NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.20 |
102.00 |
-1.20 |
-1.2% |
103.90 |
| High |
103.21 |
102.74 |
-0.47 |
-0.5% |
104.39 |
| Low |
101.94 |
101.31 |
-0.63 |
-0.6% |
101.15 |
| Close |
102.97 |
102.01 |
-0.96 |
-0.9% |
102.97 |
| Range |
1.27 |
1.43 |
0.16 |
12.6% |
3.24 |
| ATR |
1.51 |
1.52 |
0.01 |
0.7% |
0.00 |
| Volume |
17,531 |
12,242 |
-5,289 |
-30.2% |
77,293 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.31 |
105.59 |
102.80 |
|
| R3 |
104.88 |
104.16 |
102.40 |
|
| R2 |
103.45 |
103.45 |
102.27 |
|
| R1 |
102.73 |
102.73 |
102.14 |
103.09 |
| PP |
102.02 |
102.02 |
102.02 |
102.20 |
| S1 |
101.30 |
101.30 |
101.88 |
101.66 |
| S2 |
100.59 |
100.59 |
101.75 |
|
| S3 |
99.16 |
99.87 |
101.62 |
|
| S4 |
97.73 |
98.44 |
101.22 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.56 |
111.00 |
104.75 |
|
| R3 |
109.32 |
107.76 |
103.86 |
|
| R2 |
106.08 |
106.08 |
103.56 |
|
| R1 |
104.52 |
104.52 |
103.27 |
103.68 |
| PP |
102.84 |
102.84 |
102.84 |
102.42 |
| S1 |
101.28 |
101.28 |
102.67 |
100.44 |
| S2 |
99.60 |
99.60 |
102.38 |
|
| S3 |
96.36 |
98.04 |
102.08 |
|
| S4 |
93.12 |
94.80 |
101.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.45 |
101.15 |
2.30 |
2.3% |
1.43 |
1.4% |
37% |
False |
False |
15,627 |
| 10 |
104.67 |
100.50 |
4.17 |
4.1% |
1.53 |
1.5% |
36% |
False |
False |
13,262 |
| 20 |
106.22 |
100.00 |
6.22 |
6.1% |
1.53 |
1.5% |
32% |
False |
False |
11,950 |
| 40 |
106.22 |
97.46 |
8.76 |
8.6% |
1.37 |
1.3% |
52% |
False |
False |
10,226 |
| 60 |
106.22 |
90.05 |
16.17 |
15.9% |
1.29 |
1.3% |
74% |
False |
False |
9,944 |
| 80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.29 |
1.3% |
74% |
False |
False |
8,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.82 |
|
2.618 |
106.48 |
|
1.618 |
105.05 |
|
1.000 |
104.17 |
|
0.618 |
103.62 |
|
HIGH |
102.74 |
|
0.618 |
102.19 |
|
0.500 |
102.03 |
|
0.382 |
101.86 |
|
LOW |
101.31 |
|
0.618 |
100.43 |
|
1.000 |
99.88 |
|
1.618 |
99.00 |
|
2.618 |
97.57 |
|
4.250 |
95.23 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.03 |
102.38 |
| PP |
102.02 |
102.26 |
| S1 |
102.02 |
102.13 |
|