NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.16 |
105.83 |
-1.33 |
-1.2% |
109.17 |
| High |
107.29 |
105.96 |
-1.33 |
-1.2% |
109.42 |
| Low |
105.57 |
104.40 |
-1.17 |
-1.1% |
105.57 |
| Close |
106.19 |
104.82 |
-1.37 |
-1.3% |
107.54 |
| Range |
1.72 |
1.56 |
-0.16 |
-9.3% |
3.85 |
| ATR |
1.98 |
1.97 |
-0.01 |
-0.7% |
0.00 |
| Volume |
162,033 |
213,571 |
51,538 |
31.8% |
542,999 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.74 |
108.84 |
105.68 |
|
| R3 |
108.18 |
107.28 |
105.25 |
|
| R2 |
106.62 |
106.62 |
105.11 |
|
| R1 |
105.72 |
105.72 |
104.96 |
105.39 |
| PP |
105.06 |
105.06 |
105.06 |
104.90 |
| S1 |
104.16 |
104.16 |
104.68 |
103.83 |
| S2 |
103.50 |
103.50 |
104.53 |
|
| S3 |
101.94 |
102.60 |
104.39 |
|
| S4 |
100.38 |
101.04 |
103.96 |
|
|
| 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 |
104.40 |
3.84 |
3.7% |
1.62 |
1.5% |
11% |
False |
True |
141,212 |
| 10 |
109.68 |
104.40 |
5.28 |
5.0% |
1.75 |
1.7% |
8% |
False |
True |
114,958 |
| 20 |
111.34 |
103.07 |
8.27 |
7.9% |
2.07 |
2.0% |
21% |
False |
False |
92,334 |
| 40 |
111.34 |
100.80 |
10.54 |
10.1% |
1.87 |
1.8% |
38% |
False |
False |
70,281 |
| 60 |
111.34 |
91.95 |
19.39 |
18.5% |
1.80 |
1.7% |
66% |
False |
False |
59,801 |
| 80 |
111.34 |
91.22 |
20.12 |
19.2% |
1.78 |
1.7% |
68% |
False |
False |
49,714 |
| 100 |
111.34 |
89.26 |
22.08 |
21.1% |
1.76 |
1.7% |
70% |
False |
False |
41,914 |
| 120 |
111.34 |
85.96 |
25.38 |
24.2% |
1.75 |
1.7% |
74% |
False |
False |
36,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.59 |
|
2.618 |
110.04 |
|
1.618 |
108.48 |
|
1.000 |
107.52 |
|
0.618 |
106.92 |
|
HIGH |
105.96 |
|
0.618 |
105.36 |
|
0.500 |
105.18 |
|
0.382 |
105.00 |
|
LOW |
104.40 |
|
0.618 |
103.44 |
|
1.000 |
102.84 |
|
1.618 |
101.88 |
|
2.618 |
100.32 |
|
4.250 |
97.77 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.18 |
106.18 |
| PP |
105.06 |
105.72 |
| S1 |
104.94 |
105.27 |
|