NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
100.56 |
99.87 |
-0.69 |
-0.7% |
102.00 |
High |
101.25 |
100.78 |
-0.47 |
-0.5% |
103.73 |
Low |
99.76 |
99.87 |
0.11 |
0.1% |
100.26 |
Close |
100.13 |
100.75 |
0.62 |
0.6% |
101.33 |
Range |
1.49 |
0.91 |
-0.58 |
-38.9% |
3.47 |
ATR |
1.59 |
1.54 |
-0.05 |
-3.1% |
0.00 |
Volume |
18,993 |
22,143 |
3,150 |
16.6% |
71,576 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.20 |
102.88 |
101.25 |
|
R3 |
102.29 |
101.97 |
101.00 |
|
R2 |
101.38 |
101.38 |
100.92 |
|
R1 |
101.06 |
101.06 |
100.83 |
101.22 |
PP |
100.47 |
100.47 |
100.47 |
100.55 |
S1 |
100.15 |
100.15 |
100.67 |
100.31 |
S2 |
99.56 |
99.56 |
100.58 |
|
S3 |
98.65 |
99.24 |
100.50 |
|
S4 |
97.74 |
98.33 |
100.25 |
|
|
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 |
102.15 |
99.53 |
2.62 |
2.6% |
1.26 |
1.3% |
47% |
False |
False |
17,863 |
10 |
103.73 |
99.53 |
4.20 |
4.2% |
1.57 |
1.6% |
29% |
False |
False |
16,516 |
20 |
104.67 |
99.53 |
5.14 |
5.1% |
1.60 |
1.6% |
24% |
False |
False |
14,454 |
40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.48 |
1.5% |
38% |
False |
False |
11,958 |
60 |
106.22 |
95.28 |
10.94 |
10.9% |
1.33 |
1.3% |
50% |
False |
False |
11,491 |
80 |
106.22 |
90.05 |
16.17 |
16.0% |
1.30 |
1.3% |
66% |
False |
False |
9,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.65 |
2.618 |
103.16 |
1.618 |
102.25 |
1.000 |
101.69 |
0.618 |
101.34 |
HIGH |
100.78 |
0.618 |
100.43 |
0.500 |
100.33 |
0.382 |
100.22 |
LOW |
99.87 |
0.618 |
99.31 |
1.000 |
98.96 |
1.618 |
98.40 |
2.618 |
97.49 |
4.250 |
96.00 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.61 |
100.63 |
PP |
100.47 |
100.51 |
S1 |
100.33 |
100.39 |
|