NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
100.25 |
99.80 |
-0.45 |
-0.4% |
98.72 |
| High |
100.43 |
99.95 |
-0.48 |
-0.5% |
101.62 |
| Low |
98.75 |
99.16 |
0.41 |
0.4% |
98.72 |
| Close |
99.44 |
99.65 |
0.21 |
0.2% |
101.62 |
| Range |
1.68 |
0.79 |
-0.89 |
-53.0% |
2.90 |
| ATR |
1.18 |
1.15 |
-0.03 |
-2.3% |
0.00 |
| Volume |
5,365 |
5,374 |
9 |
0.2% |
17,885 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
101.59 |
100.08 |
|
| R3 |
101.17 |
100.80 |
99.87 |
|
| R2 |
100.38 |
100.38 |
99.79 |
|
| R1 |
100.01 |
100.01 |
99.72 |
99.80 |
| PP |
99.59 |
99.59 |
99.59 |
99.48 |
| S1 |
99.22 |
99.22 |
99.58 |
99.01 |
| S2 |
98.80 |
98.80 |
99.51 |
|
| S3 |
98.01 |
98.43 |
99.43 |
|
| S4 |
97.22 |
97.64 |
99.22 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.35 |
108.39 |
103.22 |
|
| R3 |
106.45 |
105.49 |
102.42 |
|
| R2 |
103.55 |
103.55 |
102.15 |
|
| R1 |
102.59 |
102.59 |
101.89 |
103.07 |
| PP |
100.65 |
100.65 |
100.65 |
100.90 |
| S1 |
99.69 |
99.69 |
101.35 |
100.17 |
| S2 |
97.75 |
97.75 |
101.09 |
|
| S3 |
94.85 |
96.79 |
100.82 |
|
| S4 |
91.95 |
93.89 |
100.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.31 |
|
2.618 |
102.02 |
|
1.618 |
101.23 |
|
1.000 |
100.74 |
|
0.618 |
100.44 |
|
HIGH |
99.95 |
|
0.618 |
99.65 |
|
0.500 |
99.56 |
|
0.382 |
99.46 |
|
LOW |
99.16 |
|
0.618 |
98.67 |
|
1.000 |
98.37 |
|
1.618 |
97.88 |
|
2.618 |
97.09 |
|
4.250 |
95.80 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.62 |
100.06 |
| PP |
99.59 |
99.92 |
| S1 |
99.56 |
99.79 |
|