NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
95.90 |
95.25 |
-0.65 |
-0.7% |
97.72 |
| High |
95.90 |
97.69 |
1.79 |
1.9% |
98.04 |
| Low |
95.72 |
95.25 |
-0.47 |
-0.5% |
95.97 |
| Close |
95.72 |
97.69 |
1.97 |
2.1% |
97.25 |
| Range |
0.18 |
2.44 |
2.26 |
1,255.6% |
2.07 |
| ATR |
0.87 |
0.98 |
0.11 |
12.8% |
0.00 |
| Volume |
1,163 |
1,572 |
409 |
35.2% |
6,812 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.20 |
103.38 |
99.03 |
|
| R3 |
101.76 |
100.94 |
98.36 |
|
| R2 |
99.32 |
99.32 |
98.14 |
|
| R1 |
98.50 |
98.50 |
97.91 |
98.91 |
| PP |
96.88 |
96.88 |
96.88 |
97.08 |
| S1 |
96.06 |
96.06 |
97.47 |
96.47 |
| S2 |
94.44 |
94.44 |
97.24 |
|
| S3 |
92.00 |
93.62 |
97.02 |
|
| S4 |
89.56 |
91.18 |
96.35 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.30 |
102.34 |
98.39 |
|
| R3 |
101.23 |
100.27 |
97.82 |
|
| R2 |
99.16 |
99.16 |
97.63 |
|
| R1 |
98.20 |
98.20 |
97.44 |
97.65 |
| PP |
97.09 |
97.09 |
97.09 |
96.81 |
| S1 |
96.13 |
96.13 |
97.06 |
95.58 |
| S2 |
95.02 |
95.02 |
96.87 |
|
| S3 |
92.95 |
94.06 |
96.68 |
|
| S4 |
90.88 |
91.99 |
96.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.69 |
95.25 |
2.44 |
2.5% |
0.80 |
0.8% |
100% |
True |
True |
1,108 |
| 10 |
98.28 |
95.25 |
3.03 |
3.1% |
0.69 |
0.7% |
81% |
False |
True |
1,590 |
| 20 |
99.49 |
95.25 |
4.24 |
4.3% |
0.76 |
0.8% |
58% |
False |
True |
1,981 |
| 40 |
99.49 |
93.82 |
5.67 |
5.8% |
0.70 |
0.7% |
68% |
False |
False |
1,924 |
| 60 |
99.49 |
89.40 |
10.09 |
10.3% |
0.60 |
0.6% |
82% |
False |
False |
2,314 |
| 80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.54 |
0.6% |
84% |
False |
False |
2,640 |
| 100 |
99.49 |
87.56 |
11.93 |
12.2% |
0.50 |
0.5% |
85% |
False |
False |
2,287 |
| 120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.42 |
0.4% |
88% |
False |
False |
2,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.06 |
|
2.618 |
104.08 |
|
1.618 |
101.64 |
|
1.000 |
100.13 |
|
0.618 |
99.20 |
|
HIGH |
97.69 |
|
0.618 |
96.76 |
|
0.500 |
96.47 |
|
0.382 |
96.18 |
|
LOW |
95.25 |
|
0.618 |
93.74 |
|
1.000 |
92.81 |
|
1.618 |
91.30 |
|
2.618 |
88.86 |
|
4.250 |
84.88 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.28 |
97.28 |
| PP |
96.88 |
96.88 |
| S1 |
96.47 |
96.47 |
|