NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.32 |
97.34 |
0.02 |
0.0% |
98.77 |
| High |
98.09 |
97.52 |
-0.57 |
-0.6% |
99.14 |
| Low |
96.79 |
96.10 |
-0.69 |
-0.7% |
96.70 |
| Close |
97.54 |
96.56 |
-0.98 |
-1.0% |
98.25 |
| Range |
1.30 |
1.42 |
0.12 |
9.2% |
2.44 |
| ATR |
1.29 |
1.30 |
0.01 |
0.8% |
0.00 |
| Volume |
11,926 |
19,155 |
7,229 |
60.6% |
102,510 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.99 |
100.19 |
97.34 |
|
| R3 |
99.57 |
98.77 |
96.95 |
|
| R2 |
98.15 |
98.15 |
96.82 |
|
| R1 |
97.35 |
97.35 |
96.69 |
97.04 |
| PP |
96.73 |
96.73 |
96.73 |
96.57 |
| S1 |
95.93 |
95.93 |
96.43 |
95.62 |
| S2 |
95.31 |
95.31 |
96.30 |
|
| S3 |
93.89 |
94.51 |
96.17 |
|
| S4 |
92.47 |
93.09 |
95.78 |
|
|
| 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 |
98.58 |
96.10 |
2.48 |
2.6% |
1.19 |
1.2% |
19% |
False |
True |
17,606 |
| 10 |
99.49 |
96.10 |
3.39 |
3.5% |
1.19 |
1.2% |
14% |
False |
True |
18,769 |
| 20 |
100.65 |
96.10 |
4.55 |
4.7% |
1.32 |
1.4% |
10% |
False |
True |
20,792 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.21 |
1.2% |
39% |
False |
False |
18,406 |
| 60 |
100.65 |
88.11 |
12.54 |
13.0% |
1.16 |
1.2% |
67% |
False |
False |
20,883 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.22 |
1.3% |
67% |
False |
False |
20,037 |
| 100 |
100.65 |
86.89 |
13.76 |
14.3% |
1.28 |
1.3% |
70% |
False |
False |
18,428 |
| 120 |
100.65 |
84.84 |
15.81 |
16.4% |
1.28 |
1.3% |
74% |
False |
False |
16,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.56 |
|
2.618 |
101.24 |
|
1.618 |
99.82 |
|
1.000 |
98.94 |
|
0.618 |
98.40 |
|
HIGH |
97.52 |
|
0.618 |
96.98 |
|
0.500 |
96.81 |
|
0.382 |
96.64 |
|
LOW |
96.10 |
|
0.618 |
95.22 |
|
1.000 |
94.68 |
|
1.618 |
93.80 |
|
2.618 |
92.38 |
|
4.250 |
90.07 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.81 |
97.23 |
| PP |
96.73 |
97.00 |
| S1 |
96.64 |
96.78 |
|