NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
95.25 |
97.38 |
2.13 |
2.2% |
97.72 |
| High |
97.69 |
97.44 |
-0.25 |
-0.3% |
98.04 |
| Low |
95.25 |
96.40 |
1.15 |
1.2% |
95.97 |
| Close |
97.69 |
96.58 |
-1.11 |
-1.1% |
97.25 |
| Range |
2.44 |
1.04 |
-1.40 |
-57.4% |
2.07 |
| ATR |
0.98 |
1.01 |
0.02 |
2.2% |
0.00 |
| Volume |
1,572 |
2,420 |
848 |
53.9% |
6,812 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.93 |
99.29 |
97.15 |
|
| R3 |
98.89 |
98.25 |
96.87 |
|
| R2 |
97.85 |
97.85 |
96.77 |
|
| R1 |
97.21 |
97.21 |
96.68 |
97.01 |
| PP |
96.81 |
96.81 |
96.81 |
96.71 |
| S1 |
96.17 |
96.17 |
96.48 |
95.97 |
| S2 |
95.77 |
95.77 |
96.39 |
|
| S3 |
94.73 |
95.13 |
96.29 |
|
| S4 |
93.69 |
94.09 |
96.01 |
|
|
| 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% |
0.93 |
1.0% |
55% |
False |
False |
1,430 |
| 10 |
98.28 |
95.25 |
3.03 |
3.1% |
0.74 |
0.8% |
44% |
False |
False |
1,587 |
| 20 |
99.49 |
95.25 |
4.24 |
4.4% |
0.79 |
0.8% |
31% |
False |
False |
1,992 |
| 40 |
99.49 |
93.82 |
5.67 |
5.9% |
0.71 |
0.7% |
49% |
False |
False |
1,902 |
| 60 |
99.49 |
89.60 |
9.89 |
10.2% |
0.62 |
0.6% |
71% |
False |
False |
2,308 |
| 80 |
99.49 |
88.01 |
11.48 |
11.9% |
0.55 |
0.6% |
75% |
False |
False |
2,664 |
| 100 |
99.49 |
87.56 |
11.93 |
12.4% |
0.51 |
0.5% |
76% |
False |
False |
2,308 |
| 120 |
99.49 |
84.98 |
14.51 |
15.0% |
0.43 |
0.4% |
80% |
False |
False |
2,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.86 |
|
2.618 |
100.16 |
|
1.618 |
99.12 |
|
1.000 |
98.48 |
|
0.618 |
98.08 |
|
HIGH |
97.44 |
|
0.618 |
97.04 |
|
0.500 |
96.92 |
|
0.382 |
96.80 |
|
LOW |
96.40 |
|
0.618 |
95.76 |
|
1.000 |
95.36 |
|
1.618 |
94.72 |
|
2.618 |
93.68 |
|
4.250 |
91.98 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.92 |
96.54 |
| PP |
96.81 |
96.51 |
| S1 |
96.69 |
96.47 |
|