NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
104.53 |
102.80 |
-1.73 |
-1.7% |
103.90 |
| High |
105.15 |
103.48 |
-1.67 |
-1.6% |
105.15 |
| Low |
102.88 |
102.22 |
-0.66 |
-0.6% |
101.54 |
| Close |
103.11 |
102.49 |
-0.62 |
-0.6% |
102.49 |
| Range |
2.27 |
1.26 |
-1.01 |
-44.5% |
3.61 |
| ATR |
1.82 |
1.78 |
-0.04 |
-2.2% |
0.00 |
| Volume |
37,095 |
28,527 |
-8,568 |
-23.1% |
135,331 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.51 |
105.76 |
103.18 |
|
| R3 |
105.25 |
104.50 |
102.84 |
|
| R2 |
103.99 |
103.99 |
102.72 |
|
| R1 |
103.24 |
103.24 |
102.61 |
102.99 |
| PP |
102.73 |
102.73 |
102.73 |
102.60 |
| S1 |
101.98 |
101.98 |
102.37 |
101.73 |
| S2 |
101.47 |
101.47 |
102.26 |
|
| S3 |
100.21 |
100.72 |
102.14 |
|
| S4 |
98.95 |
99.46 |
101.80 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.89 |
111.80 |
104.48 |
|
| R3 |
110.28 |
108.19 |
103.48 |
|
| R2 |
106.67 |
106.67 |
103.15 |
|
| R1 |
104.58 |
104.58 |
102.82 |
103.82 |
| PP |
103.06 |
103.06 |
103.06 |
102.68 |
| S1 |
100.97 |
100.97 |
102.16 |
100.21 |
| S2 |
99.45 |
99.45 |
101.83 |
|
| S3 |
95.84 |
97.36 |
101.50 |
|
| S4 |
92.23 |
93.75 |
100.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.15 |
101.54 |
3.61 |
3.5% |
1.96 |
1.9% |
26% |
False |
False |
27,066 |
| 10 |
106.03 |
101.54 |
4.49 |
4.4% |
1.73 |
1.7% |
21% |
False |
False |
25,411 |
| 20 |
107.94 |
101.00 |
6.94 |
6.8% |
1.88 |
1.8% |
21% |
False |
False |
22,806 |
| 40 |
107.94 |
98.55 |
9.39 |
9.2% |
1.62 |
1.6% |
42% |
False |
False |
21,439 |
| 60 |
107.94 |
92.85 |
15.09 |
14.7% |
1.52 |
1.5% |
64% |
False |
False |
21,067 |
| 80 |
107.94 |
90.35 |
17.59 |
17.2% |
1.50 |
1.5% |
69% |
False |
False |
18,060 |
| 100 |
107.94 |
88.45 |
19.49 |
19.0% |
1.52 |
1.5% |
72% |
False |
False |
15,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.84 |
|
2.618 |
106.78 |
|
1.618 |
105.52 |
|
1.000 |
104.74 |
|
0.618 |
104.26 |
|
HIGH |
103.48 |
|
0.618 |
103.00 |
|
0.500 |
102.85 |
|
0.382 |
102.70 |
|
LOW |
102.22 |
|
0.618 |
101.44 |
|
1.000 |
100.96 |
|
1.618 |
100.18 |
|
2.618 |
98.92 |
|
4.250 |
96.87 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.85 |
103.37 |
| PP |
102.73 |
103.08 |
| S1 |
102.61 |
102.78 |
|