NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
100.35 |
100.05 |
-0.30 |
-0.3% |
100.46 |
High |
100.90 |
100.34 |
-0.56 |
-0.6% |
102.29 |
Low |
99.87 |
98.98 |
-0.89 |
-0.9% |
99.00 |
Close |
100.17 |
99.44 |
-0.73 |
-0.7% |
100.17 |
Range |
1.03 |
1.36 |
0.33 |
32.0% |
3.29 |
ATR |
1.54 |
1.53 |
-0.01 |
-0.8% |
0.00 |
Volume |
17,884 |
22,473 |
4,589 |
25.7% |
96,293 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.67 |
102.91 |
100.19 |
|
R3 |
102.31 |
101.55 |
99.81 |
|
R2 |
100.95 |
100.95 |
99.69 |
|
R1 |
100.19 |
100.19 |
99.56 |
99.89 |
PP |
99.59 |
99.59 |
99.59 |
99.44 |
S1 |
98.83 |
98.83 |
99.32 |
98.53 |
S2 |
98.23 |
98.23 |
99.19 |
|
S3 |
96.87 |
97.47 |
99.07 |
|
S4 |
95.51 |
96.11 |
98.69 |
|
|
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 |
98.98 |
3.31 |
3.3% |
1.77 |
1.8% |
14% |
False |
True |
20,920 |
10 |
102.29 |
98.98 |
3.31 |
3.3% |
1.54 |
1.5% |
14% |
False |
True |
18,837 |
20 |
104.37 |
98.98 |
5.39 |
5.4% |
1.55 |
1.6% |
9% |
False |
True |
16,369 |
40 |
104.37 |
96.50 |
7.87 |
7.9% |
1.37 |
1.4% |
37% |
False |
False |
14,012 |
60 |
104.37 |
92.16 |
12.21 |
12.3% |
1.26 |
1.3% |
60% |
False |
False |
14,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.12 |
2.618 |
103.90 |
1.618 |
102.54 |
1.000 |
101.70 |
0.618 |
101.18 |
HIGH |
100.34 |
0.618 |
99.82 |
0.500 |
99.66 |
0.382 |
99.50 |
LOW |
98.98 |
0.618 |
98.14 |
1.000 |
97.62 |
1.618 |
96.78 |
2.618 |
95.42 |
4.250 |
93.20 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
99.66 |
100.64 |
PP |
99.59 |
100.24 |
S1 |
99.51 |
99.84 |
|