NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
100.45 |
100.56 |
0.11 |
0.1% |
102.00 |
High |
100.76 |
101.25 |
0.49 |
0.5% |
103.73 |
Low |
99.53 |
99.76 |
0.23 |
0.2% |
100.26 |
Close |
100.41 |
100.13 |
-0.28 |
-0.3% |
101.33 |
Range |
1.23 |
1.49 |
0.26 |
21.1% |
3.47 |
ATR |
1.60 |
1.59 |
-0.01 |
-0.5% |
0.00 |
Volume |
15,937 |
18,993 |
3,056 |
19.2% |
71,576 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.85 |
103.98 |
100.95 |
|
R3 |
103.36 |
102.49 |
100.54 |
|
R2 |
101.87 |
101.87 |
100.40 |
|
R1 |
101.00 |
101.00 |
100.27 |
100.69 |
PP |
100.38 |
100.38 |
100.38 |
100.23 |
S1 |
99.51 |
99.51 |
99.99 |
99.20 |
S2 |
98.89 |
98.89 |
99.86 |
|
S3 |
97.40 |
98.02 |
99.72 |
|
S4 |
95.91 |
96.53 |
99.31 |
|
|
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% |
1.50 |
1.5% |
14% |
False |
False |
16,253 |
10 |
103.73 |
99.53 |
4.20 |
4.2% |
1.59 |
1.6% |
14% |
False |
False |
15,784 |
20 |
106.22 |
99.53 |
6.69 |
6.7% |
1.68 |
1.7% |
9% |
False |
False |
14,146 |
40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.49 |
1.5% |
30% |
False |
False |
11,699 |
60 |
106.22 |
93.89 |
12.33 |
12.3% |
1.33 |
1.3% |
51% |
False |
False |
11,235 |
80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.31 |
1.3% |
62% |
False |
False |
9,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.58 |
2.618 |
105.15 |
1.618 |
103.66 |
1.000 |
102.74 |
0.618 |
102.17 |
HIGH |
101.25 |
0.618 |
100.68 |
0.500 |
100.51 |
0.382 |
100.33 |
LOW |
99.76 |
0.618 |
98.84 |
1.000 |
98.27 |
1.618 |
97.35 |
2.618 |
95.86 |
4.250 |
93.43 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.51 |
100.55 |
PP |
100.38 |
100.41 |
S1 |
100.26 |
100.27 |
|