NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
108.22 |
106.37 |
-1.85 |
-1.7% |
107.50 |
| High |
108.99 |
106.46 |
-2.53 |
-2.3% |
108.99 |
| Low |
106.08 |
104.32 |
-1.76 |
-1.7% |
104.32 |
| Close |
106.39 |
104.67 |
-1.72 |
-1.6% |
104.67 |
| Range |
2.91 |
2.14 |
-0.77 |
-26.5% |
4.67 |
| ATR |
2.23 |
2.22 |
-0.01 |
-0.3% |
0.00 |
| Volume |
139,835 |
33,460 |
-106,375 |
-76.1% |
960,922 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.57 |
110.26 |
105.85 |
|
| R3 |
109.43 |
108.12 |
105.26 |
|
| R2 |
107.29 |
107.29 |
105.06 |
|
| R1 |
105.98 |
105.98 |
104.87 |
105.57 |
| PP |
105.15 |
105.15 |
105.15 |
104.94 |
| S1 |
103.84 |
103.84 |
104.47 |
103.43 |
| S2 |
103.01 |
103.01 |
104.28 |
|
| S3 |
100.87 |
101.70 |
104.08 |
|
| S4 |
98.73 |
99.56 |
103.49 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.00 |
117.01 |
107.24 |
|
| R3 |
115.33 |
112.34 |
105.95 |
|
| R2 |
110.66 |
110.66 |
105.53 |
|
| R1 |
107.67 |
107.67 |
105.10 |
106.83 |
| PP |
105.99 |
105.99 |
105.99 |
105.58 |
| S1 |
103.00 |
103.00 |
104.24 |
102.16 |
| S2 |
101.32 |
101.32 |
103.81 |
|
| S3 |
96.65 |
98.33 |
103.39 |
|
| S4 |
91.98 |
93.66 |
102.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.99 |
104.32 |
4.67 |
4.5% |
2.33 |
2.2% |
7% |
False |
True |
192,184 |
| 10 |
110.46 |
104.32 |
6.14 |
5.9% |
2.08 |
2.0% |
6% |
False |
True |
224,820 |
| 20 |
112.24 |
104.21 |
8.03 |
7.7% |
2.33 |
2.2% |
6% |
False |
False |
237,871 |
| 40 |
112.24 |
101.82 |
10.42 |
10.0% |
2.09 |
2.0% |
27% |
False |
False |
188,887 |
| 60 |
112.24 |
94.85 |
17.39 |
16.6% |
2.01 |
1.9% |
56% |
False |
False |
148,464 |
| 80 |
112.24 |
91.54 |
20.70 |
19.8% |
1.96 |
1.9% |
63% |
False |
False |
120,163 |
| 100 |
112.24 |
89.65 |
22.59 |
21.6% |
1.94 |
1.9% |
66% |
False |
False |
99,834 |
| 120 |
112.24 |
86.47 |
25.77 |
24.6% |
1.93 |
1.8% |
71% |
False |
False |
85,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.56 |
|
2.618 |
112.06 |
|
1.618 |
109.92 |
|
1.000 |
108.60 |
|
0.618 |
107.78 |
|
HIGH |
106.46 |
|
0.618 |
105.64 |
|
0.500 |
105.39 |
|
0.382 |
105.14 |
|
LOW |
104.32 |
|
0.618 |
103.00 |
|
1.000 |
102.18 |
|
1.618 |
100.86 |
|
2.618 |
98.72 |
|
4.250 |
95.23 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.39 |
106.66 |
| PP |
105.15 |
105.99 |
| S1 |
104.91 |
105.33 |
|