NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
101.70 |
100.91 |
-0.79 |
-0.8% |
103.90 |
| High |
102.41 |
101.84 |
-0.57 |
-0.6% |
105.15 |
| Low |
100.74 |
100.78 |
0.04 |
0.0% |
101.54 |
| Close |
101.18 |
101.74 |
0.56 |
0.6% |
102.49 |
| Range |
1.67 |
1.06 |
-0.61 |
-36.5% |
3.61 |
| ATR |
1.73 |
1.68 |
-0.05 |
-2.8% |
0.00 |
| Volume |
42,435 |
44,956 |
2,521 |
5.9% |
135,331 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.63 |
104.25 |
102.32 |
|
| R3 |
103.57 |
103.19 |
102.03 |
|
| R2 |
102.51 |
102.51 |
101.93 |
|
| R1 |
102.13 |
102.13 |
101.84 |
102.32 |
| PP |
101.45 |
101.45 |
101.45 |
101.55 |
| S1 |
101.07 |
101.07 |
101.64 |
101.26 |
| S2 |
100.39 |
100.39 |
101.55 |
|
| S3 |
99.33 |
100.01 |
101.45 |
|
| S4 |
98.27 |
98.95 |
101.16 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.89 |
111.80 |
104.48 |
|
| R3 |
110.28 |
108.19 |
103.48 |
|
| R2 |
106.67 |
106.67 |
103.15 |
|
| R1 |
104.58 |
104.58 |
102.82 |
103.82 |
| PP |
103.06 |
103.06 |
103.06 |
102.68 |
| S1 |
100.97 |
100.97 |
102.16 |
100.21 |
| S2 |
99.45 |
99.45 |
101.83 |
|
| S3 |
95.84 |
97.36 |
101.50 |
|
| S4 |
92.23 |
93.75 |
100.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.48 |
100.61 |
2.87 |
2.8% |
1.38 |
1.4% |
39% |
False |
False |
38,789 |
| 10 |
105.15 |
100.61 |
4.54 |
4.5% |
1.68 |
1.6% |
25% |
False |
False |
33,025 |
| 20 |
106.38 |
100.61 |
5.77 |
5.7% |
1.75 |
1.7% |
20% |
False |
False |
26,839 |
| 40 |
107.94 |
98.55 |
9.39 |
9.2% |
1.65 |
1.6% |
34% |
False |
False |
23,972 |
| 60 |
107.94 |
96.02 |
11.92 |
11.7% |
1.53 |
1.5% |
48% |
False |
False |
23,095 |
| 80 |
107.94 |
90.40 |
17.54 |
17.2% |
1.50 |
1.5% |
65% |
False |
False |
19,854 |
| 100 |
107.94 |
90.35 |
17.59 |
17.3% |
1.48 |
1.5% |
65% |
False |
False |
16,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.35 |
|
2.618 |
104.62 |
|
1.618 |
103.56 |
|
1.000 |
102.90 |
|
0.618 |
102.50 |
|
HIGH |
101.84 |
|
0.618 |
101.44 |
|
0.500 |
101.31 |
|
0.382 |
101.18 |
|
LOW |
100.78 |
|
0.618 |
100.12 |
|
1.000 |
99.72 |
|
1.618 |
99.06 |
|
2.618 |
98.00 |
|
4.250 |
96.28 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.60 |
101.66 |
| PP |
101.45 |
101.59 |
| S1 |
101.31 |
101.51 |
|