NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
104.20 |
103.15 |
-1.05 |
-1.0% |
103.64 |
| High |
104.72 |
103.93 |
-0.79 |
-0.8% |
106.38 |
| Low |
102.56 |
103.02 |
0.46 |
0.4% |
101.00 |
| Close |
103.35 |
103.54 |
0.19 |
0.2% |
106.24 |
| Range |
2.16 |
0.91 |
-1.25 |
-57.9% |
5.38 |
| ATR |
1.77 |
1.71 |
-0.06 |
-3.5% |
0.00 |
| Volume |
24,329 |
24,974 |
645 |
2.7% |
72,769 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.23 |
105.79 |
104.04 |
|
| R3 |
105.32 |
104.88 |
103.79 |
|
| R2 |
104.41 |
104.41 |
103.71 |
|
| R1 |
103.97 |
103.97 |
103.62 |
104.19 |
| PP |
103.50 |
103.50 |
103.50 |
103.61 |
| S1 |
103.06 |
103.06 |
103.46 |
103.28 |
| S2 |
102.59 |
102.59 |
103.37 |
|
| S3 |
101.68 |
102.15 |
103.29 |
|
| S4 |
100.77 |
101.24 |
103.04 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.68 |
118.84 |
109.20 |
|
| R3 |
115.30 |
113.46 |
107.72 |
|
| R2 |
109.92 |
109.92 |
107.23 |
|
| R1 |
108.08 |
108.08 |
106.73 |
109.00 |
| PP |
104.54 |
104.54 |
104.54 |
105.00 |
| S1 |
102.70 |
102.70 |
105.75 |
103.62 |
| S2 |
99.16 |
99.16 |
105.25 |
|
| S3 |
93.78 |
97.32 |
104.76 |
|
| S4 |
88.40 |
91.94 |
103.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.38 |
102.56 |
3.82 |
3.7% |
1.49 |
1.4% |
26% |
False |
False |
20,399 |
| 10 |
107.94 |
101.00 |
6.94 |
6.7% |
1.92 |
1.9% |
37% |
False |
False |
21,902 |
| 20 |
107.94 |
101.00 |
6.94 |
6.7% |
1.65 |
1.6% |
37% |
False |
False |
21,558 |
| 40 |
107.94 |
98.55 |
9.39 |
9.1% |
1.56 |
1.5% |
53% |
False |
False |
19,595 |
| 60 |
107.94 |
90.40 |
17.54 |
16.9% |
1.52 |
1.5% |
75% |
False |
False |
19,362 |
| 80 |
107.94 |
90.35 |
17.59 |
17.0% |
1.48 |
1.4% |
75% |
False |
False |
16,153 |
| 100 |
107.94 |
87.41 |
20.53 |
19.8% |
1.50 |
1.4% |
79% |
False |
False |
13,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.80 |
|
2.618 |
106.31 |
|
1.618 |
105.40 |
|
1.000 |
104.84 |
|
0.618 |
104.49 |
|
HIGH |
103.93 |
|
0.618 |
103.58 |
|
0.500 |
103.48 |
|
0.382 |
103.37 |
|
LOW |
103.02 |
|
0.618 |
102.46 |
|
1.000 |
102.11 |
|
1.618 |
101.55 |
|
2.618 |
100.64 |
|
4.250 |
99.15 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.52 |
104.30 |
| PP |
103.50 |
104.04 |
| S1 |
103.48 |
103.79 |
|