NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
101.99 |
100.35 |
-1.64 |
-1.6% |
100.46 |
High |
102.29 |
100.90 |
-1.39 |
-1.4% |
102.29 |
Low |
100.30 |
99.87 |
-0.43 |
-0.4% |
99.00 |
Close |
100.48 |
100.17 |
-0.31 |
-0.3% |
100.17 |
Range |
1.99 |
1.03 |
-0.96 |
-48.2% |
3.29 |
ATR |
1.58 |
1.54 |
-0.04 |
-2.5% |
0.00 |
Volume |
26,102 |
17,884 |
-8,218 |
-31.5% |
96,293 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.40 |
102.82 |
100.74 |
|
R3 |
102.37 |
101.79 |
100.45 |
|
R2 |
101.34 |
101.34 |
100.36 |
|
R1 |
100.76 |
100.76 |
100.26 |
100.54 |
PP |
100.31 |
100.31 |
100.31 |
100.20 |
S1 |
99.73 |
99.73 |
100.08 |
99.51 |
S2 |
99.28 |
99.28 |
99.98 |
|
S3 |
98.25 |
98.70 |
99.89 |
|
S4 |
97.22 |
97.67 |
99.60 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.36 |
108.55 |
101.98 |
|
R3 |
107.07 |
105.26 |
101.07 |
|
R2 |
103.78 |
103.78 |
100.77 |
|
R1 |
101.97 |
101.97 |
100.47 |
101.23 |
PP |
100.49 |
100.49 |
100.49 |
100.12 |
S1 |
98.68 |
98.68 |
99.87 |
97.94 |
S2 |
97.20 |
97.20 |
99.57 |
|
S3 |
93.91 |
95.39 |
99.27 |
|
S4 |
90.62 |
92.10 |
98.36 |
|
|
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% |
1.75 |
1.7% |
36% |
False |
False |
19,258 |
10 |
102.79 |
99.00 |
3.79 |
3.8% |
1.53 |
1.5% |
31% |
False |
False |
18,460 |
20 |
104.37 |
99.00 |
5.37 |
5.4% |
1.55 |
1.5% |
22% |
False |
False |
15,969 |
40 |
104.37 |
96.50 |
7.87 |
7.9% |
1.35 |
1.4% |
47% |
False |
False |
13,743 |
60 |
104.37 |
91.74 |
12.63 |
12.6% |
1.26 |
1.3% |
67% |
False |
False |
14,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.28 |
2.618 |
103.60 |
1.618 |
102.57 |
1.000 |
101.93 |
0.618 |
101.54 |
HIGH |
100.90 |
0.618 |
100.51 |
0.500 |
100.39 |
0.382 |
100.26 |
LOW |
99.87 |
0.618 |
99.23 |
1.000 |
98.84 |
1.618 |
98.20 |
2.618 |
97.17 |
4.250 |
95.49 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.39 |
100.65 |
PP |
100.31 |
100.49 |
S1 |
100.24 |
100.33 |
|