NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.47 |
96.18 |
-0.29 |
-0.3% |
97.32 |
| High |
97.24 |
97.03 |
-0.21 |
-0.2% |
99.22 |
| Low |
95.88 |
96.08 |
0.20 |
0.2% |
96.08 |
| Close |
96.29 |
97.03 |
0.74 |
0.8% |
97.35 |
| Range |
1.36 |
0.95 |
-0.41 |
-30.1% |
3.14 |
| ATR |
1.37 |
1.34 |
-0.03 |
-2.2% |
0.00 |
| Volume |
24,237 |
21,503 |
-2,734 |
-11.3% |
111,025 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
99.25 |
97.55 |
|
| R3 |
98.61 |
98.30 |
97.29 |
|
| R2 |
97.66 |
97.66 |
97.20 |
|
| R1 |
97.35 |
97.35 |
97.12 |
97.51 |
| PP |
96.71 |
96.71 |
96.71 |
96.79 |
| S1 |
96.40 |
96.40 |
96.94 |
96.56 |
| S2 |
95.76 |
95.76 |
96.86 |
|
| S3 |
94.81 |
95.45 |
96.77 |
|
| S4 |
93.86 |
94.50 |
96.51 |
|
|
| 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 |
98.00 |
95.88 |
2.12 |
2.2% |
1.10 |
1.1% |
54% |
False |
False |
22,133 |
| 10 |
99.22 |
95.88 |
3.34 |
3.4% |
1.40 |
1.4% |
34% |
False |
False |
21,683 |
| 20 |
99.49 |
95.88 |
3.61 |
3.7% |
1.38 |
1.4% |
32% |
False |
False |
21,822 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.28 |
1.3% |
46% |
False |
False |
19,725 |
| 60 |
100.65 |
92.47 |
8.18 |
8.4% |
1.18 |
1.2% |
56% |
False |
False |
21,390 |
| 80 |
100.65 |
88.11 |
12.54 |
12.9% |
1.22 |
1.3% |
71% |
False |
False |
21,085 |
| 100 |
100.65 |
88.11 |
12.54 |
12.9% |
1.25 |
1.3% |
71% |
False |
False |
19,313 |
| 120 |
100.65 |
84.84 |
15.81 |
16.3% |
1.30 |
1.3% |
77% |
False |
False |
17,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.07 |
|
2.618 |
99.52 |
|
1.618 |
98.57 |
|
1.000 |
97.98 |
|
0.618 |
97.62 |
|
HIGH |
97.03 |
|
0.618 |
96.67 |
|
0.500 |
96.56 |
|
0.382 |
96.44 |
|
LOW |
96.08 |
|
0.618 |
95.49 |
|
1.000 |
95.13 |
|
1.618 |
94.54 |
|
2.618 |
93.59 |
|
4.250 |
92.04 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.87 |
96.87 |
| PP |
96.71 |
96.72 |
| S1 |
96.56 |
96.56 |
|