NYMEX Light Sweet Crude Oil Future June 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 |
97.34 |
96.30 |
-1.04 |
-1.1% |
98.77 |
| High |
97.52 |
98.81 |
1.29 |
1.3% |
99.14 |
| Low |
96.10 |
96.08 |
-0.02 |
0.0% |
96.70 |
| Close |
96.56 |
98.63 |
2.07 |
2.1% |
98.25 |
| Range |
1.42 |
2.73 |
1.31 |
92.3% |
2.44 |
| ATR |
1.30 |
1.40 |
0.10 |
7.9% |
0.00 |
| Volume |
19,155 |
23,068 |
3,913 |
20.4% |
102,510 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.03 |
105.06 |
100.13 |
|
| R3 |
103.30 |
102.33 |
99.38 |
|
| R2 |
100.57 |
100.57 |
99.13 |
|
| R1 |
99.60 |
99.60 |
98.88 |
100.09 |
| PP |
97.84 |
97.84 |
97.84 |
98.08 |
| S1 |
96.87 |
96.87 |
98.38 |
97.36 |
| S2 |
95.11 |
95.11 |
98.13 |
|
| S3 |
92.38 |
94.14 |
97.88 |
|
| S4 |
89.65 |
91.41 |
97.13 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.35 |
104.24 |
99.59 |
|
| R3 |
102.91 |
101.80 |
98.92 |
|
| R2 |
100.47 |
100.47 |
98.70 |
|
| R1 |
99.36 |
99.36 |
98.47 |
98.70 |
| PP |
98.03 |
98.03 |
98.03 |
97.70 |
| S1 |
96.92 |
96.92 |
98.03 |
96.26 |
| S2 |
95.59 |
95.59 |
97.80 |
|
| S3 |
93.15 |
94.48 |
97.58 |
|
| S4 |
90.71 |
92.04 |
96.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.81 |
96.08 |
2.73 |
2.8% |
1.51 |
1.5% |
93% |
True |
True |
18,131 |
| 10 |
99.49 |
96.08 |
3.41 |
3.5% |
1.37 |
1.4% |
75% |
False |
True |
19,121 |
| 20 |
100.65 |
96.08 |
4.57 |
4.6% |
1.40 |
1.4% |
56% |
False |
True |
21,207 |
| 40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.25 |
1.3% |
70% |
False |
False |
18,502 |
| 60 |
100.65 |
88.85 |
11.80 |
12.0% |
1.17 |
1.2% |
83% |
False |
False |
20,885 |
| 80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.24 |
1.3% |
84% |
False |
False |
20,163 |
| 100 |
100.65 |
86.89 |
13.76 |
14.0% |
1.29 |
1.3% |
85% |
False |
False |
18,552 |
| 120 |
100.65 |
84.84 |
15.81 |
16.0% |
1.29 |
1.3% |
87% |
False |
False |
17,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.41 |
|
2.618 |
105.96 |
|
1.618 |
103.23 |
|
1.000 |
101.54 |
|
0.618 |
100.50 |
|
HIGH |
98.81 |
|
0.618 |
97.77 |
|
0.500 |
97.45 |
|
0.382 |
97.12 |
|
LOW |
96.08 |
|
0.618 |
94.39 |
|
1.000 |
93.35 |
|
1.618 |
91.66 |
|
2.618 |
88.93 |
|
4.250 |
84.48 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.24 |
98.24 |
| PP |
97.84 |
97.84 |
| S1 |
97.45 |
97.45 |
|