NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
101.18 |
100.45 |
-0.73 |
-0.7% |
102.00 |
High |
101.57 |
100.76 |
-0.81 |
-0.8% |
103.73 |
Low |
100.01 |
99.53 |
-0.48 |
-0.5% |
100.26 |
Close |
100.52 |
100.41 |
-0.11 |
-0.1% |
101.33 |
Range |
1.56 |
1.23 |
-0.33 |
-21.2% |
3.47 |
ATR |
1.63 |
1.60 |
-0.03 |
-1.7% |
0.00 |
Volume |
18,983 |
15,937 |
-3,046 |
-16.0% |
71,576 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.92 |
103.40 |
101.09 |
|
R3 |
102.69 |
102.17 |
100.75 |
|
R2 |
101.46 |
101.46 |
100.64 |
|
R1 |
100.94 |
100.94 |
100.52 |
100.59 |
PP |
100.23 |
100.23 |
100.23 |
100.06 |
S1 |
99.71 |
99.71 |
100.30 |
99.36 |
S2 |
99.00 |
99.00 |
100.18 |
|
S3 |
97.77 |
98.48 |
100.07 |
|
S4 |
96.54 |
97.25 |
99.73 |
|
|
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 |
99.53 |
4.20 |
4.2% |
1.80 |
1.8% |
21% |
False |
True |
15,401 |
10 |
103.73 |
99.53 |
4.20 |
4.2% |
1.56 |
1.6% |
21% |
False |
True |
15,623 |
20 |
106.22 |
99.53 |
6.69 |
6.7% |
1.73 |
1.7% |
13% |
False |
True |
13,487 |
40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.47 |
1.5% |
34% |
False |
False |
11,348 |
60 |
106.22 |
93.50 |
12.72 |
12.7% |
1.32 |
1.3% |
54% |
False |
False |
10,976 |
80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.30 |
1.3% |
64% |
False |
False |
9,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.99 |
2.618 |
103.98 |
1.618 |
102.75 |
1.000 |
101.99 |
0.618 |
101.52 |
HIGH |
100.76 |
0.618 |
100.29 |
0.500 |
100.15 |
0.382 |
100.00 |
LOW |
99.53 |
0.618 |
98.77 |
1.000 |
98.30 |
1.618 |
97.54 |
2.618 |
96.31 |
4.250 |
94.30 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.32 |
100.84 |
PP |
100.23 |
100.70 |
S1 |
100.15 |
100.55 |
|