NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.34 |
97.51 |
0.17 |
0.2% |
97.32 |
| High |
98.00 |
97.55 |
-0.45 |
-0.5% |
99.22 |
| Low |
97.02 |
96.26 |
-0.76 |
-0.8% |
96.08 |
| Close |
97.35 |
96.77 |
-0.58 |
-0.6% |
97.35 |
| Range |
0.98 |
1.29 |
0.31 |
31.6% |
3.14 |
| ATR |
1.41 |
1.40 |
-0.01 |
-0.6% |
0.00 |
| Volume |
22,430 |
21,155 |
-1,275 |
-5.7% |
111,025 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.73 |
100.04 |
97.48 |
|
| R3 |
99.44 |
98.75 |
97.12 |
|
| R2 |
98.15 |
98.15 |
97.01 |
|
| R1 |
97.46 |
97.46 |
96.89 |
97.16 |
| PP |
96.86 |
96.86 |
96.86 |
96.71 |
| S1 |
96.17 |
96.17 |
96.65 |
95.87 |
| S2 |
95.57 |
95.57 |
96.53 |
|
| S3 |
94.28 |
94.88 |
96.42 |
|
| S4 |
92.99 |
93.59 |
96.06 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.97 |
105.30 |
99.08 |
|
| R3 |
103.83 |
102.16 |
98.21 |
|
| R2 |
100.69 |
100.69 |
97.93 |
|
| R1 |
99.02 |
99.02 |
97.64 |
99.86 |
| PP |
97.55 |
97.55 |
97.55 |
97.97 |
| S1 |
95.88 |
95.88 |
97.06 |
96.72 |
| S2 |
94.41 |
94.41 |
96.77 |
|
| S3 |
91.27 |
92.74 |
96.49 |
|
| S4 |
88.13 |
89.60 |
95.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.22 |
96.08 |
3.14 |
3.2% |
1.68 |
1.7% |
22% |
False |
False |
24,050 |
| 10 |
99.22 |
96.08 |
3.14 |
3.2% |
1.49 |
1.5% |
22% |
False |
False |
21,022 |
| 20 |
100.65 |
96.08 |
4.57 |
4.7% |
1.47 |
1.5% |
15% |
False |
False |
21,653 |
| 40 |
100.65 |
93.99 |
6.66 |
6.9% |
1.27 |
1.3% |
42% |
False |
False |
18,977 |
| 60 |
100.65 |
90.53 |
10.12 |
10.5% |
1.18 |
1.2% |
62% |
False |
False |
21,230 |
| 80 |
100.65 |
88.11 |
12.54 |
13.0% |
1.23 |
1.3% |
69% |
False |
False |
20,811 |
| 100 |
100.65 |
87.65 |
13.00 |
13.4% |
1.28 |
1.3% |
70% |
False |
False |
19,012 |
| 120 |
100.65 |
84.84 |
15.81 |
16.3% |
1.30 |
1.3% |
75% |
False |
False |
17,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.03 |
|
2.618 |
100.93 |
|
1.618 |
99.64 |
|
1.000 |
98.84 |
|
0.618 |
98.35 |
|
HIGH |
97.55 |
|
0.618 |
97.06 |
|
0.500 |
96.91 |
|
0.382 |
96.75 |
|
LOW |
96.26 |
|
0.618 |
95.46 |
|
1.000 |
94.97 |
|
1.618 |
94.17 |
|
2.618 |
92.88 |
|
4.250 |
90.78 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.91 |
97.74 |
| PP |
96.86 |
97.42 |
| S1 |
96.82 |
97.09 |
|