NYMEX Light Sweet Crude Oil Future October 2013
| 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 |
105.53 |
108.22 |
2.69 |
2.5% |
110.28 |
| High |
108.49 |
108.99 |
0.50 |
0.5% |
110.46 |
| Low |
105.32 |
106.08 |
0.76 |
0.7% |
106.39 |
| Close |
108.07 |
106.39 |
-1.68 |
-1.6% |
108.21 |
| Range |
3.17 |
2.91 |
-0.26 |
-8.2% |
4.07 |
| ATR |
2.17 |
2.23 |
0.05 |
2.4% |
0.00 |
| Volume |
199,888 |
139,835 |
-60,053 |
-30.0% |
1,287,281 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
114.05 |
107.99 |
|
| R3 |
112.97 |
111.14 |
107.19 |
|
| R2 |
110.06 |
110.06 |
106.92 |
|
| R1 |
108.23 |
108.23 |
106.66 |
107.69 |
| PP |
107.15 |
107.15 |
107.15 |
106.89 |
| S1 |
105.32 |
105.32 |
106.12 |
104.78 |
| S2 |
104.24 |
104.24 |
105.86 |
|
| S3 |
101.33 |
102.41 |
105.59 |
|
| S4 |
98.42 |
99.50 |
104.79 |
|
|
| 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 |
108.99 |
104.94 |
4.05 |
3.8% |
2.20 |
2.1% |
36% |
True |
False |
226,899 |
| 10 |
110.70 |
104.94 |
5.76 |
5.4% |
2.13 |
2.0% |
25% |
False |
False |
248,460 |
| 20 |
112.24 |
103.53 |
8.71 |
8.2% |
2.31 |
2.2% |
33% |
False |
False |
246,433 |
| 40 |
112.24 |
101.82 |
10.42 |
9.8% |
2.08 |
2.0% |
44% |
False |
False |
189,894 |
| 60 |
112.24 |
93.21 |
19.03 |
17.9% |
2.01 |
1.9% |
69% |
False |
False |
149,331 |
| 80 |
112.24 |
91.54 |
20.70 |
19.5% |
1.96 |
1.8% |
72% |
False |
False |
119,939 |
| 100 |
112.24 |
89.65 |
22.59 |
21.2% |
1.94 |
1.8% |
74% |
False |
False |
99,631 |
| 120 |
112.24 |
86.47 |
25.77 |
24.2% |
1.92 |
1.8% |
77% |
False |
False |
84,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.36 |
|
2.618 |
116.61 |
|
1.618 |
113.70 |
|
1.000 |
111.90 |
|
0.618 |
110.79 |
|
HIGH |
108.99 |
|
0.618 |
107.88 |
|
0.500 |
107.54 |
|
0.382 |
107.19 |
|
LOW |
106.08 |
|
0.618 |
104.28 |
|
1.000 |
103.17 |
|
1.618 |
101.37 |
|
2.618 |
98.46 |
|
4.250 |
93.71 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.54 |
106.97 |
| PP |
107.15 |
106.77 |
| S1 |
106.77 |
106.58 |
|