NYMEX Light Sweet Crude Oil Future February 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 |
100.30 |
103.44 |
3.14 |
3.1% |
103.90 |
| High |
103.28 |
103.73 |
0.45 |
0.4% |
104.39 |
| Low |
100.30 |
101.60 |
1.30 |
1.3% |
101.15 |
| Close |
103.06 |
101.78 |
-1.28 |
-1.2% |
102.97 |
| Range |
2.98 |
2.13 |
-0.85 |
-28.5% |
3.24 |
| ATR |
1.64 |
1.67 |
0.04 |
2.1% |
0.00 |
| Volume |
14,731 |
14,091 |
-640 |
-4.3% |
77,293 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.76 |
107.40 |
102.95 |
|
| R3 |
106.63 |
105.27 |
102.37 |
|
| R2 |
104.50 |
104.50 |
102.17 |
|
| R1 |
103.14 |
103.14 |
101.98 |
102.76 |
| PP |
102.37 |
102.37 |
102.37 |
102.18 |
| S1 |
101.01 |
101.01 |
101.58 |
100.63 |
| S2 |
100.24 |
100.24 |
101.39 |
|
| S3 |
98.11 |
98.88 |
101.19 |
|
| S4 |
95.98 |
96.75 |
100.61 |
|
|
| 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 |
103.73 |
100.26 |
3.47 |
3.4% |
1.87 |
1.8% |
44% |
True |
False |
15,168 |
| 10 |
104.67 |
100.26 |
4.41 |
4.3% |
1.67 |
1.6% |
34% |
False |
False |
14,373 |
| 20 |
106.22 |
100.05 |
6.17 |
6.1% |
1.70 |
1.7% |
28% |
False |
False |
12,977 |
| 40 |
106.22 |
97.46 |
8.76 |
8.6% |
1.44 |
1.4% |
49% |
False |
False |
10,776 |
| 60 |
106.22 |
91.35 |
14.87 |
14.6% |
1.31 |
1.3% |
70% |
False |
False |
10,449 |
| 80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.31 |
1.3% |
73% |
False |
False |
8,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.78 |
|
2.618 |
109.31 |
|
1.618 |
107.18 |
|
1.000 |
105.86 |
|
0.618 |
105.05 |
|
HIGH |
103.73 |
|
0.618 |
102.92 |
|
0.500 |
102.67 |
|
0.382 |
102.41 |
|
LOW |
101.60 |
|
0.618 |
100.28 |
|
1.000 |
99.47 |
|
1.618 |
98.15 |
|
2.618 |
96.02 |
|
4.250 |
92.55 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.67 |
102.00 |
| PP |
102.37 |
101.92 |
| S1 |
102.08 |
101.85 |
|