NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
98.85 |
99.17 |
0.32 |
0.3% |
100.05 |
High |
99.72 |
100.14 |
0.42 |
0.4% |
100.34 |
Low |
98.85 |
99.04 |
0.19 |
0.2% |
98.50 |
Close |
99.71 |
99.37 |
-0.34 |
-0.3% |
99.37 |
Range |
0.87 |
1.10 |
0.23 |
26.4% |
1.84 |
ATR |
1.45 |
1.42 |
-0.02 |
-1.7% |
0.00 |
Volume |
24,289 |
15,838 |
-8,451 |
-34.8% |
106,002 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.82 |
102.19 |
99.98 |
|
R3 |
101.72 |
101.09 |
99.67 |
|
R2 |
100.62 |
100.62 |
99.57 |
|
R1 |
99.99 |
99.99 |
99.47 |
100.31 |
PP |
99.52 |
99.52 |
99.52 |
99.67 |
S1 |
98.89 |
98.89 |
99.27 |
99.21 |
S2 |
98.42 |
98.42 |
99.17 |
|
S3 |
97.32 |
97.79 |
99.07 |
|
S4 |
96.22 |
96.69 |
98.77 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.92 |
103.99 |
100.38 |
|
R3 |
103.08 |
102.15 |
99.88 |
|
R2 |
101.24 |
101.24 |
99.71 |
|
R1 |
100.31 |
100.31 |
99.54 |
99.86 |
PP |
99.40 |
99.40 |
99.40 |
99.18 |
S1 |
98.47 |
98.47 |
99.20 |
98.02 |
S2 |
97.56 |
97.56 |
99.03 |
|
S3 |
95.72 |
96.63 |
98.86 |
|
S4 |
93.88 |
94.79 |
98.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.34 |
98.50 |
1.84 |
1.9% |
1.17 |
1.2% |
47% |
False |
False |
21,200 |
10 |
102.29 |
98.50 |
3.79 |
3.8% |
1.46 |
1.5% |
23% |
False |
False |
20,229 |
20 |
103.14 |
98.50 |
4.64 |
4.7% |
1.44 |
1.4% |
19% |
False |
False |
17,725 |
40 |
104.37 |
96.50 |
7.87 |
7.9% |
1.36 |
1.4% |
36% |
False |
False |
15,289 |
60 |
104.37 |
94.29 |
10.08 |
10.1% |
1.28 |
1.3% |
50% |
False |
False |
14,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.82 |
2.618 |
103.02 |
1.618 |
101.92 |
1.000 |
101.24 |
0.618 |
100.82 |
HIGH |
100.14 |
0.618 |
99.72 |
0.500 |
99.59 |
0.382 |
99.46 |
LOW |
99.04 |
0.618 |
98.36 |
1.000 |
97.94 |
1.618 |
97.26 |
2.618 |
96.16 |
4.250 |
94.37 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
99.59 |
99.40 |
PP |
99.52 |
99.39 |
S1 |
99.44 |
99.38 |
|