NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
100.47 |
101.12 |
0.65 |
0.6% |
99.00 |
| High |
101.21 |
102.08 |
0.87 |
0.9% |
103.14 |
| Low |
100.00 |
101.12 |
1.12 |
1.1% |
99.00 |
| Close |
100.88 |
101.78 |
0.90 |
0.9% |
103.08 |
| Range |
1.21 |
0.96 |
-0.25 |
-20.7% |
4.14 |
| ATR |
1.45 |
1.43 |
-0.02 |
-1.2% |
0.00 |
| Volume |
17,662 |
15,329 |
-2,333 |
-13.2% |
49,976 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.54 |
104.12 |
102.31 |
|
| R3 |
103.58 |
103.16 |
102.04 |
|
| R2 |
102.62 |
102.62 |
101.96 |
|
| R1 |
102.20 |
102.20 |
101.87 |
102.41 |
| PP |
101.66 |
101.66 |
101.66 |
101.77 |
| S1 |
101.24 |
101.24 |
101.69 |
101.45 |
| S2 |
100.70 |
100.70 |
101.60 |
|
| S3 |
99.74 |
100.28 |
101.52 |
|
| S4 |
98.78 |
99.32 |
101.25 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.16 |
112.76 |
105.36 |
|
| R3 |
110.02 |
108.62 |
104.22 |
|
| R2 |
105.88 |
105.88 |
103.84 |
|
| R1 |
104.48 |
104.48 |
103.46 |
105.18 |
| PP |
101.74 |
101.74 |
101.74 |
102.09 |
| S1 |
100.34 |
100.34 |
102.70 |
101.04 |
| S2 |
97.60 |
97.60 |
102.32 |
|
| S3 |
93.46 |
96.20 |
101.94 |
|
| S4 |
89.32 |
92.06 |
100.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.14 |
99.85 |
3.29 |
3.2% |
1.38 |
1.4% |
59% |
False |
False |
16,026 |
| 10 |
103.14 |
99.00 |
4.14 |
4.1% |
1.47 |
1.4% |
67% |
False |
False |
15,277 |
| 20 |
104.37 |
98.98 |
5.39 |
5.3% |
1.34 |
1.3% |
52% |
False |
False |
14,467 |
| 40 |
104.37 |
96.50 |
7.87 |
7.7% |
1.32 |
1.3% |
67% |
False |
False |
12,934 |
| 60 |
104.37 |
89.48 |
14.89 |
14.6% |
1.27 |
1.2% |
83% |
False |
False |
13,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.16 |
|
2.618 |
104.59 |
|
1.618 |
103.63 |
|
1.000 |
103.04 |
|
0.618 |
102.67 |
|
HIGH |
102.08 |
|
0.618 |
101.71 |
|
0.500 |
101.60 |
|
0.382 |
101.49 |
|
LOW |
101.12 |
|
0.618 |
100.53 |
|
1.000 |
100.16 |
|
1.618 |
99.57 |
|
2.618 |
98.61 |
|
4.250 |
97.04 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.72 |
101.51 |
| PP |
101.66 |
101.24 |
| S1 |
101.60 |
100.97 |
|