NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.77 |
108.64 |
0.87 |
0.8% |
110.28 |
| High |
109.16 |
108.74 |
-0.42 |
-0.4% |
110.46 |
| Low |
107.30 |
107.23 |
-0.07 |
-0.1% |
106.39 |
| Close |
108.60 |
108.21 |
-0.39 |
-0.4% |
108.21 |
| Range |
1.86 |
1.51 |
-0.35 |
-18.8% |
4.07 |
| ATR |
2.18 |
2.13 |
-0.05 |
-2.2% |
0.00 |
| Volume |
249,780 |
207,037 |
-42,743 |
-17.1% |
1,287,281 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.59 |
111.91 |
109.04 |
|
| R3 |
111.08 |
110.40 |
108.63 |
|
| R2 |
109.57 |
109.57 |
108.49 |
|
| R1 |
108.89 |
108.89 |
108.35 |
108.48 |
| PP |
108.06 |
108.06 |
108.06 |
107.85 |
| S1 |
107.38 |
107.38 |
108.07 |
106.97 |
| S2 |
106.55 |
106.55 |
107.93 |
|
| S3 |
105.04 |
105.87 |
107.79 |
|
| S4 |
103.53 |
104.36 |
107.38 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.56 |
118.46 |
110.45 |
|
| R3 |
116.49 |
114.39 |
109.33 |
|
| R2 |
112.42 |
112.42 |
108.96 |
|
| R1 |
110.32 |
110.32 |
108.58 |
109.34 |
| PP |
108.35 |
108.35 |
108.35 |
107.86 |
| S1 |
106.25 |
106.25 |
107.84 |
105.27 |
| S2 |
104.28 |
104.28 |
107.46 |
|
| S3 |
100.21 |
102.18 |
107.09 |
|
| S4 |
96.14 |
98.11 |
105.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.46 |
106.39 |
4.07 |
3.8% |
1.84 |
1.7% |
45% |
False |
False |
257,456 |
| 10 |
110.70 |
104.21 |
6.49 |
6.0% |
2.16 |
2.0% |
62% |
False |
False |
248,882 |
| 20 |
112.24 |
103.53 |
8.71 |
8.0% |
2.19 |
2.0% |
54% |
False |
False |
251,391 |
| 40 |
112.24 |
101.82 |
10.42 |
9.6% |
2.04 |
1.9% |
61% |
False |
False |
173,182 |
| 60 |
112.24 |
92.24 |
20.00 |
18.5% |
2.02 |
1.9% |
80% |
False |
False |
137,031 |
| 80 |
112.24 |
91.54 |
20.70 |
19.1% |
1.94 |
1.8% |
81% |
False |
False |
109,187 |
| 100 |
112.24 |
89.40 |
22.84 |
21.1% |
1.92 |
1.8% |
82% |
False |
False |
90,946 |
| 120 |
112.24 |
86.47 |
25.77 |
23.8% |
1.88 |
1.7% |
84% |
False |
False |
77,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.16 |
|
2.618 |
112.69 |
|
1.618 |
111.18 |
|
1.000 |
110.25 |
|
0.618 |
109.67 |
|
HIGH |
108.74 |
|
0.618 |
108.16 |
|
0.500 |
107.99 |
|
0.382 |
107.81 |
|
LOW |
107.23 |
|
0.618 |
106.30 |
|
1.000 |
105.72 |
|
1.618 |
104.79 |
|
2.618 |
103.28 |
|
4.250 |
100.81 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.14 |
108.09 |
| PP |
108.06 |
107.97 |
| S1 |
107.99 |
107.85 |
|