NYMEX Light Sweet Crude Oil Future February 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 |
102.79 |
101.75 |
-1.04 |
-1.0% |
102.48 |
| High |
103.25 |
102.56 |
-0.69 |
-0.7% |
104.67 |
| Low |
101.15 |
101.40 |
0.25 |
0.2% |
100.50 |
| Close |
101.96 |
102.19 |
0.23 |
0.2% |
104.61 |
| Range |
2.10 |
1.16 |
-0.94 |
-44.8% |
4.17 |
| ATR |
1.58 |
1.55 |
-0.03 |
-1.9% |
0.00 |
| Volume |
16,159 |
17,381 |
1,222 |
7.6% |
43,091 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.53 |
105.02 |
102.83 |
|
| R3 |
104.37 |
103.86 |
102.51 |
|
| R2 |
103.21 |
103.21 |
102.40 |
|
| R1 |
102.70 |
102.70 |
102.30 |
102.96 |
| PP |
102.05 |
102.05 |
102.05 |
102.18 |
| S1 |
101.54 |
101.54 |
102.08 |
101.80 |
| S2 |
100.89 |
100.89 |
101.98 |
|
| S3 |
99.73 |
100.38 |
101.87 |
|
| S4 |
98.57 |
99.22 |
101.55 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.77 |
114.36 |
106.90 |
|
| R3 |
111.60 |
110.19 |
105.76 |
|
| R2 |
107.43 |
107.43 |
105.37 |
|
| R1 |
106.02 |
106.02 |
104.99 |
106.73 |
| PP |
103.26 |
103.26 |
103.26 |
103.61 |
| S1 |
101.85 |
101.85 |
104.23 |
102.56 |
| S2 |
99.09 |
99.09 |
103.85 |
|
| S3 |
94.92 |
97.68 |
103.46 |
|
| S4 |
90.75 |
93.51 |
102.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.67 |
101.15 |
3.52 |
3.4% |
1.46 |
1.4% |
30% |
False |
False |
12,895 |
| 10 |
106.22 |
100.50 |
5.72 |
5.6% |
1.76 |
1.7% |
30% |
False |
False |
12,508 |
| 20 |
106.22 |
100.00 |
6.22 |
6.1% |
1.48 |
1.4% |
35% |
False |
False |
10,971 |
| 40 |
106.22 |
97.46 |
8.76 |
8.6% |
1.37 |
1.3% |
54% |
False |
False |
9,872 |
| 60 |
106.22 |
90.05 |
16.17 |
15.8% |
1.29 |
1.3% |
75% |
False |
False |
9,294 |
| 80 |
106.22 |
90.05 |
16.17 |
15.8% |
1.29 |
1.3% |
75% |
False |
False |
7,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.49 |
|
2.618 |
105.60 |
|
1.618 |
104.44 |
|
1.000 |
103.72 |
|
0.618 |
103.28 |
|
HIGH |
102.56 |
|
0.618 |
102.12 |
|
0.500 |
101.98 |
|
0.382 |
101.84 |
|
LOW |
101.40 |
|
0.618 |
100.68 |
|
1.000 |
100.24 |
|
1.618 |
99.52 |
|
2.618 |
98.36 |
|
4.250 |
96.47 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.12 |
102.77 |
| PP |
102.05 |
102.58 |
| S1 |
101.98 |
102.38 |
|