NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
105.78 |
104.89 |
-0.89 |
-0.8% |
107.16 |
| High |
106.11 |
105.12 |
-0.99 |
-0.9% |
108.15 |
| Low |
104.50 |
103.12 |
-1.38 |
-1.3% |
104.40 |
| Close |
104.75 |
103.59 |
-1.16 |
-1.1% |
104.75 |
| Range |
1.61 |
2.00 |
0.39 |
24.2% |
3.75 |
| ATR |
2.06 |
2.05 |
0.00 |
-0.2% |
0.00 |
| Volume |
250,360 |
223,392 |
-26,968 |
-10.8% |
1,142,879 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.94 |
108.77 |
104.69 |
|
| R3 |
107.94 |
106.77 |
104.14 |
|
| R2 |
105.94 |
105.94 |
103.96 |
|
| R1 |
104.77 |
104.77 |
103.77 |
104.36 |
| PP |
103.94 |
103.94 |
103.94 |
103.74 |
| S1 |
102.77 |
102.77 |
103.41 |
102.36 |
| S2 |
101.94 |
101.94 |
103.22 |
|
| S3 |
99.94 |
100.77 |
103.04 |
|
| S4 |
97.94 |
98.77 |
102.49 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.02 |
114.63 |
106.81 |
|
| R3 |
113.27 |
110.88 |
105.78 |
|
| R2 |
109.52 |
109.52 |
105.44 |
|
| R1 |
107.13 |
107.13 |
105.09 |
106.45 |
| PP |
105.77 |
105.77 |
105.77 |
105.43 |
| S1 |
103.38 |
103.38 |
104.41 |
102.70 |
| S2 |
102.02 |
102.02 |
104.06 |
|
| S3 |
98.27 |
99.63 |
103.72 |
|
| S4 |
94.52 |
95.88 |
102.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.15 |
103.12 |
5.03 |
4.9% |
2.18 |
2.1% |
9% |
False |
True |
240,847 |
| 10 |
108.24 |
103.12 |
5.12 |
4.9% |
1.99 |
1.9% |
9% |
False |
True |
180,068 |
| 20 |
111.34 |
103.12 |
8.22 |
7.9% |
2.16 |
2.1% |
6% |
False |
True |
127,176 |
| 40 |
111.34 |
100.80 |
10.54 |
10.2% |
1.93 |
1.9% |
26% |
False |
False |
91,229 |
| 60 |
111.34 |
94.67 |
16.67 |
16.1% |
1.84 |
1.8% |
54% |
False |
False |
74,098 |
| 80 |
111.34 |
91.22 |
20.12 |
19.4% |
1.80 |
1.7% |
61% |
False |
False |
61,427 |
| 100 |
111.34 |
90.19 |
21.15 |
20.4% |
1.78 |
1.7% |
63% |
False |
False |
51,452 |
| 120 |
111.34 |
85.96 |
25.38 |
24.5% |
1.78 |
1.7% |
69% |
False |
False |
44,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.62 |
|
2.618 |
110.36 |
|
1.618 |
108.36 |
|
1.000 |
107.12 |
|
0.618 |
106.36 |
|
HIGH |
105.12 |
|
0.618 |
104.36 |
|
0.500 |
104.12 |
|
0.382 |
103.88 |
|
LOW |
103.12 |
|
0.618 |
101.88 |
|
1.000 |
101.12 |
|
1.618 |
99.88 |
|
2.618 |
97.88 |
|
4.250 |
94.62 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.12 |
105.64 |
| PP |
103.94 |
104.95 |
| S1 |
103.77 |
104.27 |
|