NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
105.83 |
104.77 |
-1.06 |
-1.0% |
109.17 |
| High |
105.96 |
107.70 |
1.74 |
1.6% |
109.42 |
| Low |
104.40 |
104.54 |
0.14 |
0.1% |
105.57 |
| Close |
104.82 |
107.28 |
2.46 |
2.3% |
107.54 |
| Range |
1.56 |
3.16 |
1.60 |
102.6% |
3.85 |
| ATR |
1.97 |
2.05 |
0.09 |
4.3% |
0.00 |
| Volume |
213,571 |
215,629 |
2,058 |
1.0% |
542,999 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.99 |
114.79 |
109.02 |
|
| R3 |
112.83 |
111.63 |
108.15 |
|
| R2 |
109.67 |
109.67 |
107.86 |
|
| R1 |
108.47 |
108.47 |
107.57 |
109.07 |
| PP |
106.51 |
106.51 |
106.51 |
106.81 |
| S1 |
105.31 |
105.31 |
106.99 |
105.91 |
| S2 |
103.35 |
103.35 |
106.70 |
|
| S3 |
100.19 |
102.15 |
106.41 |
|
| S4 |
97.03 |
98.99 |
105.54 |
|
|
| 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 |
3.6% |
1.95 |
1.8% |
75% |
False |
False |
162,458 |
| 10 |
109.68 |
104.40 |
5.28 |
4.9% |
1.90 |
1.8% |
55% |
False |
False |
127,648 |
| 20 |
111.34 |
103.07 |
8.27 |
7.7% |
2.13 |
2.0% |
51% |
False |
False |
100,270 |
| 40 |
111.34 |
100.80 |
10.54 |
9.8% |
1.91 |
1.8% |
61% |
False |
False |
74,838 |
| 60 |
111.34 |
92.64 |
18.70 |
17.4% |
1.81 |
1.7% |
78% |
False |
False |
63,008 |
| 80 |
111.34 |
91.22 |
20.12 |
18.8% |
1.80 |
1.7% |
80% |
False |
False |
52,246 |
| 100 |
111.34 |
89.26 |
22.08 |
20.6% |
1.78 |
1.7% |
82% |
False |
False |
43,958 |
| 120 |
111.34 |
85.96 |
25.38 |
23.7% |
1.77 |
1.6% |
84% |
False |
False |
37,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.13 |
|
2.618 |
115.97 |
|
1.618 |
112.81 |
|
1.000 |
110.86 |
|
0.618 |
109.65 |
|
HIGH |
107.70 |
|
0.618 |
106.49 |
|
0.500 |
106.12 |
|
0.382 |
105.75 |
|
LOW |
104.54 |
|
0.618 |
102.59 |
|
1.000 |
101.38 |
|
1.618 |
99.43 |
|
2.618 |
96.27 |
|
4.250 |
91.11 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.89 |
106.87 |
| PP |
106.51 |
106.46 |
| S1 |
106.12 |
106.05 |
|