NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.90 |
102.98 |
-0.92 |
-0.9% |
105.67 |
| High |
104.14 |
103.21 |
-0.93 |
-0.9% |
106.03 |
| Low |
102.64 |
101.54 |
-1.10 |
-1.1% |
102.56 |
| Close |
103.35 |
101.99 |
-1.36 |
-1.3% |
104.37 |
| Range |
1.50 |
1.67 |
0.17 |
11.3% |
3.47 |
| ATR |
1.68 |
1.69 |
0.01 |
0.6% |
0.00 |
| Volume |
18,458 |
26,165 |
7,707 |
41.8% |
118,788 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.26 |
106.29 |
102.91 |
|
| R3 |
105.59 |
104.62 |
102.45 |
|
| R2 |
103.92 |
103.92 |
102.30 |
|
| R1 |
102.95 |
102.95 |
102.14 |
102.60 |
| PP |
102.25 |
102.25 |
102.25 |
102.07 |
| S1 |
101.28 |
101.28 |
101.84 |
100.93 |
| S2 |
100.58 |
100.58 |
101.68 |
|
| S3 |
98.91 |
99.61 |
101.53 |
|
| S4 |
97.24 |
97.94 |
101.07 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.73 |
113.02 |
106.28 |
|
| R3 |
111.26 |
109.55 |
105.32 |
|
| R2 |
107.79 |
107.79 |
105.01 |
|
| R1 |
106.08 |
106.08 |
104.69 |
105.20 |
| PP |
104.32 |
104.32 |
104.32 |
103.88 |
| S1 |
102.61 |
102.61 |
104.05 |
101.73 |
| S2 |
100.85 |
100.85 |
103.73 |
|
| S3 |
97.38 |
99.14 |
103.42 |
|
| S4 |
93.91 |
95.67 |
102.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.97 |
101.54 |
3.43 |
3.4% |
1.40 |
1.4% |
13% |
False |
True |
23,845 |
| 10 |
106.38 |
101.54 |
4.84 |
4.7% |
1.48 |
1.4% |
9% |
False |
True |
21,792 |
| 20 |
107.94 |
101.00 |
6.94 |
6.8% |
1.76 |
1.7% |
14% |
False |
False |
22,243 |
| 40 |
107.94 |
98.55 |
9.39 |
9.2% |
1.57 |
1.5% |
37% |
False |
False |
20,347 |
| 60 |
107.94 |
90.40 |
17.54 |
17.2% |
1.50 |
1.5% |
66% |
False |
False |
20,343 |
| 80 |
107.94 |
90.35 |
17.59 |
17.2% |
1.49 |
1.5% |
66% |
False |
False |
17,096 |
| 100 |
107.94 |
88.45 |
19.49 |
19.1% |
1.50 |
1.5% |
69% |
False |
False |
14,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.31 |
|
2.618 |
107.58 |
|
1.618 |
105.91 |
|
1.000 |
104.88 |
|
0.618 |
104.24 |
|
HIGH |
103.21 |
|
0.618 |
102.57 |
|
0.500 |
102.38 |
|
0.382 |
102.18 |
|
LOW |
101.54 |
|
0.618 |
100.51 |
|
1.000 |
99.87 |
|
1.618 |
98.84 |
|
2.618 |
97.17 |
|
4.250 |
94.44 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.38 |
103.10 |
| PP |
102.25 |
102.73 |
| S1 |
102.12 |
102.36 |
|