NYMEX Light Sweet Crude Oil Future February 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 |
101.70 |
100.30 |
-1.40 |
-1.4% |
103.90 |
| High |
101.81 |
103.28 |
1.47 |
1.4% |
104.39 |
| Low |
100.26 |
100.30 |
0.04 |
0.0% |
101.15 |
| Close |
100.67 |
103.06 |
2.39 |
2.4% |
102.97 |
| Range |
1.55 |
2.98 |
1.43 |
92.3% |
3.24 |
| ATR |
1.53 |
1.64 |
0.10 |
6.7% |
0.00 |
| Volume |
17,249 |
14,731 |
-2,518 |
-14.6% |
77,293 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.15 |
110.09 |
104.70 |
|
| R3 |
108.17 |
107.11 |
103.88 |
|
| R2 |
105.19 |
105.19 |
103.61 |
|
| R1 |
104.13 |
104.13 |
103.33 |
104.66 |
| PP |
102.21 |
102.21 |
102.21 |
102.48 |
| S1 |
101.15 |
101.15 |
102.79 |
101.68 |
| S2 |
99.23 |
99.23 |
102.51 |
|
| S3 |
96.25 |
98.17 |
102.24 |
|
| S4 |
93.27 |
95.19 |
101.42 |
|
|
| 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 |
3.1% |
1.68 |
1.6% |
88% |
False |
False |
15,315 |
| 10 |
104.67 |
100.26 |
4.41 |
4.3% |
1.57 |
1.5% |
63% |
False |
False |
14,105 |
| 20 |
106.22 |
100.00 |
6.22 |
6.0% |
1.65 |
1.6% |
49% |
False |
False |
12,886 |
| 40 |
106.22 |
97.46 |
8.76 |
8.5% |
1.43 |
1.4% |
64% |
False |
False |
10,650 |
| 60 |
106.22 |
91.35 |
14.87 |
14.4% |
1.29 |
1.2% |
79% |
False |
False |
10,339 |
| 80 |
106.22 |
90.05 |
16.17 |
15.7% |
1.31 |
1.3% |
80% |
False |
False |
8,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.95 |
|
2.618 |
111.08 |
|
1.618 |
108.10 |
|
1.000 |
106.26 |
|
0.618 |
105.12 |
|
HIGH |
103.28 |
|
0.618 |
102.14 |
|
0.500 |
101.79 |
|
0.382 |
101.44 |
|
LOW |
100.30 |
|
0.618 |
98.46 |
|
1.000 |
97.32 |
|
1.618 |
95.48 |
|
2.618 |
92.50 |
|
4.250 |
87.64 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.64 |
102.63 |
| PP |
102.21 |
102.20 |
| S1 |
101.79 |
101.77 |
|