NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.44 |
103.41 |
-0.03 |
0.0% |
107.16 |
| High |
103.64 |
103.96 |
0.32 |
0.3% |
108.15 |
| Low |
102.30 |
102.20 |
-0.10 |
-0.1% |
104.40 |
| Close |
103.13 |
102.66 |
-0.47 |
-0.5% |
104.75 |
| Range |
1.34 |
1.76 |
0.42 |
31.3% |
3.75 |
| ATR |
2.00 |
1.99 |
-0.02 |
-0.9% |
0.00 |
| Volume |
259,543 |
236,195 |
-23,348 |
-9.0% |
1,142,879 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.22 |
107.20 |
103.63 |
|
| R3 |
106.46 |
105.44 |
103.14 |
|
| R2 |
104.70 |
104.70 |
102.98 |
|
| R1 |
103.68 |
103.68 |
102.82 |
103.31 |
| PP |
102.94 |
102.94 |
102.94 |
102.76 |
| S1 |
101.92 |
101.92 |
102.50 |
101.55 |
| S2 |
101.18 |
101.18 |
102.34 |
|
| S3 |
99.42 |
100.16 |
102.18 |
|
| S4 |
97.66 |
98.40 |
101.69 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.02 |
114.63 |
106.81 |
|
| R3 |
113.27 |
110.88 |
105.78 |
|
| R2 |
109.52 |
109.52 |
105.44 |
|
| R1 |
107.13 |
107.13 |
105.09 |
106.45 |
| PP |
105.77 |
105.77 |
105.77 |
105.43 |
| S1 |
103.38 |
103.38 |
104.41 |
102.70 |
| S2 |
102.02 |
102.02 |
104.06 |
|
| S3 |
98.27 |
99.63 |
103.72 |
|
| S4 |
94.52 |
95.88 |
102.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.15 |
102.20 |
5.95 |
5.8% |
1.86 |
1.8% |
8% |
False |
True |
254,155 |
| 10 |
108.24 |
102.20 |
6.04 |
5.9% |
1.91 |
1.9% |
8% |
False |
True |
208,306 |
| 20 |
111.34 |
102.20 |
9.14 |
8.9% |
2.07 |
2.0% |
5% |
False |
True |
146,062 |
| 40 |
111.34 |
100.80 |
10.54 |
10.3% |
1.94 |
1.9% |
18% |
False |
False |
101,954 |
| 60 |
111.34 |
95.99 |
15.35 |
15.0% |
1.84 |
1.8% |
43% |
False |
False |
81,710 |
| 80 |
111.34 |
91.95 |
19.39 |
18.9% |
1.79 |
1.7% |
55% |
False |
False |
67,182 |
| 100 |
111.34 |
91.22 |
20.12 |
19.6% |
1.76 |
1.7% |
57% |
False |
False |
56,145 |
| 120 |
111.34 |
85.96 |
25.38 |
24.7% |
1.78 |
1.7% |
66% |
False |
False |
48,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.44 |
|
2.618 |
108.57 |
|
1.618 |
106.81 |
|
1.000 |
105.72 |
|
0.618 |
105.05 |
|
HIGH |
103.96 |
|
0.618 |
103.29 |
|
0.500 |
103.08 |
|
0.382 |
102.87 |
|
LOW |
102.20 |
|
0.618 |
101.11 |
|
1.000 |
100.44 |
|
1.618 |
99.35 |
|
2.618 |
97.59 |
|
4.250 |
94.72 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.08 |
103.66 |
| PP |
102.94 |
103.33 |
| S1 |
102.80 |
102.99 |
|