NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
99.80 |
99.55 |
-0.25 |
-0.3% |
98.72 |
| High |
99.95 |
100.52 |
0.57 |
0.6% |
101.62 |
| Low |
99.16 |
99.55 |
0.39 |
0.4% |
98.72 |
| Close |
99.65 |
100.52 |
0.87 |
0.9% |
101.62 |
| Range |
0.79 |
0.97 |
0.18 |
22.8% |
2.90 |
| ATR |
1.15 |
1.14 |
-0.01 |
-1.1% |
0.00 |
| Volume |
5,374 |
3,709 |
-1,665 |
-31.0% |
17,885 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.11 |
102.78 |
101.05 |
|
| R3 |
102.14 |
101.81 |
100.79 |
|
| R2 |
101.17 |
101.17 |
100.70 |
|
| R1 |
100.84 |
100.84 |
100.61 |
101.01 |
| PP |
100.20 |
100.20 |
100.20 |
100.28 |
| S1 |
99.87 |
99.87 |
100.43 |
100.04 |
| S2 |
99.23 |
99.23 |
100.34 |
|
| S3 |
98.26 |
98.90 |
100.25 |
|
| S4 |
97.29 |
97.93 |
99.99 |
|
|
| 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 |
104.64 |
|
2.618 |
103.06 |
|
1.618 |
102.09 |
|
1.000 |
101.49 |
|
0.618 |
101.12 |
|
HIGH |
100.52 |
|
0.618 |
100.15 |
|
0.500 |
100.04 |
|
0.382 |
99.92 |
|
LOW |
99.55 |
|
0.618 |
98.95 |
|
1.000 |
98.58 |
|
1.618 |
97.98 |
|
2.618 |
97.01 |
|
4.250 |
95.43 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.36 |
100.23 |
| PP |
100.20 |
99.93 |
| S1 |
100.04 |
99.64 |
|