NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.44 |
102.03 |
-1.41 |
-1.4% |
102.00 |
| High |
103.73 |
102.15 |
-1.58 |
-1.5% |
103.73 |
| Low |
101.60 |
101.04 |
-0.56 |
-0.6% |
100.26 |
| Close |
101.78 |
101.33 |
-0.45 |
-0.4% |
101.33 |
| Range |
2.13 |
1.11 |
-1.02 |
-47.9% |
3.47 |
| ATR |
1.67 |
1.63 |
-0.04 |
-2.4% |
0.00 |
| Volume |
14,091 |
13,263 |
-828 |
-5.9% |
71,576 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.84 |
104.19 |
101.94 |
|
| R3 |
103.73 |
103.08 |
101.64 |
|
| R2 |
102.62 |
102.62 |
101.53 |
|
| R1 |
101.97 |
101.97 |
101.43 |
101.74 |
| PP |
101.51 |
101.51 |
101.51 |
101.39 |
| S1 |
100.86 |
100.86 |
101.23 |
100.63 |
| S2 |
100.40 |
100.40 |
101.13 |
|
| S3 |
99.29 |
99.75 |
101.02 |
|
| S4 |
98.18 |
98.64 |
100.72 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.18 |
110.23 |
103.24 |
|
| R3 |
108.71 |
106.76 |
102.28 |
|
| R2 |
105.24 |
105.24 |
101.97 |
|
| R1 |
103.29 |
103.29 |
101.65 |
102.53 |
| PP |
101.77 |
101.77 |
101.77 |
101.40 |
| S1 |
99.82 |
99.82 |
101.01 |
99.06 |
| S2 |
98.30 |
98.30 |
100.69 |
|
| S3 |
94.83 |
96.35 |
100.38 |
|
| S4 |
91.36 |
92.88 |
99.42 |
|
|
| 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% |
1.84 |
1.8% |
31% |
False |
False |
14,315 |
| 10 |
104.39 |
100.26 |
4.13 |
4.1% |
1.63 |
1.6% |
26% |
False |
False |
14,886 |
| 20 |
106.22 |
100.26 |
5.96 |
5.9% |
1.72 |
1.7% |
18% |
False |
False |
12,900 |
| 40 |
106.22 |
97.46 |
8.76 |
8.6% |
1.44 |
1.4% |
44% |
False |
False |
10,892 |
| 60 |
106.22 |
92.15 |
14.07 |
13.9% |
1.31 |
1.3% |
65% |
False |
False |
10,510 |
| 80 |
106.22 |
90.05 |
16.17 |
16.0% |
1.30 |
1.3% |
70% |
False |
False |
8,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.87 |
|
2.618 |
105.06 |
|
1.618 |
103.95 |
|
1.000 |
103.26 |
|
0.618 |
102.84 |
|
HIGH |
102.15 |
|
0.618 |
101.73 |
|
0.500 |
101.60 |
|
0.382 |
101.46 |
|
LOW |
101.04 |
|
0.618 |
100.35 |
|
1.000 |
99.93 |
|
1.618 |
99.24 |
|
2.618 |
98.13 |
|
4.250 |
96.32 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.60 |
102.02 |
| PP |
101.51 |
101.79 |
| S1 |
101.42 |
101.56 |
|