NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
101.12 |
101.78 |
0.66 |
0.7% |
102.55 |
High |
102.08 |
101.78 |
-0.30 |
-0.3% |
102.79 |
Low |
101.12 |
100.68 |
-0.44 |
-0.4% |
99.85 |
Close |
101.78 |
101.59 |
-0.19 |
-0.2% |
101.59 |
Range |
0.96 |
1.10 |
0.14 |
14.6% |
2.94 |
ATR |
1.43 |
1.41 |
-0.02 |
-1.7% |
0.00 |
Volume |
15,329 |
17,364 |
2,035 |
13.3% |
88,310 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.65 |
104.22 |
102.20 |
|
R3 |
103.55 |
103.12 |
101.89 |
|
R2 |
102.45 |
102.45 |
101.79 |
|
R1 |
102.02 |
102.02 |
101.69 |
101.69 |
PP |
101.35 |
101.35 |
101.35 |
101.18 |
S1 |
100.92 |
100.92 |
101.49 |
100.59 |
S2 |
100.25 |
100.25 |
101.39 |
|
S3 |
99.15 |
99.82 |
101.29 |
|
S4 |
98.05 |
98.72 |
100.99 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.23 |
108.85 |
103.21 |
|
R3 |
107.29 |
105.91 |
102.40 |
|
R2 |
104.35 |
104.35 |
102.13 |
|
R1 |
102.97 |
102.97 |
101.86 |
102.19 |
PP |
101.41 |
101.41 |
101.41 |
101.02 |
S1 |
100.03 |
100.03 |
101.32 |
99.25 |
S2 |
98.47 |
98.47 |
101.05 |
|
S3 |
95.53 |
97.09 |
100.78 |
|
S4 |
92.59 |
94.15 |
99.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.79 |
99.85 |
2.94 |
2.9% |
1.31 |
1.3% |
59% |
False |
False |
17,662 |
10 |
103.14 |
99.00 |
4.14 |
4.1% |
1.42 |
1.4% |
63% |
False |
False |
15,221 |
20 |
104.37 |
98.98 |
5.39 |
5.3% |
1.35 |
1.3% |
48% |
False |
False |
14,891 |
40 |
104.37 |
96.50 |
7.87 |
7.7% |
1.31 |
1.3% |
65% |
False |
False |
13,062 |
60 |
104.37 |
89.48 |
14.89 |
14.7% |
1.28 |
1.3% |
81% |
False |
False |
13,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.46 |
2.618 |
104.66 |
1.618 |
103.56 |
1.000 |
102.88 |
0.618 |
102.46 |
HIGH |
101.78 |
0.618 |
101.36 |
0.500 |
101.23 |
0.382 |
101.10 |
LOW |
100.68 |
0.618 |
100.00 |
1.000 |
99.58 |
1.618 |
98.90 |
2.618 |
97.80 |
4.250 |
96.01 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
101.47 |
101.41 |
PP |
101.35 |
101.22 |
S1 |
101.23 |
101.04 |
|