NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
100.13 |
99.01 |
-1.12 |
-1.1% |
102.55 |
| High |
100.50 |
101.98 |
1.48 |
1.5% |
102.79 |
| Low |
99.00 |
99.01 |
0.01 |
0.0% |
99.85 |
| Close |
99.40 |
101.72 |
2.32 |
2.3% |
101.59 |
| Range |
1.50 |
2.97 |
1.47 |
98.0% |
2.94 |
| ATR |
1.44 |
1.55 |
0.11 |
7.6% |
0.00 |
| Volume |
19,935 |
18,209 |
-1,726 |
-8.7% |
88,310 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.81 |
108.74 |
103.35 |
|
| R3 |
106.84 |
105.77 |
102.54 |
|
| R2 |
103.87 |
103.87 |
102.26 |
|
| R1 |
102.80 |
102.80 |
101.99 |
103.34 |
| PP |
100.90 |
100.90 |
100.90 |
101.17 |
| S1 |
99.83 |
99.83 |
101.45 |
100.37 |
| S2 |
97.93 |
97.93 |
101.18 |
|
| S3 |
94.96 |
96.86 |
100.90 |
|
| S4 |
91.99 |
93.89 |
100.09 |
|
|
| 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 |
99.00 |
3.08 |
3.0% |
1.55 |
1.5% |
88% |
False |
False |
17,000 |
| 10 |
103.14 |
99.00 |
4.14 |
4.1% |
1.46 |
1.4% |
66% |
False |
False |
16,086 |
| 20 |
104.37 |
98.98 |
5.39 |
5.3% |
1.49 |
1.5% |
51% |
False |
False |
15,768 |
| 40 |
104.37 |
96.50 |
7.87 |
7.7% |
1.36 |
1.3% |
66% |
False |
False |
13,221 |
| 60 |
104.37 |
90.14 |
14.23 |
14.0% |
1.25 |
1.2% |
81% |
False |
False |
13,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.60 |
|
2.618 |
109.76 |
|
1.618 |
106.79 |
|
1.000 |
104.95 |
|
0.618 |
103.82 |
|
HIGH |
101.98 |
|
0.618 |
100.85 |
|
0.500 |
100.50 |
|
0.382 |
100.14 |
|
LOW |
99.01 |
|
0.618 |
97.17 |
|
1.000 |
96.04 |
|
1.618 |
94.20 |
|
2.618 |
91.23 |
|
4.250 |
86.39 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.31 |
101.31 |
| PP |
100.90 |
100.90 |
| S1 |
100.50 |
100.49 |
|