NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
102.03 |
101.18 |
-0.85 |
-0.8% |
102.00 |
| High |
102.15 |
101.57 |
-0.58 |
-0.6% |
103.73 |
| Low |
101.04 |
100.01 |
-1.03 |
-1.0% |
100.26 |
| Close |
101.33 |
100.52 |
-0.81 |
-0.8% |
101.33 |
| Range |
1.11 |
1.56 |
0.45 |
40.5% |
3.47 |
| ATR |
1.63 |
1.63 |
-0.01 |
-0.3% |
0.00 |
| Volume |
13,263 |
18,983 |
5,720 |
43.1% |
71,576 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.38 |
104.51 |
101.38 |
|
| R3 |
103.82 |
102.95 |
100.95 |
|
| R2 |
102.26 |
102.26 |
100.81 |
|
| R1 |
101.39 |
101.39 |
100.66 |
101.05 |
| PP |
100.70 |
100.70 |
100.70 |
100.53 |
| S1 |
99.83 |
99.83 |
100.38 |
99.49 |
| S2 |
99.14 |
99.14 |
100.23 |
|
| S3 |
97.58 |
98.27 |
100.09 |
|
| S4 |
96.02 |
96.71 |
99.66 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.18 |
110.23 |
103.24 |
|
| R3 |
108.71 |
106.76 |
102.28 |
|
| R2 |
105.24 |
105.24 |
101.97 |
|
| R1 |
103.29 |
103.29 |
101.65 |
102.53 |
| PP |
101.77 |
101.77 |
101.77 |
101.40 |
| S1 |
99.82 |
99.82 |
101.01 |
99.06 |
| S2 |
98.30 |
98.30 |
100.69 |
|
| S3 |
94.83 |
96.35 |
100.38 |
|
| S4 |
91.36 |
92.88 |
99.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.73 |
100.01 |
3.72 |
3.7% |
1.87 |
1.9% |
14% |
False |
True |
15,663 |
| 10 |
103.73 |
100.01 |
3.72 |
3.7% |
1.65 |
1.6% |
14% |
False |
True |
15,645 |
| 20 |
106.22 |
100.01 |
6.21 |
6.2% |
1.72 |
1.7% |
8% |
False |
True |
13,126 |
| 40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.46 |
1.4% |
35% |
False |
False |
11,088 |
| 60 |
106.22 |
92.82 |
13.40 |
13.3% |
1.32 |
1.3% |
57% |
False |
False |
10,760 |
| 80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.30 |
1.3% |
65% |
False |
False |
9,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.20 |
|
2.618 |
105.65 |
|
1.618 |
104.09 |
|
1.000 |
103.13 |
|
0.618 |
102.53 |
|
HIGH |
101.57 |
|
0.618 |
100.97 |
|
0.500 |
100.79 |
|
0.382 |
100.61 |
|
LOW |
100.01 |
|
0.618 |
99.05 |
|
1.000 |
98.45 |
|
1.618 |
97.49 |
|
2.618 |
95.93 |
|
4.250 |
93.38 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.79 |
101.87 |
| PP |
100.70 |
101.42 |
| S1 |
100.61 |
100.97 |
|