NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
102.00 |
101.70 |
-0.30 |
-0.3% |
103.90 |
| High |
102.74 |
101.81 |
-0.93 |
-0.9% |
104.39 |
| Low |
101.31 |
100.26 |
-1.05 |
-1.0% |
101.15 |
| Close |
102.01 |
100.67 |
-1.34 |
-1.3% |
102.97 |
| Range |
1.43 |
1.55 |
0.12 |
8.4% |
3.24 |
| ATR |
1.52 |
1.53 |
0.02 |
1.1% |
0.00 |
| Volume |
12,242 |
17,249 |
5,007 |
40.9% |
77,293 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.56 |
104.67 |
101.52 |
|
| R3 |
104.01 |
103.12 |
101.10 |
|
| R2 |
102.46 |
102.46 |
100.95 |
|
| R1 |
101.57 |
101.57 |
100.81 |
101.24 |
| PP |
100.91 |
100.91 |
100.91 |
100.75 |
| S1 |
100.02 |
100.02 |
100.53 |
99.69 |
| S2 |
99.36 |
99.36 |
100.39 |
|
| S3 |
97.81 |
98.47 |
100.24 |
|
| S4 |
96.26 |
96.92 |
99.82 |
|
|
| 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 |
100.26 |
3.19 |
3.2% |
1.32 |
1.3% |
13% |
False |
True |
15,845 |
| 10 |
104.67 |
100.26 |
4.41 |
4.4% |
1.39 |
1.4% |
9% |
False |
True |
14,059 |
| 20 |
106.22 |
100.00 |
6.22 |
6.2% |
1.56 |
1.6% |
11% |
False |
False |
12,466 |
| 40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.38 |
1.4% |
37% |
False |
False |
10,424 |
| 60 |
106.22 |
90.05 |
16.17 |
16.1% |
1.27 |
1.3% |
66% |
False |
False |
10,151 |
| 80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.29 |
1.3% |
66% |
False |
False |
8,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.40 |
|
2.618 |
105.87 |
|
1.618 |
104.32 |
|
1.000 |
103.36 |
|
0.618 |
102.77 |
|
HIGH |
101.81 |
|
0.618 |
101.22 |
|
0.500 |
101.04 |
|
0.382 |
100.85 |
|
LOW |
100.26 |
|
0.618 |
99.30 |
|
1.000 |
98.71 |
|
1.618 |
97.75 |
|
2.618 |
96.20 |
|
4.250 |
93.67 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.04 |
101.74 |
| PP |
100.91 |
101.38 |
| S1 |
100.79 |
101.03 |
|