NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
108.64 |
107.50 |
-1.14 |
-1.0% |
110.28 |
| High |
108.74 |
108.00 |
-0.74 |
-0.7% |
110.46 |
| Low |
107.23 |
106.06 |
-1.17 |
-1.1% |
106.39 |
| Close |
108.21 |
106.59 |
-1.62 |
-1.5% |
108.21 |
| Range |
1.51 |
1.94 |
0.43 |
28.5% |
4.07 |
| ATR |
2.13 |
2.13 |
0.00 |
0.1% |
0.00 |
| Volume |
207,037 |
282,888 |
75,851 |
36.6% |
1,287,281 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.70 |
111.59 |
107.66 |
|
| R3 |
110.76 |
109.65 |
107.12 |
|
| R2 |
108.82 |
108.82 |
106.95 |
|
| R1 |
107.71 |
107.71 |
106.77 |
107.30 |
| PP |
106.88 |
106.88 |
106.88 |
106.68 |
| S1 |
105.77 |
105.77 |
106.41 |
105.36 |
| S2 |
104.94 |
104.94 |
106.23 |
|
| S3 |
103.00 |
103.83 |
106.06 |
|
| S4 |
101.06 |
101.89 |
105.52 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.56 |
118.46 |
110.45 |
|
| R3 |
116.49 |
114.39 |
109.33 |
|
| R2 |
112.42 |
112.42 |
108.96 |
|
| R1 |
110.32 |
110.32 |
108.58 |
109.34 |
| PP |
108.35 |
108.35 |
108.35 |
107.86 |
| S1 |
106.25 |
106.25 |
107.84 |
105.27 |
| S2 |
104.28 |
104.28 |
107.46 |
|
| S3 |
100.21 |
102.18 |
107.09 |
|
| S4 |
96.14 |
98.11 |
105.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.16 |
106.06 |
3.10 |
2.9% |
1.89 |
1.8% |
17% |
False |
True |
260,650 |
| 10 |
110.70 |
104.21 |
6.49 |
6.1% |
2.16 |
2.0% |
37% |
False |
False |
253,731 |
| 20 |
112.24 |
103.53 |
8.71 |
8.2% |
2.21 |
2.1% |
35% |
False |
False |
256,280 |
| 40 |
112.24 |
101.82 |
10.42 |
9.8% |
2.04 |
1.9% |
46% |
False |
False |
178,704 |
| 60 |
112.24 |
92.24 |
20.00 |
18.8% |
2.00 |
1.9% |
72% |
False |
False |
140,909 |
| 80 |
112.24 |
91.54 |
20.70 |
19.4% |
1.94 |
1.8% |
73% |
False |
False |
112,524 |
| 100 |
112.24 |
89.65 |
22.59 |
21.2% |
1.92 |
1.8% |
75% |
False |
False |
93,609 |
| 120 |
112.24 |
86.47 |
25.77 |
24.2% |
1.88 |
1.8% |
78% |
False |
False |
79,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.25 |
|
2.618 |
113.08 |
|
1.618 |
111.14 |
|
1.000 |
109.94 |
|
0.618 |
109.20 |
|
HIGH |
108.00 |
|
0.618 |
107.26 |
|
0.500 |
107.03 |
|
0.382 |
106.80 |
|
LOW |
106.06 |
|
0.618 |
104.86 |
|
1.000 |
104.12 |
|
1.618 |
102.92 |
|
2.618 |
100.98 |
|
4.250 |
97.82 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.03 |
107.61 |
| PP |
106.88 |
107.27 |
| S1 |
106.74 |
106.93 |
|