NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
106.24 |
105.59 |
-0.65 |
-0.6% |
107.46 |
| High |
106.34 |
105.77 |
-0.57 |
-0.5% |
107.79 |
| Low |
104.90 |
104.13 |
-0.77 |
-0.7% |
104.09 |
| Close |
105.96 |
104.82 |
-1.14 |
-1.1% |
105.96 |
| Range |
1.44 |
1.64 |
0.20 |
13.9% |
3.70 |
| ATR |
1.88 |
1.87 |
0.00 |
-0.2% |
0.00 |
| Volume |
79,709 |
63,378 |
-16,331 |
-20.5% |
396,767 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.83 |
108.96 |
105.72 |
|
| R3 |
108.19 |
107.32 |
105.27 |
|
| R2 |
106.55 |
106.55 |
105.12 |
|
| R1 |
105.68 |
105.68 |
104.97 |
105.30 |
| PP |
104.91 |
104.91 |
104.91 |
104.71 |
| S1 |
104.04 |
104.04 |
104.67 |
103.66 |
| S2 |
103.27 |
103.27 |
104.52 |
|
| S3 |
101.63 |
102.40 |
104.37 |
|
| S4 |
99.99 |
100.76 |
103.92 |
|
|
| 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 |
106.59 |
104.09 |
2.50 |
2.4% |
1.69 |
1.6% |
29% |
False |
False |
75,672 |
| 10 |
108.12 |
102.22 |
5.90 |
5.6% |
1.93 |
1.8% |
44% |
False |
False |
73,529 |
| 20 |
109.70 |
102.13 |
7.57 |
7.2% |
1.93 |
1.8% |
36% |
False |
False |
76,362 |
| 40 |
109.70 |
99.65 |
10.05 |
9.6% |
1.76 |
1.7% |
51% |
False |
False |
70,004 |
| 60 |
109.70 |
91.05 |
18.65 |
17.8% |
1.73 |
1.7% |
74% |
False |
False |
76,999 |
| 80 |
109.70 |
90.69 |
19.01 |
18.1% |
1.75 |
1.7% |
74% |
False |
False |
73,626 |
| 100 |
109.70 |
88.78 |
20.92 |
20.0% |
1.78 |
1.7% |
77% |
False |
False |
70,488 |
| 120 |
109.70 |
85.52 |
24.18 |
23.1% |
1.79 |
1.7% |
80% |
False |
False |
67,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.74 |
|
2.618 |
110.06 |
|
1.618 |
108.42 |
|
1.000 |
107.41 |
|
0.618 |
106.78 |
|
HIGH |
105.77 |
|
0.618 |
105.14 |
|
0.500 |
104.95 |
|
0.382 |
104.76 |
|
LOW |
104.13 |
|
0.618 |
103.12 |
|
1.000 |
102.49 |
|
1.618 |
101.48 |
|
2.618 |
99.84 |
|
4.250 |
97.16 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.95 |
105.36 |
| PP |
104.91 |
105.18 |
| S1 |
104.86 |
105.00 |
|