NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.51 |
96.70 |
-0.81 |
-0.8% |
97.32 |
| High |
97.55 |
96.87 |
-0.68 |
-0.7% |
99.22 |
| Low |
96.26 |
95.94 |
-0.32 |
-0.3% |
96.08 |
| Close |
96.77 |
96.57 |
-0.20 |
-0.2% |
97.35 |
| Range |
1.29 |
0.93 |
-0.36 |
-27.9% |
3.14 |
| ATR |
1.40 |
1.37 |
-0.03 |
-2.4% |
0.00 |
| Volume |
21,155 |
21,343 |
188 |
0.9% |
111,025 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.25 |
98.84 |
97.08 |
|
| R3 |
98.32 |
97.91 |
96.83 |
|
| R2 |
97.39 |
97.39 |
96.74 |
|
| R1 |
96.98 |
96.98 |
96.66 |
96.72 |
| PP |
96.46 |
96.46 |
96.46 |
96.33 |
| S1 |
96.05 |
96.05 |
96.48 |
95.79 |
| S2 |
95.53 |
95.53 |
96.40 |
|
| S3 |
94.60 |
95.12 |
96.31 |
|
| S4 |
93.67 |
94.19 |
96.06 |
|
|
| 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 |
95.94 |
3.28 |
3.4% |
1.58 |
1.6% |
19% |
False |
True |
24,488 |
| 10 |
99.22 |
95.94 |
3.28 |
3.4% |
1.39 |
1.4% |
19% |
False |
True |
21,047 |
| 20 |
100.65 |
95.94 |
4.71 |
4.9% |
1.47 |
1.5% |
13% |
False |
True |
21,640 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.27 |
1.3% |
39% |
False |
False |
19,258 |
| 60 |
100.65 |
90.96 |
9.69 |
10.0% |
1.18 |
1.2% |
58% |
False |
False |
21,263 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.23 |
1.3% |
67% |
False |
False |
20,940 |
| 100 |
100.65 |
88.11 |
12.54 |
13.0% |
1.26 |
1.3% |
67% |
False |
False |
19,090 |
| 120 |
100.65 |
84.84 |
15.81 |
16.4% |
1.29 |
1.3% |
74% |
False |
False |
17,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.82 |
|
2.618 |
99.30 |
|
1.618 |
98.37 |
|
1.000 |
97.80 |
|
0.618 |
97.44 |
|
HIGH |
96.87 |
|
0.618 |
96.51 |
|
0.500 |
96.41 |
|
0.382 |
96.30 |
|
LOW |
95.94 |
|
0.618 |
95.37 |
|
1.000 |
95.01 |
|
1.618 |
94.44 |
|
2.618 |
93.51 |
|
4.250 |
91.99 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.52 |
96.97 |
| PP |
96.46 |
96.84 |
| S1 |
96.41 |
96.70 |
|