NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
101.78 |
100.46 |
-1.32 |
-1.3% |
102.55 |
High |
101.78 |
101.25 |
-0.53 |
-0.5% |
102.79 |
Low |
100.68 |
100.01 |
-0.67 |
-0.7% |
99.85 |
Close |
101.59 |
100.67 |
-0.92 |
-0.9% |
101.59 |
Range |
1.10 |
1.24 |
0.14 |
12.7% |
2.94 |
ATR |
1.41 |
1.42 |
0.01 |
0.9% |
0.00 |
Volume |
17,364 |
14,163 |
-3,201 |
-18.4% |
88,310 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.36 |
103.76 |
101.35 |
|
R3 |
103.12 |
102.52 |
101.01 |
|
R2 |
101.88 |
101.88 |
100.90 |
|
R1 |
101.28 |
101.28 |
100.78 |
101.58 |
PP |
100.64 |
100.64 |
100.64 |
100.80 |
S1 |
100.04 |
100.04 |
100.56 |
100.34 |
S2 |
99.40 |
99.40 |
100.44 |
|
S3 |
98.16 |
98.80 |
100.33 |
|
S4 |
96.92 |
97.56 |
99.99 |
|
|
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 |
102.08 |
99.85 |
2.23 |
2.2% |
1.31 |
1.3% |
37% |
False |
False |
16,754 |
10 |
103.14 |
99.00 |
4.14 |
4.1% |
1.42 |
1.4% |
40% |
False |
False |
15,244 |
20 |
104.37 |
98.98 |
5.39 |
5.4% |
1.36 |
1.3% |
31% |
False |
False |
14,971 |
40 |
104.37 |
96.50 |
7.87 |
7.8% |
1.30 |
1.3% |
53% |
False |
False |
12,960 |
60 |
104.37 |
89.48 |
14.89 |
14.8% |
1.25 |
1.2% |
75% |
False |
False |
13,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.52 |
2.618 |
104.50 |
1.618 |
103.26 |
1.000 |
102.49 |
0.618 |
102.02 |
HIGH |
101.25 |
0.618 |
100.78 |
0.500 |
100.63 |
0.382 |
100.48 |
LOW |
100.01 |
0.618 |
99.24 |
1.000 |
98.77 |
1.618 |
98.00 |
2.618 |
96.76 |
4.250 |
94.74 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.66 |
101.05 |
PP |
100.64 |
100.92 |
S1 |
100.63 |
100.80 |
|