NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.75 |
104.66 |
0.91 |
0.9% |
105.67 |
| High |
104.97 |
104.66 |
-0.31 |
-0.3% |
106.03 |
| Low |
103.41 |
103.32 |
-0.09 |
-0.1% |
102.56 |
| Close |
104.54 |
104.37 |
-0.17 |
-0.2% |
104.37 |
| Range |
1.56 |
1.34 |
-0.22 |
-14.1% |
3.47 |
| ATR |
1.70 |
1.67 |
-0.03 |
-1.5% |
0.00 |
| Volume |
20,123 |
29,509 |
9,386 |
46.6% |
118,788 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.14 |
107.59 |
105.11 |
|
| R3 |
106.80 |
106.25 |
104.74 |
|
| R2 |
105.46 |
105.46 |
104.62 |
|
| R1 |
104.91 |
104.91 |
104.49 |
104.52 |
| PP |
104.12 |
104.12 |
104.12 |
103.92 |
| S1 |
103.57 |
103.57 |
104.25 |
103.18 |
| S2 |
102.78 |
102.78 |
104.12 |
|
| S3 |
101.44 |
102.23 |
104.00 |
|
| S4 |
100.10 |
100.89 |
103.63 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.73 |
113.02 |
106.28 |
|
| R3 |
111.26 |
109.55 |
105.32 |
|
| R2 |
107.79 |
107.79 |
105.01 |
|
| R1 |
106.08 |
106.08 |
104.69 |
105.20 |
| PP |
104.32 |
104.32 |
104.32 |
103.88 |
| S1 |
102.61 |
102.61 |
104.05 |
101.73 |
| S2 |
100.85 |
100.85 |
103.73 |
|
| S3 |
97.38 |
99.14 |
103.42 |
|
| S4 |
93.91 |
95.67 |
102.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.03 |
102.56 |
3.47 |
3.3% |
1.51 |
1.4% |
52% |
False |
False |
23,757 |
| 10 |
106.38 |
101.00 |
5.38 |
5.2% |
1.75 |
1.7% |
63% |
False |
False |
20,981 |
| 20 |
107.94 |
101.00 |
6.94 |
6.6% |
1.70 |
1.6% |
49% |
False |
False |
21,993 |
| 40 |
107.94 |
98.55 |
9.39 |
9.0% |
1.57 |
1.5% |
62% |
False |
False |
20,187 |
| 60 |
107.94 |
90.40 |
17.54 |
16.8% |
1.54 |
1.5% |
80% |
False |
False |
19,993 |
| 80 |
107.94 |
90.35 |
17.59 |
16.9% |
1.49 |
1.4% |
80% |
False |
False |
16,641 |
| 100 |
107.94 |
88.45 |
19.49 |
18.7% |
1.51 |
1.4% |
82% |
False |
False |
14,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.36 |
|
2.618 |
108.17 |
|
1.618 |
106.83 |
|
1.000 |
106.00 |
|
0.618 |
105.49 |
|
HIGH |
104.66 |
|
0.618 |
104.15 |
|
0.500 |
103.99 |
|
0.382 |
103.83 |
|
LOW |
103.32 |
|
0.618 |
102.49 |
|
1.000 |
101.98 |
|
1.618 |
101.15 |
|
2.618 |
99.81 |
|
4.250 |
97.63 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.24 |
104.25 |
| PP |
104.12 |
104.12 |
| S1 |
103.99 |
104.00 |
|