NYMEX Light Sweet Crude Oil Future June 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 |
98.69 |
97.34 |
-1.35 |
-1.4% |
97.32 |
| High |
99.22 |
98.00 |
-1.22 |
-1.2% |
99.22 |
| Low |
97.23 |
97.02 |
-0.21 |
-0.2% |
96.08 |
| Close |
97.47 |
97.35 |
-0.12 |
-0.1% |
97.35 |
| Range |
1.99 |
0.98 |
-1.01 |
-50.8% |
3.14 |
| ATR |
1.44 |
1.41 |
-0.03 |
-2.3% |
0.00 |
| Volume |
34,446 |
22,430 |
-12,016 |
-34.9% |
111,025 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
99.85 |
97.89 |
|
| R3 |
99.42 |
98.87 |
97.62 |
|
| R2 |
98.44 |
98.44 |
97.53 |
|
| R1 |
97.89 |
97.89 |
97.44 |
98.17 |
| PP |
97.46 |
97.46 |
97.46 |
97.59 |
| S1 |
96.91 |
96.91 |
97.26 |
97.19 |
| S2 |
96.48 |
96.48 |
97.17 |
|
| S3 |
95.50 |
95.93 |
97.08 |
|
| S4 |
94.52 |
94.95 |
96.81 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.97 |
105.30 |
99.08 |
|
| R3 |
103.83 |
102.16 |
98.21 |
|
| R2 |
100.69 |
100.69 |
97.93 |
|
| R1 |
99.02 |
99.02 |
97.64 |
99.86 |
| PP |
97.55 |
97.55 |
97.55 |
97.97 |
| S1 |
95.88 |
95.88 |
97.06 |
96.72 |
| S2 |
94.41 |
94.41 |
96.77 |
|
| S3 |
91.27 |
92.74 |
96.49 |
|
| S4 |
88.13 |
89.60 |
95.62 |
|
|
| 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% |
1.68 |
1.7% |
40% |
False |
False |
22,205 |
| 10 |
99.22 |
96.08 |
3.14 |
3.2% |
1.46 |
1.5% |
40% |
False |
False |
21,353 |
| 20 |
100.65 |
96.08 |
4.57 |
4.7% |
1.46 |
1.5% |
28% |
False |
False |
21,416 |
| 40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.25 |
1.3% |
50% |
False |
False |
18,884 |
| 60 |
100.65 |
90.08 |
10.57 |
10.9% |
1.18 |
1.2% |
69% |
False |
False |
21,084 |
| 80 |
100.65 |
88.11 |
12.54 |
12.9% |
1.23 |
1.3% |
74% |
False |
False |
20,668 |
| 100 |
100.65 |
86.89 |
13.76 |
14.1% |
1.29 |
1.3% |
76% |
False |
False |
18,916 |
| 120 |
100.65 |
84.84 |
15.81 |
16.2% |
1.30 |
1.3% |
79% |
False |
False |
17,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.17 |
|
2.618 |
100.57 |
|
1.618 |
99.59 |
|
1.000 |
98.98 |
|
0.618 |
98.61 |
|
HIGH |
98.00 |
|
0.618 |
97.63 |
|
0.500 |
97.51 |
|
0.382 |
97.39 |
|
LOW |
97.02 |
|
0.618 |
96.41 |
|
1.000 |
96.04 |
|
1.618 |
95.43 |
|
2.618 |
94.45 |
|
4.250 |
92.86 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.51 |
97.65 |
| PP |
97.46 |
97.55 |
| S1 |
97.40 |
97.45 |
|