NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.90 |
98.44 |
0.54 |
0.6% |
97.52 |
| High |
98.72 |
99.49 |
0.77 |
0.8% |
99.49 |
| Low |
97.76 |
98.41 |
0.65 |
0.7% |
96.55 |
| Close |
98.43 |
99.29 |
0.86 |
0.9% |
99.29 |
| Range |
0.96 |
1.08 |
0.12 |
12.5% |
2.94 |
| ATR |
1.29 |
1.27 |
-0.01 |
-1.1% |
0.00 |
| Volume |
15,910 |
18,650 |
2,740 |
17.2% |
79,511 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.30 |
101.88 |
99.88 |
|
| R3 |
101.22 |
100.80 |
99.59 |
|
| R2 |
100.14 |
100.14 |
99.49 |
|
| R1 |
99.72 |
99.72 |
99.39 |
99.93 |
| PP |
99.06 |
99.06 |
99.06 |
99.17 |
| S1 |
98.64 |
98.64 |
99.19 |
98.85 |
| S2 |
97.98 |
97.98 |
99.09 |
|
| S3 |
96.90 |
97.56 |
98.99 |
|
| S4 |
95.82 |
96.48 |
98.70 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.26 |
106.22 |
100.91 |
|
| R3 |
104.32 |
103.28 |
100.10 |
|
| R2 |
101.38 |
101.38 |
99.83 |
|
| R1 |
100.34 |
100.34 |
99.56 |
100.86 |
| PP |
98.44 |
98.44 |
98.44 |
98.71 |
| S1 |
97.40 |
97.40 |
99.02 |
97.92 |
| S2 |
95.50 |
95.50 |
98.75 |
|
| S3 |
92.56 |
94.46 |
98.48 |
|
| S4 |
89.62 |
91.52 |
97.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.49 |
96.55 |
2.94 |
3.0% |
1.35 |
1.4% |
93% |
True |
False |
20,983 |
| 10 |
100.65 |
96.55 |
4.10 |
4.1% |
1.46 |
1.5% |
67% |
False |
False |
21,478 |
| 20 |
100.65 |
94.64 |
6.01 |
6.1% |
1.20 |
1.2% |
77% |
False |
False |
19,871 |
| 40 |
100.65 |
93.99 |
6.66 |
6.7% |
1.16 |
1.2% |
80% |
False |
False |
19,748 |
| 60 |
100.65 |
88.11 |
12.54 |
12.6% |
1.20 |
1.2% |
89% |
False |
False |
20,640 |
| 80 |
100.65 |
88.11 |
12.54 |
12.6% |
1.24 |
1.2% |
89% |
False |
False |
19,559 |
| 100 |
100.65 |
84.84 |
15.81 |
15.9% |
1.29 |
1.3% |
91% |
False |
False |
17,785 |
| 120 |
100.65 |
84.84 |
15.81 |
15.9% |
1.26 |
1.3% |
91% |
False |
False |
16,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.08 |
|
2.618 |
102.32 |
|
1.618 |
101.24 |
|
1.000 |
100.57 |
|
0.618 |
100.16 |
|
HIGH |
99.49 |
|
0.618 |
99.08 |
|
0.500 |
98.95 |
|
0.382 |
98.82 |
|
LOW |
98.41 |
|
0.618 |
97.74 |
|
1.000 |
97.33 |
|
1.618 |
96.66 |
|
2.618 |
95.58 |
|
4.250 |
93.82 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.18 |
99.00 |
| PP |
99.06 |
98.70 |
| S1 |
98.95 |
98.41 |
|