NYMEX Light Sweet Crude Oil Future May 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 |
96.99 |
97.32 |
0.33 |
0.3% |
98.30 |
| High |
97.86 |
98.16 |
0.30 |
0.3% |
98.34 |
| Low |
96.94 |
97.13 |
0.19 |
0.2% |
96.73 |
| Close |
97.86 |
97.43 |
-0.43 |
-0.4% |
97.43 |
| Range |
0.92 |
1.03 |
0.11 |
12.0% |
1.61 |
| ATR |
1.06 |
1.06 |
0.00 |
-0.2% |
0.00 |
| Volume |
3,963 |
2,548 |
-1,415 |
-35.7% |
17,145 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.66 |
100.08 |
98.00 |
|
| R3 |
99.63 |
99.05 |
97.71 |
|
| R2 |
98.60 |
98.60 |
97.62 |
|
| R1 |
98.02 |
98.02 |
97.52 |
98.31 |
| PP |
97.57 |
97.57 |
97.57 |
97.72 |
| S1 |
96.99 |
96.99 |
97.34 |
97.28 |
| S2 |
96.54 |
96.54 |
97.24 |
|
| S3 |
95.51 |
95.96 |
97.15 |
|
| S4 |
94.48 |
94.93 |
96.86 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.33 |
101.49 |
98.32 |
|
| R3 |
100.72 |
99.88 |
97.87 |
|
| R2 |
99.11 |
99.11 |
97.73 |
|
| R1 |
98.27 |
98.27 |
97.58 |
97.89 |
| PP |
97.50 |
97.50 |
97.50 |
97.31 |
| S1 |
96.66 |
96.66 |
97.28 |
96.28 |
| S2 |
95.89 |
95.89 |
97.13 |
|
| S3 |
94.28 |
95.05 |
96.99 |
|
| S4 |
92.67 |
93.44 |
96.54 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.54 |
|
2.618 |
100.86 |
|
1.618 |
99.83 |
|
1.000 |
99.19 |
|
0.618 |
98.80 |
|
HIGH |
98.16 |
|
0.618 |
97.77 |
|
0.500 |
97.65 |
|
0.382 |
97.52 |
|
LOW |
97.13 |
|
0.618 |
96.49 |
|
1.000 |
96.10 |
|
1.618 |
95.46 |
|
2.618 |
94.43 |
|
4.250 |
92.75 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.65 |
97.49 |
| PP |
97.57 |
97.47 |
| S1 |
97.50 |
97.45 |
|