NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
105.35 |
106.24 |
0.89 |
0.8% |
107.46 |
| High |
106.59 |
106.34 |
-0.25 |
-0.2% |
107.79 |
| Low |
104.91 |
104.90 |
-0.01 |
0.0% |
104.09 |
| Close |
106.14 |
105.96 |
-0.18 |
-0.2% |
105.96 |
| Range |
1.68 |
1.44 |
-0.24 |
-14.3% |
3.70 |
| ATR |
1.91 |
1.88 |
-0.03 |
-1.8% |
0.00 |
| Volume |
70,173 |
79,709 |
9,536 |
13.6% |
396,767 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.05 |
109.45 |
106.75 |
|
| R3 |
108.61 |
108.01 |
106.36 |
|
| R2 |
107.17 |
107.17 |
106.22 |
|
| R1 |
106.57 |
106.57 |
106.09 |
106.15 |
| PP |
105.73 |
105.73 |
105.73 |
105.53 |
| S1 |
105.13 |
105.13 |
105.83 |
104.71 |
| S2 |
104.29 |
104.29 |
105.70 |
|
| S3 |
102.85 |
103.69 |
105.56 |
|
| S4 |
101.41 |
102.25 |
105.17 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.05 |
115.20 |
108.00 |
|
| R3 |
113.35 |
111.50 |
106.98 |
|
| R2 |
109.65 |
109.65 |
106.64 |
|
| R1 |
107.80 |
107.80 |
106.30 |
106.88 |
| PP |
105.95 |
105.95 |
105.95 |
105.48 |
| S1 |
104.10 |
104.10 |
105.62 |
103.18 |
| S2 |
102.25 |
102.25 |
105.28 |
|
| S3 |
98.55 |
100.40 |
104.94 |
|
| S4 |
94.85 |
96.70 |
103.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.79 |
104.09 |
3.70 |
3.5% |
1.70 |
1.6% |
51% |
False |
False |
79,353 |
| 10 |
108.12 |
102.22 |
5.90 |
5.6% |
1.96 |
1.9% |
63% |
False |
False |
74,404 |
| 20 |
109.70 |
102.13 |
7.57 |
7.1% |
1.91 |
1.8% |
51% |
False |
False |
76,479 |
| 40 |
109.70 |
99.65 |
10.05 |
9.5% |
1.77 |
1.7% |
63% |
False |
False |
70,627 |
| 60 |
109.70 |
91.05 |
18.65 |
17.6% |
1.77 |
1.7% |
80% |
False |
False |
77,009 |
| 80 |
109.70 |
90.69 |
19.01 |
17.9% |
1.75 |
1.7% |
80% |
False |
False |
73,304 |
| 100 |
109.70 |
88.78 |
20.92 |
19.7% |
1.78 |
1.7% |
82% |
False |
False |
70,391 |
| 120 |
109.70 |
85.52 |
24.18 |
22.8% |
1.79 |
1.7% |
85% |
False |
False |
68,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.46 |
|
2.618 |
110.11 |
|
1.618 |
108.67 |
|
1.000 |
107.78 |
|
0.618 |
107.23 |
|
HIGH |
106.34 |
|
0.618 |
105.79 |
|
0.500 |
105.62 |
|
0.382 |
105.45 |
|
LOW |
104.90 |
|
0.618 |
104.01 |
|
1.000 |
103.46 |
|
1.618 |
102.57 |
|
2.618 |
101.13 |
|
4.250 |
98.78 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.85 |
105.77 |
| PP |
105.73 |
105.58 |
| S1 |
105.62 |
105.39 |
|