NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
99.40 |
99.76 |
0.36 |
0.4% |
100.46 |
High |
99.56 |
100.11 |
0.55 |
0.6% |
102.29 |
Low |
98.50 |
98.66 |
0.16 |
0.2% |
99.00 |
Close |
99.29 |
99.04 |
-0.25 |
-0.3% |
100.17 |
Range |
1.06 |
1.45 |
0.39 |
36.8% |
3.29 |
ATR |
1.50 |
1.49 |
0.00 |
-0.2% |
0.00 |
Volume |
19,565 |
23,837 |
4,272 |
21.8% |
96,293 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.62 |
102.78 |
99.84 |
|
R3 |
102.17 |
101.33 |
99.44 |
|
R2 |
100.72 |
100.72 |
99.31 |
|
R1 |
99.88 |
99.88 |
99.17 |
99.58 |
PP |
99.27 |
99.27 |
99.27 |
99.12 |
S1 |
98.43 |
98.43 |
98.91 |
98.13 |
S2 |
97.82 |
97.82 |
98.77 |
|
S3 |
96.37 |
96.98 |
98.64 |
|
S4 |
94.92 |
95.53 |
98.24 |
|
|
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 |
98.50 |
3.79 |
3.8% |
1.38 |
1.4% |
14% |
False |
False |
21,972 |
10 |
102.29 |
98.50 |
3.79 |
3.8% |
1.47 |
1.5% |
14% |
False |
False |
19,486 |
20 |
104.37 |
98.50 |
5.87 |
5.9% |
1.52 |
1.5% |
9% |
False |
False |
17,668 |
40 |
104.37 |
96.50 |
7.87 |
7.9% |
1.39 |
1.4% |
32% |
False |
False |
14,862 |
60 |
104.37 |
93.17 |
11.20 |
11.3% |
1.28 |
1.3% |
52% |
False |
False |
14,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.27 |
2.618 |
103.91 |
1.618 |
102.46 |
1.000 |
101.56 |
0.618 |
101.01 |
HIGH |
100.11 |
0.618 |
99.56 |
0.500 |
99.39 |
0.382 |
99.21 |
LOW |
98.66 |
0.618 |
97.76 |
1.000 |
97.21 |
1.618 |
96.31 |
2.618 |
94.86 |
4.250 |
92.50 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
99.39 |
99.42 |
PP |
99.27 |
99.29 |
S1 |
99.16 |
99.17 |
|