NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
99.01 |
101.99 |
2.98 |
3.0% |
102.55 |
| High |
101.98 |
102.29 |
0.31 |
0.3% |
102.79 |
| Low |
99.01 |
100.30 |
1.29 |
1.3% |
99.85 |
| Close |
101.72 |
100.48 |
-1.24 |
-1.2% |
101.59 |
| Range |
2.97 |
1.99 |
-0.98 |
-33.0% |
2.94 |
| ATR |
1.55 |
1.58 |
0.03 |
2.0% |
0.00 |
| Volume |
18,209 |
26,102 |
7,893 |
43.3% |
88,310 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.99 |
105.73 |
101.57 |
|
| R3 |
105.00 |
103.74 |
101.03 |
|
| R2 |
103.01 |
103.01 |
100.84 |
|
| R1 |
101.75 |
101.75 |
100.66 |
101.39 |
| PP |
101.02 |
101.02 |
101.02 |
100.84 |
| S1 |
99.76 |
99.76 |
100.30 |
99.40 |
| S2 |
99.03 |
99.03 |
100.12 |
|
| S3 |
97.04 |
97.77 |
99.93 |
|
| S4 |
95.05 |
95.78 |
99.39 |
|
|
| 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 |
102.29 |
99.00 |
3.29 |
3.3% |
1.76 |
1.8% |
45% |
True |
False |
19,154 |
| 10 |
103.14 |
99.00 |
4.14 |
4.1% |
1.57 |
1.6% |
36% |
False |
False |
17,590 |
| 20 |
104.37 |
99.00 |
5.37 |
5.3% |
1.54 |
1.5% |
28% |
False |
False |
15,997 |
| 40 |
104.37 |
96.50 |
7.87 |
7.8% |
1.36 |
1.4% |
51% |
False |
False |
13,586 |
| 60 |
104.37 |
90.14 |
14.23 |
14.2% |
1.26 |
1.3% |
73% |
False |
False |
14,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.75 |
|
2.618 |
107.50 |
|
1.618 |
105.51 |
|
1.000 |
104.28 |
|
0.618 |
103.52 |
|
HIGH |
102.29 |
|
0.618 |
101.53 |
|
0.500 |
101.30 |
|
0.382 |
101.06 |
|
LOW |
100.30 |
|
0.618 |
99.07 |
|
1.000 |
98.31 |
|
1.618 |
97.08 |
|
2.618 |
95.09 |
|
4.250 |
91.84 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.30 |
100.65 |
| PP |
101.02 |
100.59 |
| S1 |
100.75 |
100.54 |
|