NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
106.22 |
105.53 |
-0.69 |
-0.6% |
110.28 |
| High |
106.43 |
108.49 |
2.06 |
1.9% |
110.46 |
| Low |
104.94 |
105.32 |
0.38 |
0.4% |
106.39 |
| Close |
105.42 |
108.07 |
2.65 |
2.5% |
108.21 |
| Range |
1.49 |
3.17 |
1.68 |
112.8% |
4.07 |
| ATR |
2.10 |
2.17 |
0.08 |
3.7% |
0.00 |
| Volume |
304,851 |
199,888 |
-104,963 |
-34.4% |
1,287,281 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.80 |
115.61 |
109.81 |
|
| R3 |
113.63 |
112.44 |
108.94 |
|
| R2 |
110.46 |
110.46 |
108.65 |
|
| R1 |
109.27 |
109.27 |
108.36 |
109.87 |
| PP |
107.29 |
107.29 |
107.29 |
107.59 |
| S1 |
106.10 |
106.10 |
107.78 |
106.70 |
| S2 |
104.12 |
104.12 |
107.49 |
|
| S3 |
100.95 |
102.93 |
107.20 |
|
| S4 |
97.78 |
99.76 |
106.33 |
|
|
| 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 |
3.9% |
1.99 |
1.8% |
74% |
False |
False |
248,888 |
| 10 |
110.70 |
104.94 |
5.76 |
5.3% |
1.98 |
1.8% |
54% |
False |
False |
252,966 |
| 20 |
112.24 |
103.53 |
8.71 |
8.1% |
2.26 |
2.1% |
52% |
False |
False |
252,403 |
| 40 |
112.24 |
101.82 |
10.42 |
9.6% |
2.07 |
1.9% |
60% |
False |
False |
187,886 |
| 60 |
112.24 |
93.21 |
19.03 |
17.6% |
1.98 |
1.8% |
78% |
False |
False |
147,938 |
| 80 |
112.24 |
91.54 |
20.70 |
19.2% |
1.96 |
1.8% |
80% |
False |
False |
118,338 |
| 100 |
112.24 |
89.65 |
22.59 |
20.9% |
1.92 |
1.8% |
82% |
False |
False |
98,352 |
| 120 |
112.24 |
86.47 |
25.77 |
23.8% |
1.91 |
1.8% |
84% |
False |
False |
83,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.96 |
|
2.618 |
116.79 |
|
1.618 |
113.62 |
|
1.000 |
111.66 |
|
0.618 |
110.45 |
|
HIGH |
108.49 |
|
0.618 |
107.28 |
|
0.500 |
106.91 |
|
0.382 |
106.53 |
|
LOW |
105.32 |
|
0.618 |
103.36 |
|
1.000 |
102.15 |
|
1.618 |
100.19 |
|
2.618 |
97.02 |
|
4.250 |
91.85 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.68 |
107.62 |
| PP |
107.29 |
107.17 |
| S1 |
106.91 |
106.72 |
|