NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.92 |
97.52 |
0.60 |
0.6% |
97.89 |
| High |
98.64 |
98.57 |
-0.07 |
-0.1% |
100.65 |
| Low |
96.92 |
96.55 |
-0.37 |
-0.4% |
96.92 |
| Close |
97.94 |
98.50 |
0.56 |
0.6% |
97.94 |
| Range |
1.72 |
2.02 |
0.30 |
17.4% |
3.73 |
| ATR |
1.27 |
1.32 |
0.05 |
4.2% |
0.00 |
| Volume |
25,404 |
25,404 |
0 |
0.0% |
118,872 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.93 |
103.24 |
99.61 |
|
| R3 |
101.91 |
101.22 |
99.06 |
|
| R2 |
99.89 |
99.89 |
98.87 |
|
| R1 |
99.20 |
99.20 |
98.69 |
99.55 |
| PP |
97.87 |
97.87 |
97.87 |
98.05 |
| S1 |
97.18 |
97.18 |
98.31 |
97.53 |
| S2 |
95.85 |
95.85 |
98.13 |
|
| S3 |
93.83 |
95.16 |
97.94 |
|
| S4 |
91.81 |
93.14 |
97.39 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.69 |
107.55 |
99.99 |
|
| R3 |
105.96 |
103.82 |
98.97 |
|
| R2 |
102.23 |
102.23 |
98.62 |
|
| R1 |
100.09 |
100.09 |
98.28 |
101.16 |
| PP |
98.50 |
98.50 |
98.50 |
99.04 |
| S1 |
96.36 |
96.36 |
97.60 |
97.43 |
| S2 |
94.77 |
94.77 |
97.26 |
|
| S3 |
91.04 |
92.63 |
96.91 |
|
| S4 |
87.31 |
88.90 |
95.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.65 |
96.55 |
4.10 |
4.2% |
1.93 |
2.0% |
48% |
False |
True |
24,535 |
| 10 |
100.65 |
96.41 |
4.24 |
4.3% |
1.44 |
1.5% |
49% |
False |
False |
22,816 |
| 20 |
100.65 |
93.99 |
6.66 |
6.8% |
1.25 |
1.3% |
68% |
False |
False |
19,033 |
| 40 |
100.65 |
93.81 |
6.84 |
6.9% |
1.13 |
1.2% |
69% |
False |
False |
20,632 |
| 60 |
100.65 |
88.11 |
12.54 |
12.7% |
1.20 |
1.2% |
83% |
False |
False |
20,818 |
| 80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.26 |
1.3% |
83% |
False |
False |
19,281 |
| 100 |
100.65 |
84.84 |
15.81 |
16.1% |
1.31 |
1.3% |
86% |
False |
False |
17,521 |
| 120 |
100.65 |
84.84 |
15.81 |
16.1% |
1.25 |
1.3% |
86% |
False |
False |
16,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.16 |
|
2.618 |
103.86 |
|
1.618 |
101.84 |
|
1.000 |
100.59 |
|
0.618 |
99.82 |
|
HIGH |
98.57 |
|
0.618 |
97.80 |
|
0.500 |
97.56 |
|
0.382 |
97.32 |
|
LOW |
96.55 |
|
0.618 |
95.30 |
|
1.000 |
94.53 |
|
1.618 |
93.28 |
|
2.618 |
91.26 |
|
4.250 |
87.97 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.19 |
98.32 |
| PP |
97.87 |
98.14 |
| S1 |
97.56 |
97.96 |
|