NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.15 |
103.75 |
0.60 |
0.6% |
103.64 |
| High |
103.93 |
104.97 |
1.04 |
1.0% |
106.38 |
| Low |
103.02 |
103.41 |
0.39 |
0.4% |
101.00 |
| Close |
103.54 |
104.54 |
1.00 |
1.0% |
106.24 |
| Range |
0.91 |
1.56 |
0.65 |
71.4% |
5.38 |
| ATR |
1.71 |
1.70 |
-0.01 |
-0.6% |
0.00 |
| Volume |
24,974 |
20,123 |
-4,851 |
-19.4% |
72,769 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.99 |
108.32 |
105.40 |
|
| R3 |
107.43 |
106.76 |
104.97 |
|
| R2 |
105.87 |
105.87 |
104.83 |
|
| R1 |
105.20 |
105.20 |
104.68 |
105.54 |
| PP |
104.31 |
104.31 |
104.31 |
104.47 |
| S1 |
103.64 |
103.64 |
104.40 |
103.98 |
| S2 |
102.75 |
102.75 |
104.25 |
|
| S3 |
101.19 |
102.08 |
104.11 |
|
| S4 |
99.63 |
100.52 |
103.68 |
|
|
| 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% |
1.56 |
1.5% |
52% |
False |
False |
20,531 |
| 10 |
106.38 |
101.00 |
5.38 |
5.1% |
1.82 |
1.7% |
66% |
False |
False |
20,653 |
| 20 |
107.94 |
101.00 |
6.94 |
6.6% |
1.67 |
1.6% |
51% |
False |
False |
21,654 |
| 40 |
107.94 |
98.55 |
9.39 |
9.0% |
1.57 |
1.5% |
64% |
False |
False |
19,777 |
| 60 |
107.94 |
90.40 |
17.54 |
16.8% |
1.53 |
1.5% |
81% |
False |
False |
19,579 |
| 80 |
107.94 |
90.35 |
17.59 |
16.8% |
1.48 |
1.4% |
81% |
False |
False |
16,341 |
| 100 |
107.94 |
87.41 |
20.53 |
19.6% |
1.51 |
1.4% |
83% |
False |
False |
14,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.60 |
|
2.618 |
109.05 |
|
1.618 |
107.49 |
|
1.000 |
106.53 |
|
0.618 |
105.93 |
|
HIGH |
104.97 |
|
0.618 |
104.37 |
|
0.500 |
104.19 |
|
0.382 |
104.01 |
|
LOW |
103.41 |
|
0.618 |
102.45 |
|
1.000 |
101.85 |
|
1.618 |
100.89 |
|
2.618 |
99.33 |
|
4.250 |
96.78 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.42 |
104.28 |
| PP |
104.31 |
104.02 |
| S1 |
104.19 |
103.77 |
|