NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
98.23 |
97.32 |
-0.91 |
-0.9% |
98.77 |
High |
98.35 |
98.09 |
-0.26 |
-0.3% |
99.14 |
Low |
97.32 |
96.79 |
-0.53 |
-0.5% |
96.70 |
Close |
98.25 |
97.54 |
-0.71 |
-0.7% |
98.25 |
Range |
1.03 |
1.30 |
0.27 |
26.2% |
2.44 |
ATR |
1.27 |
1.29 |
0.01 |
1.0% |
0.00 |
Volume |
17,574 |
11,926 |
-5,648 |
-32.1% |
102,510 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.37 |
100.76 |
98.26 |
|
R3 |
100.07 |
99.46 |
97.90 |
|
R2 |
98.77 |
98.77 |
97.78 |
|
R1 |
98.16 |
98.16 |
97.66 |
98.47 |
PP |
97.47 |
97.47 |
97.47 |
97.63 |
S1 |
96.86 |
96.86 |
97.42 |
97.17 |
S2 |
96.17 |
96.17 |
97.30 |
|
S3 |
94.87 |
95.56 |
97.18 |
|
S4 |
93.57 |
94.26 |
96.83 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.35 |
104.24 |
99.59 |
|
R3 |
102.91 |
101.80 |
98.92 |
|
R2 |
100.47 |
100.47 |
98.70 |
|
R1 |
99.36 |
99.36 |
98.47 |
98.70 |
PP |
98.03 |
98.03 |
98.03 |
97.70 |
S1 |
96.92 |
96.92 |
98.03 |
96.26 |
S2 |
95.59 |
95.59 |
97.80 |
|
S3 |
93.15 |
94.48 |
97.58 |
|
S4 |
90.71 |
92.04 |
96.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.67 |
96.70 |
1.97 |
2.0% |
1.30 |
1.3% |
43% |
False |
False |
17,995 |
10 |
99.49 |
96.55 |
2.94 |
3.0% |
1.25 |
1.3% |
34% |
False |
False |
19,394 |
20 |
100.65 |
96.41 |
4.24 |
4.3% |
1.28 |
1.3% |
27% |
False |
False |
20,720 |
40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.19 |
1.2% |
53% |
False |
False |
18,647 |
60 |
100.65 |
88.11 |
12.54 |
12.9% |
1.18 |
1.2% |
75% |
False |
False |
20,949 |
80 |
100.65 |
88.11 |
12.54 |
12.9% |
1.22 |
1.3% |
75% |
False |
False |
19,970 |
100 |
100.65 |
86.89 |
13.76 |
14.1% |
1.28 |
1.3% |
77% |
False |
False |
18,339 |
120 |
100.65 |
84.84 |
15.81 |
16.2% |
1.27 |
1.3% |
80% |
False |
False |
16,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.62 |
2.618 |
101.49 |
1.618 |
100.19 |
1.000 |
99.39 |
0.618 |
98.89 |
HIGH |
98.09 |
0.618 |
97.59 |
0.500 |
97.44 |
0.382 |
97.29 |
LOW |
96.79 |
0.618 |
95.99 |
1.000 |
95.49 |
1.618 |
94.69 |
2.618 |
93.39 |
4.250 |
91.27 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
97.51 |
97.69 |
PP |
97.47 |
97.64 |
S1 |
97.44 |
97.59 |
|