NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.83 |
107.16 |
-0.67 |
-0.6% |
109.17 |
| High |
107.95 |
107.29 |
-0.66 |
-0.6% |
109.42 |
| Low |
106.45 |
105.57 |
-0.88 |
-0.8% |
105.57 |
| Close |
107.54 |
106.19 |
-1.35 |
-1.3% |
107.54 |
| Range |
1.50 |
1.72 |
0.22 |
14.7% |
3.85 |
| ATR |
1.98 |
1.98 |
0.00 |
-0.1% |
0.00 |
| Volume |
104,786 |
162,033 |
57,247 |
54.6% |
542,999 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.51 |
110.57 |
107.14 |
|
| R3 |
109.79 |
108.85 |
106.66 |
|
| R2 |
108.07 |
108.07 |
106.51 |
|
| R1 |
107.13 |
107.13 |
106.35 |
106.74 |
| PP |
106.35 |
106.35 |
106.35 |
106.16 |
| S1 |
105.41 |
105.41 |
106.03 |
105.02 |
| S2 |
104.63 |
104.63 |
105.87 |
|
| S3 |
102.91 |
103.69 |
105.72 |
|
| S4 |
101.19 |
101.97 |
105.24 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.06 |
117.15 |
109.66 |
|
| R3 |
115.21 |
113.30 |
108.60 |
|
| R2 |
111.36 |
111.36 |
108.25 |
|
| R1 |
109.45 |
109.45 |
107.89 |
108.48 |
| PP |
107.51 |
107.51 |
107.51 |
107.03 |
| S1 |
105.60 |
105.60 |
107.19 |
104.63 |
| S2 |
103.66 |
103.66 |
106.83 |
|
| S3 |
99.81 |
101.75 |
106.48 |
|
| S4 |
95.96 |
97.90 |
105.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.24 |
105.57 |
2.67 |
2.5% |
1.79 |
1.7% |
23% |
False |
True |
119,289 |
| 10 |
109.68 |
103.74 |
5.94 |
5.6% |
2.03 |
1.9% |
41% |
False |
False |
99,318 |
| 20 |
111.34 |
103.07 |
8.27 |
7.8% |
2.05 |
1.9% |
38% |
False |
False |
84,869 |
| 40 |
111.34 |
100.80 |
10.54 |
9.9% |
1.87 |
1.8% |
51% |
False |
False |
66,024 |
| 60 |
111.34 |
91.95 |
19.39 |
18.3% |
1.82 |
1.7% |
73% |
False |
False |
56,759 |
| 80 |
111.34 |
91.22 |
20.12 |
18.9% |
1.78 |
1.7% |
74% |
False |
False |
47,180 |
| 100 |
111.34 |
89.26 |
22.08 |
20.8% |
1.77 |
1.7% |
77% |
False |
False |
39,853 |
| 120 |
111.34 |
85.96 |
25.38 |
23.9% |
1.74 |
1.6% |
80% |
False |
False |
34,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.60 |
|
2.618 |
111.79 |
|
1.618 |
110.07 |
|
1.000 |
109.01 |
|
0.618 |
108.35 |
|
HIGH |
107.29 |
|
0.618 |
106.63 |
|
0.500 |
106.43 |
|
0.382 |
106.23 |
|
LOW |
105.57 |
|
0.618 |
104.51 |
|
1.000 |
103.85 |
|
1.618 |
102.79 |
|
2.618 |
101.07 |
|
4.250 |
98.26 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.43 |
106.91 |
| PP |
106.35 |
106.67 |
| S1 |
106.27 |
106.43 |
|