NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
101.76 |
104.53 |
2.77 |
2.7% |
105.67 |
| High |
104.67 |
105.15 |
0.48 |
0.5% |
106.03 |
| Low |
101.59 |
102.88 |
1.29 |
1.3% |
102.56 |
| Close |
104.43 |
103.11 |
-1.32 |
-1.3% |
104.37 |
| Range |
3.08 |
2.27 |
-0.81 |
-26.3% |
3.47 |
| ATR |
1.79 |
1.82 |
0.03 |
1.9% |
0.00 |
| Volume |
25,086 |
37,095 |
12,009 |
47.9% |
118,788 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.52 |
109.09 |
104.36 |
|
| R3 |
108.25 |
106.82 |
103.73 |
|
| R2 |
105.98 |
105.98 |
103.53 |
|
| R1 |
104.55 |
104.55 |
103.32 |
104.13 |
| PP |
103.71 |
103.71 |
103.71 |
103.51 |
| S1 |
102.28 |
102.28 |
102.90 |
101.86 |
| S2 |
101.44 |
101.44 |
102.69 |
|
| S3 |
99.17 |
100.01 |
102.49 |
|
| S4 |
96.90 |
97.74 |
101.86 |
|
|
| 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 |
105.15 |
101.54 |
3.61 |
3.5% |
1.97 |
1.9% |
43% |
True |
False |
27,262 |
| 10 |
106.38 |
101.54 |
4.84 |
4.7% |
1.77 |
1.7% |
32% |
False |
False |
23,896 |
| 20 |
107.94 |
101.00 |
6.94 |
6.7% |
1.87 |
1.8% |
30% |
False |
False |
22,886 |
| 40 |
107.94 |
98.55 |
9.39 |
9.1% |
1.63 |
1.6% |
49% |
False |
False |
21,182 |
| 60 |
107.94 |
91.40 |
16.54 |
16.0% |
1.53 |
1.5% |
71% |
False |
False |
20,968 |
| 80 |
107.94 |
90.35 |
17.59 |
17.1% |
1.51 |
1.5% |
73% |
False |
False |
17,765 |
| 100 |
107.94 |
88.45 |
19.49 |
18.9% |
1.53 |
1.5% |
75% |
False |
False |
15,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.80 |
|
2.618 |
111.09 |
|
1.618 |
108.82 |
|
1.000 |
107.42 |
|
0.618 |
106.55 |
|
HIGH |
105.15 |
|
0.618 |
104.28 |
|
0.500 |
104.02 |
|
0.382 |
103.75 |
|
LOW |
102.88 |
|
0.618 |
101.48 |
|
1.000 |
100.61 |
|
1.618 |
99.21 |
|
2.618 |
96.94 |
|
4.250 |
93.23 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.02 |
103.35 |
| PP |
103.71 |
103.27 |
| S1 |
103.41 |
103.19 |
|