NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.70 |
96.47 |
-0.23 |
-0.2% |
97.32 |
| High |
96.87 |
97.24 |
0.37 |
0.4% |
99.22 |
| Low |
95.94 |
95.88 |
-0.06 |
-0.1% |
96.08 |
| Close |
96.57 |
96.29 |
-0.28 |
-0.3% |
97.35 |
| Range |
0.93 |
1.36 |
0.43 |
46.2% |
3.14 |
| ATR |
1.37 |
1.37 |
0.00 |
0.0% |
0.00 |
| Volume |
21,343 |
24,237 |
2,894 |
13.6% |
111,025 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
99.78 |
97.04 |
|
| R3 |
99.19 |
98.42 |
96.66 |
|
| R2 |
97.83 |
97.83 |
96.54 |
|
| R1 |
97.06 |
97.06 |
96.41 |
96.77 |
| PP |
96.47 |
96.47 |
96.47 |
96.32 |
| S1 |
95.70 |
95.70 |
96.17 |
95.41 |
| S2 |
95.11 |
95.11 |
96.04 |
|
| S3 |
93.75 |
94.34 |
95.92 |
|
| S4 |
92.39 |
92.98 |
95.54 |
|
|
| 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 |
95.88 |
3.34 |
3.5% |
1.31 |
1.4% |
12% |
False |
True |
24,722 |
| 10 |
99.22 |
95.88 |
3.34 |
3.5% |
1.41 |
1.5% |
12% |
False |
True |
21,426 |
| 20 |
100.65 |
95.88 |
4.77 |
5.0% |
1.43 |
1.5% |
9% |
False |
True |
22,399 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.29 |
1.3% |
35% |
False |
False |
19,585 |
| 60 |
100.65 |
91.37 |
9.28 |
9.6% |
1.18 |
1.2% |
53% |
False |
False |
21,297 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.23 |
1.3% |
65% |
False |
False |
21,035 |
| 100 |
100.65 |
88.11 |
12.54 |
13.0% |
1.26 |
1.3% |
65% |
False |
False |
19,237 |
| 120 |
100.65 |
84.84 |
15.81 |
16.4% |
1.30 |
1.3% |
72% |
False |
False |
17,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.02 |
|
2.618 |
100.80 |
|
1.618 |
99.44 |
|
1.000 |
98.60 |
|
0.618 |
98.08 |
|
HIGH |
97.24 |
|
0.618 |
96.72 |
|
0.500 |
96.56 |
|
0.382 |
96.40 |
|
LOW |
95.88 |
|
0.618 |
95.04 |
|
1.000 |
94.52 |
|
1.618 |
93.68 |
|
2.618 |
92.32 |
|
4.250 |
90.10 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.56 |
96.72 |
| PP |
96.47 |
96.57 |
| S1 |
96.38 |
96.43 |
|