NYMEX Light Sweet Crude Oil Future December 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 |
104.43 |
103.34 |
-1.09 |
-1.0% |
107.46 |
| High |
104.64 |
106.24 |
1.60 |
1.5% |
107.79 |
| Low |
103.02 |
103.09 |
0.07 |
0.1% |
104.09 |
| Close |
103.46 |
105.88 |
2.42 |
2.3% |
105.96 |
| Range |
1.62 |
3.15 |
1.53 |
94.4% |
3.70 |
| ATR |
1.87 |
1.96 |
0.09 |
4.9% |
0.00 |
| Volume |
91,262 |
94,879 |
3,617 |
4.0% |
396,767 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.52 |
113.35 |
107.61 |
|
| R3 |
111.37 |
110.20 |
106.75 |
|
| R2 |
108.22 |
108.22 |
106.46 |
|
| R1 |
107.05 |
107.05 |
106.17 |
107.64 |
| PP |
105.07 |
105.07 |
105.07 |
105.36 |
| S1 |
103.90 |
103.90 |
105.59 |
104.49 |
| S2 |
101.92 |
101.92 |
105.30 |
|
| S3 |
98.77 |
100.75 |
105.01 |
|
| S4 |
95.62 |
97.60 |
104.15 |
|
|
| 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 |
103.02 |
3.57 |
3.4% |
1.91 |
1.8% |
80% |
False |
False |
79,880 |
| 10 |
108.12 |
103.02 |
5.10 |
4.8% |
1.82 |
1.7% |
56% |
False |
False |
76,394 |
| 20 |
109.70 |
102.13 |
7.57 |
7.1% |
2.03 |
1.9% |
50% |
False |
False |
79,389 |
| 40 |
109.70 |
99.65 |
10.05 |
9.5% |
1.81 |
1.7% |
62% |
False |
False |
70,961 |
| 60 |
109.70 |
92.00 |
17.70 |
16.7% |
1.72 |
1.6% |
78% |
False |
False |
77,140 |
| 80 |
109.70 |
90.69 |
19.01 |
18.0% |
1.77 |
1.7% |
80% |
False |
False |
74,389 |
| 100 |
109.70 |
88.78 |
20.92 |
19.8% |
1.79 |
1.7% |
82% |
False |
False |
71,173 |
| 120 |
109.70 |
85.52 |
24.18 |
22.8% |
1.81 |
1.7% |
84% |
False |
False |
68,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.63 |
|
2.618 |
114.49 |
|
1.618 |
111.34 |
|
1.000 |
109.39 |
|
0.618 |
108.19 |
|
HIGH |
106.24 |
|
0.618 |
105.04 |
|
0.500 |
104.67 |
|
0.382 |
104.29 |
|
LOW |
103.09 |
|
0.618 |
101.14 |
|
1.000 |
99.94 |
|
1.618 |
97.99 |
|
2.618 |
94.84 |
|
4.250 |
89.70 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.48 |
105.46 |
| PP |
105.07 |
105.05 |
| S1 |
104.67 |
104.63 |
|