NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
102.98 |
101.76 |
-1.22 |
-1.2% |
105.67 |
| High |
103.21 |
104.67 |
1.46 |
1.4% |
106.03 |
| Low |
101.54 |
101.59 |
0.05 |
0.0% |
102.56 |
| Close |
101.99 |
104.43 |
2.44 |
2.4% |
104.37 |
| Range |
1.67 |
3.08 |
1.41 |
84.4% |
3.47 |
| ATR |
1.69 |
1.79 |
0.10 |
5.9% |
0.00 |
| Volume |
26,165 |
25,086 |
-1,079 |
-4.1% |
118,788 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.80 |
111.70 |
106.12 |
|
| R3 |
109.72 |
108.62 |
105.28 |
|
| R2 |
106.64 |
106.64 |
104.99 |
|
| R1 |
105.54 |
105.54 |
104.71 |
106.09 |
| PP |
103.56 |
103.56 |
103.56 |
103.84 |
| S1 |
102.46 |
102.46 |
104.15 |
103.01 |
| S2 |
100.48 |
100.48 |
103.87 |
|
| S3 |
97.40 |
99.38 |
103.58 |
|
| S4 |
94.32 |
96.30 |
102.74 |
|
|
| 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 |
104.97 |
101.54 |
3.43 |
3.3% |
1.83 |
1.8% |
84% |
False |
False |
23,868 |
| 10 |
106.38 |
101.54 |
4.84 |
4.6% |
1.66 |
1.6% |
60% |
False |
False |
22,133 |
| 20 |
107.94 |
101.00 |
6.94 |
6.6% |
1.84 |
1.8% |
49% |
False |
False |
22,675 |
| 40 |
107.94 |
98.55 |
9.39 |
9.0% |
1.62 |
1.6% |
63% |
False |
False |
20,639 |
| 60 |
107.94 |
91.40 |
16.54 |
15.8% |
1.51 |
1.4% |
79% |
False |
False |
20,592 |
| 80 |
107.94 |
90.35 |
17.59 |
16.8% |
1.51 |
1.4% |
80% |
False |
False |
17,346 |
| 100 |
107.94 |
88.45 |
19.49 |
18.7% |
1.52 |
1.5% |
82% |
False |
False |
15,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.76 |
|
2.618 |
112.73 |
|
1.618 |
109.65 |
|
1.000 |
107.75 |
|
0.618 |
106.57 |
|
HIGH |
104.67 |
|
0.618 |
103.49 |
|
0.500 |
103.13 |
|
0.382 |
102.77 |
|
LOW |
101.59 |
|
0.618 |
99.69 |
|
1.000 |
98.51 |
|
1.618 |
96.61 |
|
2.618 |
93.53 |
|
4.250 |
88.50 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.00 |
103.99 |
| PP |
103.56 |
103.55 |
| S1 |
103.13 |
103.11 |
|