NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.50 |
106.22 |
-1.28 |
-1.2% |
110.28 |
| High |
108.00 |
106.43 |
-1.57 |
-1.5% |
110.46 |
| Low |
106.06 |
104.94 |
-1.12 |
-1.1% |
106.39 |
| Close |
106.59 |
105.42 |
-1.17 |
-1.1% |
108.21 |
| Range |
1.94 |
1.49 |
-0.45 |
-23.2% |
4.07 |
| ATR |
2.13 |
2.10 |
-0.03 |
-1.6% |
0.00 |
| Volume |
282,888 |
304,851 |
21,963 |
7.8% |
1,287,281 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.07 |
109.23 |
106.24 |
|
| R3 |
108.58 |
107.74 |
105.83 |
|
| R2 |
107.09 |
107.09 |
105.69 |
|
| R1 |
106.25 |
106.25 |
105.56 |
105.93 |
| PP |
105.60 |
105.60 |
105.60 |
105.43 |
| S1 |
104.76 |
104.76 |
105.28 |
104.44 |
| S2 |
104.11 |
104.11 |
105.15 |
|
| S3 |
102.62 |
103.27 |
105.01 |
|
| S4 |
101.13 |
101.78 |
104.60 |
|
|
| 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 |
104.94 |
4.22 |
4.0% |
1.67 |
1.6% |
11% |
False |
True |
256,558 |
| 10 |
110.70 |
104.94 |
5.76 |
5.5% |
1.85 |
1.8% |
8% |
False |
True |
255,415 |
| 20 |
112.24 |
103.53 |
8.71 |
8.3% |
2.22 |
2.1% |
22% |
False |
False |
260,462 |
| 40 |
112.24 |
101.82 |
10.42 |
9.9% |
2.03 |
1.9% |
35% |
False |
False |
184,562 |
| 60 |
112.24 |
92.24 |
20.00 |
19.0% |
1.98 |
1.9% |
66% |
False |
False |
145,154 |
| 80 |
112.24 |
91.54 |
20.70 |
19.6% |
1.93 |
1.8% |
67% |
False |
False |
116,119 |
| 100 |
112.24 |
89.65 |
22.59 |
21.4% |
1.91 |
1.8% |
70% |
False |
False |
96,545 |
| 120 |
112.24 |
86.47 |
25.77 |
24.4% |
1.89 |
1.8% |
74% |
False |
False |
82,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.76 |
|
2.618 |
110.33 |
|
1.618 |
108.84 |
|
1.000 |
107.92 |
|
0.618 |
107.35 |
|
HIGH |
106.43 |
|
0.618 |
105.86 |
|
0.500 |
105.69 |
|
0.382 |
105.51 |
|
LOW |
104.94 |
|
0.618 |
104.02 |
|
1.000 |
103.45 |
|
1.618 |
102.53 |
|
2.618 |
101.04 |
|
4.250 |
98.61 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.69 |
106.84 |
| PP |
105.60 |
106.37 |
| S1 |
105.51 |
105.89 |
|