NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.18 |
96.62 |
0.44 |
0.5% |
97.51 |
| High |
97.03 |
97.32 |
0.29 |
0.3% |
97.55 |
| Low |
96.08 |
96.16 |
0.08 |
0.1% |
95.88 |
| Close |
97.03 |
96.56 |
-0.47 |
-0.5% |
96.56 |
| Range |
0.95 |
1.16 |
0.21 |
22.1% |
1.67 |
| ATR |
1.34 |
1.32 |
-0.01 |
-0.9% |
0.00 |
| Volume |
21,503 |
14,298 |
-7,205 |
-33.5% |
102,536 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.16 |
99.52 |
97.20 |
|
| R3 |
99.00 |
98.36 |
96.88 |
|
| R2 |
97.84 |
97.84 |
96.77 |
|
| R1 |
97.20 |
97.20 |
96.67 |
96.94 |
| PP |
96.68 |
96.68 |
96.68 |
96.55 |
| S1 |
96.04 |
96.04 |
96.45 |
95.78 |
| S2 |
95.52 |
95.52 |
96.35 |
|
| S3 |
94.36 |
94.88 |
96.24 |
|
| S4 |
93.20 |
93.72 |
95.92 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.67 |
100.79 |
97.48 |
|
| R3 |
100.00 |
99.12 |
97.02 |
|
| R2 |
98.33 |
98.33 |
96.87 |
|
| R1 |
97.45 |
97.45 |
96.71 |
97.06 |
| PP |
96.66 |
96.66 |
96.66 |
96.47 |
| S1 |
95.78 |
95.78 |
96.41 |
95.39 |
| S2 |
94.99 |
94.99 |
96.25 |
|
| S3 |
93.32 |
94.11 |
96.10 |
|
| S4 |
91.65 |
92.44 |
95.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.55 |
95.88 |
1.67 |
1.7% |
1.14 |
1.2% |
41% |
False |
False |
20,507 |
| 10 |
99.22 |
95.88 |
3.34 |
3.5% |
1.41 |
1.5% |
20% |
False |
False |
21,356 |
| 20 |
99.49 |
95.88 |
3.61 |
3.7% |
1.35 |
1.4% |
19% |
False |
False |
21,049 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.27 |
1.3% |
39% |
False |
False |
19,755 |
| 60 |
100.65 |
92.50 |
8.15 |
8.4% |
1.18 |
1.2% |
50% |
False |
False |
20,974 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.23 |
1.3% |
67% |
False |
False |
20,866 |
| 100 |
100.65 |
88.11 |
12.54 |
13.0% |
1.26 |
1.3% |
67% |
False |
False |
19,368 |
| 120 |
100.65 |
84.84 |
15.81 |
16.4% |
1.31 |
1.4% |
74% |
False |
False |
17,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.25 |
|
2.618 |
100.36 |
|
1.618 |
99.20 |
|
1.000 |
98.48 |
|
0.618 |
98.04 |
|
HIGH |
97.32 |
|
0.618 |
96.88 |
|
0.500 |
96.74 |
|
0.382 |
96.60 |
|
LOW |
96.16 |
|
0.618 |
95.44 |
|
1.000 |
95.00 |
|
1.618 |
94.28 |
|
2.618 |
93.12 |
|
4.250 |
91.23 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.74 |
96.60 |
| PP |
96.68 |
96.59 |
| S1 |
96.62 |
96.57 |
|