NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
102.32 |
103.20 |
0.88 |
0.9% |
103.90 |
| High |
103.45 |
103.21 |
-0.24 |
-0.2% |
104.39 |
| Low |
102.28 |
101.94 |
-0.34 |
-0.3% |
101.15 |
| Close |
103.14 |
102.97 |
-0.17 |
-0.2% |
102.97 |
| Range |
1.17 |
1.27 |
0.10 |
8.5% |
3.24 |
| ATR |
1.53 |
1.51 |
-0.02 |
-1.2% |
0.00 |
| Volume |
14,824 |
17,531 |
2,707 |
18.3% |
77,293 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.52 |
106.01 |
103.67 |
|
| R3 |
105.25 |
104.74 |
103.32 |
|
| R2 |
103.98 |
103.98 |
103.20 |
|
| R1 |
103.47 |
103.47 |
103.09 |
103.09 |
| PP |
102.71 |
102.71 |
102.71 |
102.52 |
| S1 |
102.20 |
102.20 |
102.85 |
101.82 |
| S2 |
101.44 |
101.44 |
102.74 |
|
| S3 |
100.17 |
100.93 |
102.62 |
|
| S4 |
98.90 |
99.66 |
102.27 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.56 |
111.00 |
104.75 |
|
| R3 |
109.32 |
107.76 |
103.86 |
|
| R2 |
106.08 |
106.08 |
103.56 |
|
| R1 |
104.52 |
104.52 |
103.27 |
103.68 |
| PP |
102.84 |
102.84 |
102.84 |
102.42 |
| S1 |
101.28 |
101.28 |
102.67 |
100.44 |
| S2 |
99.60 |
99.60 |
102.38 |
|
| S3 |
96.36 |
98.04 |
102.08 |
|
| S4 |
93.12 |
94.80 |
101.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.39 |
101.15 |
3.24 |
3.1% |
1.42 |
1.4% |
56% |
False |
False |
15,458 |
| 10 |
104.67 |
100.50 |
4.17 |
4.0% |
1.56 |
1.5% |
59% |
False |
False |
12,966 |
| 20 |
106.22 |
100.00 |
6.22 |
6.0% |
1.51 |
1.5% |
48% |
False |
False |
11,736 |
| 40 |
106.22 |
97.46 |
8.76 |
8.5% |
1.37 |
1.3% |
63% |
False |
False |
10,191 |
| 60 |
106.22 |
90.05 |
16.17 |
15.7% |
1.31 |
1.3% |
80% |
False |
False |
9,774 |
| 80 |
106.22 |
90.05 |
16.17 |
15.7% |
1.29 |
1.3% |
80% |
False |
False |
8,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.61 |
|
2.618 |
106.53 |
|
1.618 |
105.26 |
|
1.000 |
104.48 |
|
0.618 |
103.99 |
|
HIGH |
103.21 |
|
0.618 |
102.72 |
|
0.500 |
102.58 |
|
0.382 |
102.43 |
|
LOW |
101.94 |
|
0.618 |
101.16 |
|
1.000 |
100.67 |
|
1.618 |
99.89 |
|
2.618 |
98.62 |
|
4.250 |
96.54 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.84 |
102.79 |
| PP |
102.71 |
102.61 |
| S1 |
102.58 |
102.43 |
|