NYMEX Light Sweet Crude Oil Future February 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 |
101.75 |
102.32 |
0.57 |
0.6% |
102.48 |
| High |
102.56 |
103.45 |
0.89 |
0.9% |
104.67 |
| Low |
101.40 |
102.28 |
0.88 |
0.9% |
100.50 |
| Close |
102.19 |
103.14 |
0.95 |
0.9% |
104.61 |
| Range |
1.16 |
1.17 |
0.01 |
0.9% |
4.17 |
| ATR |
1.55 |
1.53 |
-0.02 |
-1.3% |
0.00 |
| Volume |
17,381 |
14,824 |
-2,557 |
-14.7% |
43,091 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.47 |
105.97 |
103.78 |
|
| R3 |
105.30 |
104.80 |
103.46 |
|
| R2 |
104.13 |
104.13 |
103.35 |
|
| R1 |
103.63 |
103.63 |
103.25 |
103.88 |
| PP |
102.96 |
102.96 |
102.96 |
103.08 |
| S1 |
102.46 |
102.46 |
103.03 |
102.71 |
| S2 |
101.79 |
101.79 |
102.93 |
|
| S3 |
100.62 |
101.29 |
102.82 |
|
| S4 |
99.45 |
100.12 |
102.50 |
|
|
| 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% |
1.48 |
1.4% |
57% |
False |
False |
13,578 |
| 10 |
104.67 |
100.50 |
4.17 |
4.0% |
1.64 |
1.6% |
63% |
False |
False |
12,392 |
| 20 |
106.22 |
100.00 |
6.22 |
6.0% |
1.49 |
1.4% |
50% |
False |
False |
11,328 |
| 40 |
106.22 |
97.46 |
8.76 |
8.5% |
1.37 |
1.3% |
65% |
False |
False |
9,990 |
| 60 |
106.22 |
90.05 |
16.17 |
15.7% |
1.30 |
1.3% |
81% |
False |
False |
9,504 |
| 80 |
106.22 |
90.05 |
16.17 |
15.7% |
1.29 |
1.2% |
81% |
False |
False |
7,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.42 |
|
2.618 |
106.51 |
|
1.618 |
105.34 |
|
1.000 |
104.62 |
|
0.618 |
104.17 |
|
HIGH |
103.45 |
|
0.618 |
103.00 |
|
0.500 |
102.87 |
|
0.382 |
102.73 |
|
LOW |
102.28 |
|
0.618 |
101.56 |
|
1.000 |
101.11 |
|
1.618 |
100.39 |
|
2.618 |
99.22 |
|
4.250 |
97.31 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.05 |
102.86 |
| PP |
102.96 |
102.58 |
| S1 |
102.87 |
102.30 |
|