NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
99.87 |
100.22 |
0.35 |
0.4% |
101.18 |
High |
100.78 |
101.22 |
0.44 |
0.4% |
101.57 |
Low |
99.87 |
100.09 |
0.22 |
0.2% |
99.53 |
Close |
100.75 |
100.46 |
-0.29 |
-0.3% |
100.46 |
Range |
0.91 |
1.13 |
0.22 |
24.2% |
2.04 |
ATR |
1.54 |
1.51 |
-0.03 |
-1.9% |
0.00 |
Volume |
22,143 |
12,474 |
-9,669 |
-43.7% |
88,530 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.98 |
103.35 |
101.08 |
|
R3 |
102.85 |
102.22 |
100.77 |
|
R2 |
101.72 |
101.72 |
100.67 |
|
R1 |
101.09 |
101.09 |
100.56 |
101.41 |
PP |
100.59 |
100.59 |
100.59 |
100.75 |
S1 |
99.96 |
99.96 |
100.36 |
100.28 |
S2 |
99.46 |
99.46 |
100.25 |
|
S3 |
98.33 |
98.83 |
100.15 |
|
S4 |
97.20 |
97.70 |
99.84 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.64 |
105.59 |
101.58 |
|
R3 |
104.60 |
103.55 |
101.02 |
|
R2 |
102.56 |
102.56 |
100.83 |
|
R1 |
101.51 |
101.51 |
100.65 |
101.02 |
PP |
100.52 |
100.52 |
100.52 |
100.27 |
S1 |
99.47 |
99.47 |
100.27 |
98.98 |
S2 |
98.48 |
98.48 |
100.09 |
|
S3 |
96.44 |
97.43 |
99.90 |
|
S4 |
94.40 |
95.39 |
99.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.57 |
99.53 |
2.04 |
2.0% |
1.26 |
1.3% |
46% |
False |
False |
17,706 |
10 |
103.73 |
99.53 |
4.20 |
4.2% |
1.55 |
1.5% |
22% |
False |
False |
16,010 |
20 |
104.67 |
99.53 |
5.14 |
5.1% |
1.56 |
1.6% |
18% |
False |
False |
14,488 |
40 |
106.22 |
97.46 |
8.76 |
8.7% |
1.46 |
1.5% |
34% |
False |
False |
12,019 |
60 |
106.22 |
95.29 |
10.93 |
10.9% |
1.34 |
1.3% |
47% |
False |
False |
11,503 |
80 |
106.22 |
90.05 |
16.17 |
16.1% |
1.31 |
1.3% |
64% |
False |
False |
9,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.02 |
2.618 |
104.18 |
1.618 |
103.05 |
1.000 |
102.35 |
0.618 |
101.92 |
HIGH |
101.22 |
0.618 |
100.79 |
0.500 |
100.66 |
0.382 |
100.52 |
LOW |
100.09 |
0.618 |
99.39 |
1.000 |
98.96 |
1.618 |
98.26 |
2.618 |
97.13 |
4.250 |
95.29 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.66 |
100.51 |
PP |
100.59 |
100.49 |
S1 |
100.53 |
100.48 |
|