NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.34 |
106.00 |
2.66 |
2.6% |
107.46 |
| High |
106.24 |
106.68 |
0.44 |
0.4% |
107.79 |
| Low |
103.09 |
104.25 |
1.16 |
1.1% |
104.09 |
| Close |
105.88 |
104.52 |
-1.36 |
-1.3% |
105.96 |
| Range |
3.15 |
2.43 |
-0.72 |
-22.9% |
3.70 |
| ATR |
1.96 |
1.99 |
0.03 |
1.7% |
0.00 |
| Volume |
94,879 |
115,558 |
20,679 |
21.8% |
396,767 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.44 |
110.91 |
105.86 |
|
| R3 |
110.01 |
108.48 |
105.19 |
|
| R2 |
107.58 |
107.58 |
104.97 |
|
| R1 |
106.05 |
106.05 |
104.74 |
105.60 |
| PP |
105.15 |
105.15 |
105.15 |
104.93 |
| S1 |
103.62 |
103.62 |
104.30 |
103.17 |
| S2 |
102.72 |
102.72 |
104.07 |
|
| S3 |
100.29 |
101.19 |
103.85 |
|
| S4 |
97.86 |
98.76 |
103.18 |
|
|
| 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 |
106.68 |
103.02 |
3.66 |
3.5% |
2.06 |
2.0% |
41% |
True |
False |
88,957 |
| 10 |
108.12 |
103.02 |
5.10 |
4.9% |
1.93 |
1.9% |
29% |
False |
False |
81,310 |
| 20 |
109.70 |
102.13 |
7.57 |
7.2% |
2.07 |
2.0% |
32% |
False |
False |
79,456 |
| 40 |
109.70 |
99.65 |
10.05 |
9.6% |
1.81 |
1.7% |
48% |
False |
False |
72,127 |
| 60 |
109.70 |
92.00 |
17.70 |
16.9% |
1.74 |
1.7% |
71% |
False |
False |
77,681 |
| 80 |
109.70 |
90.69 |
19.01 |
18.2% |
1.77 |
1.7% |
73% |
False |
False |
75,430 |
| 100 |
109.70 |
88.78 |
20.92 |
20.0% |
1.79 |
1.7% |
75% |
False |
False |
71,809 |
| 120 |
109.70 |
85.52 |
24.18 |
23.1% |
1.82 |
1.7% |
79% |
False |
False |
69,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.01 |
|
2.618 |
113.04 |
|
1.618 |
110.61 |
|
1.000 |
109.11 |
|
0.618 |
108.18 |
|
HIGH |
106.68 |
|
0.618 |
105.75 |
|
0.500 |
105.47 |
|
0.382 |
105.18 |
|
LOW |
104.25 |
|
0.618 |
102.75 |
|
1.000 |
101.82 |
|
1.618 |
100.32 |
|
2.618 |
97.89 |
|
4.250 |
93.92 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.47 |
104.85 |
| PP |
105.15 |
104.74 |
| S1 |
104.84 |
104.63 |
|