NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
98.29 |
97.90 |
-0.39 |
-0.4% |
97.89 |
| High |
98.29 |
98.72 |
0.43 |
0.4% |
100.65 |
| Low |
97.33 |
97.76 |
0.43 |
0.4% |
96.92 |
| Close |
97.88 |
98.43 |
0.55 |
0.6% |
97.94 |
| Range |
0.96 |
0.96 |
0.00 |
0.0% |
3.73 |
| ATR |
1.31 |
1.29 |
-0.03 |
-1.9% |
0.00 |
| Volume |
19,547 |
15,910 |
-3,637 |
-18.6% |
118,872 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.18 |
100.77 |
98.96 |
|
| R3 |
100.22 |
99.81 |
98.69 |
|
| R2 |
99.26 |
99.26 |
98.61 |
|
| R1 |
98.85 |
98.85 |
98.52 |
99.06 |
| PP |
98.30 |
98.30 |
98.30 |
98.41 |
| S1 |
97.89 |
97.89 |
98.34 |
98.10 |
| S2 |
97.34 |
97.34 |
98.25 |
|
| S3 |
96.38 |
96.93 |
98.17 |
|
| S4 |
95.42 |
95.97 |
97.90 |
|
|
| 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 |
99.37 |
96.55 |
2.82 |
2.9% |
1.49 |
1.5% |
67% |
False |
False |
23,203 |
| 10 |
100.65 |
96.55 |
4.10 |
4.2% |
1.42 |
1.4% |
46% |
False |
False |
22,018 |
| 20 |
100.65 |
93.99 |
6.66 |
6.8% |
1.23 |
1.2% |
67% |
False |
False |
19,711 |
| 40 |
100.65 |
93.99 |
6.66 |
6.8% |
1.14 |
1.2% |
67% |
False |
False |
20,436 |
| 60 |
100.65 |
88.11 |
12.54 |
12.7% |
1.19 |
1.2% |
82% |
False |
False |
20,549 |
| 80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.24 |
1.3% |
82% |
False |
False |
19,427 |
| 100 |
100.65 |
84.84 |
15.81 |
16.1% |
1.29 |
1.3% |
86% |
False |
False |
17,688 |
| 120 |
100.65 |
84.84 |
15.81 |
16.1% |
1.26 |
1.3% |
86% |
False |
False |
16,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.80 |
|
2.618 |
101.23 |
|
1.618 |
100.27 |
|
1.000 |
99.68 |
|
0.618 |
99.31 |
|
HIGH |
98.72 |
|
0.618 |
98.35 |
|
0.500 |
98.24 |
|
0.382 |
98.13 |
|
LOW |
97.76 |
|
0.618 |
97.17 |
|
1.000 |
96.80 |
|
1.618 |
96.21 |
|
2.618 |
95.25 |
|
4.250 |
93.68 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.37 |
98.17 |
| PP |
98.30 |
97.90 |
| S1 |
98.24 |
97.64 |
|