |
100.62 |
|
1.000 |
99.82 |
|
0.618 |
99.33 |
|
HIGH |
98.53 |
|
0.618 |
98.04 |
|
0.500 |
97.89 |
|
0.382 |
97.73 |
|
LOW |
97.24 |
|
0.618 |
96.44 |
|
1.000 |
95.95 |
|
1.618 |
95.15 |
|
2.618 |
93.86 |
|
4.250 |
91.76 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.28 |
98.27 |
| PP |
98.08 |
98.06 |
| S1 |
97.89 |
97.86 |
|