NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
104.89 |
103.44 |
-1.45 |
-1.4% |
107.16 |
| High |
105.12 |
103.64 |
-1.48 |
-1.4% |
108.15 |
| Low |
103.12 |
102.30 |
-0.82 |
-0.8% |
104.40 |
| Close |
103.59 |
103.13 |
-0.46 |
-0.4% |
104.75 |
| Range |
2.00 |
1.34 |
-0.66 |
-33.0% |
3.75 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.5% |
0.00 |
| Volume |
223,392 |
259,543 |
36,151 |
16.2% |
1,142,879 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.04 |
106.43 |
103.87 |
|
| R3 |
105.70 |
105.09 |
103.50 |
|
| R2 |
104.36 |
104.36 |
103.38 |
|
| R1 |
103.75 |
103.75 |
103.25 |
103.39 |
| PP |
103.02 |
103.02 |
103.02 |
102.84 |
| S1 |
102.41 |
102.41 |
103.01 |
102.05 |
| S2 |
101.68 |
101.68 |
102.88 |
|
| S3 |
100.34 |
101.07 |
102.76 |
|
| S4 |
99.00 |
99.73 |
102.39 |
|
|
| 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 |
102.30 |
5.85 |
5.7% |
2.14 |
2.1% |
14% |
False |
True |
250,042 |
| 10 |
108.24 |
102.30 |
5.94 |
5.8% |
1.88 |
1.8% |
14% |
False |
True |
195,627 |
| 20 |
111.34 |
102.30 |
9.04 |
8.8% |
2.15 |
2.1% |
9% |
False |
True |
136,227 |
| 40 |
111.34 |
100.80 |
10.54 |
10.2% |
1.94 |
1.9% |
22% |
False |
False |
96,934 |
| 60 |
111.34 |
94.67 |
16.67 |
16.2% |
1.84 |
1.8% |
51% |
False |
False |
78,111 |
| 80 |
111.34 |
91.22 |
20.12 |
19.5% |
1.79 |
1.7% |
59% |
False |
False |
64,478 |
| 100 |
111.34 |
91.22 |
20.12 |
19.5% |
1.77 |
1.7% |
59% |
False |
False |
53,901 |
| 120 |
111.34 |
85.96 |
25.38 |
24.6% |
1.77 |
1.7% |
68% |
False |
False |
46,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.34 |
|
2.618 |
107.15 |
|
1.618 |
105.81 |
|
1.000 |
104.98 |
|
0.618 |
104.47 |
|
HIGH |
103.64 |
|
0.618 |
103.13 |
|
0.500 |
102.97 |
|
0.382 |
102.81 |
|
LOW |
102.30 |
|
0.618 |
101.47 |
|
1.000 |
100.96 |
|
1.618 |
100.13 |
|
2.618 |
98.79 |
|
4.250 |
96.61 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.08 |
104.21 |
| PP |
103.02 |
103.85 |
| S1 |
102.97 |
103.49 |
|