NYMEX Light Sweet Crude Oil Future June 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 |
96.30 |
98.69 |
2.39 |
2.5% |
98.77 |
| High |
98.81 |
99.22 |
0.41 |
0.4% |
99.14 |
| Low |
96.08 |
97.23 |
1.15 |
1.2% |
96.70 |
| Close |
98.63 |
97.47 |
-1.16 |
-1.2% |
98.25 |
| Range |
2.73 |
1.99 |
-0.74 |
-27.1% |
2.44 |
| ATR |
1.40 |
1.44 |
0.04 |
3.0% |
0.00 |
| Volume |
23,068 |
34,446 |
11,378 |
49.3% |
102,510 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.94 |
102.70 |
98.56 |
|
| R3 |
101.95 |
100.71 |
98.02 |
|
| R2 |
99.96 |
99.96 |
97.83 |
|
| R1 |
98.72 |
98.72 |
97.65 |
98.35 |
| PP |
97.97 |
97.97 |
97.97 |
97.79 |
| S1 |
96.73 |
96.73 |
97.29 |
96.36 |
| S2 |
95.98 |
95.98 |
97.11 |
|
| S3 |
93.99 |
94.74 |
96.92 |
|
| S4 |
92.00 |
92.75 |
96.38 |
|
|
| 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 |
99.22 |
96.08 |
3.14 |
3.2% |
1.69 |
1.7% |
44% |
True |
False |
21,233 |
| 10 |
99.49 |
96.08 |
3.41 |
3.5% |
1.47 |
1.5% |
41% |
False |
False |
20,975 |
| 20 |
100.65 |
96.08 |
4.57 |
4.7% |
1.45 |
1.5% |
30% |
False |
False |
21,496 |
| 40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.26 |
1.3% |
52% |
False |
False |
18,760 |
| 60 |
100.65 |
88.85 |
11.80 |
12.1% |
1.19 |
1.2% |
73% |
False |
False |
21,077 |
| 80 |
100.65 |
88.11 |
12.54 |
12.9% |
1.24 |
1.3% |
75% |
False |
False |
20,518 |
| 100 |
100.65 |
86.89 |
13.76 |
14.1% |
1.30 |
1.3% |
77% |
False |
False |
18,805 |
| 120 |
100.65 |
84.84 |
15.81 |
16.2% |
1.30 |
1.3% |
80% |
False |
False |
17,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.68 |
|
2.618 |
104.43 |
|
1.618 |
102.44 |
|
1.000 |
101.21 |
|
0.618 |
100.45 |
|
HIGH |
99.22 |
|
0.618 |
98.46 |
|
0.500 |
98.23 |
|
0.382 |
97.99 |
|
LOW |
97.23 |
|
0.618 |
96.00 |
|
1.000 |
95.24 |
|
1.618 |
94.01 |
|
2.618 |
92.02 |
|
4.250 |
88.77 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.23 |
97.65 |
| PP |
97.97 |
97.59 |
| S1 |
97.72 |
97.53 |
|