NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
95.86 |
97.11 |
1.25 |
1.3% |
96.53 |
| High |
97.54 |
97.11 |
-0.43 |
-0.4% |
99.49 |
| Low |
95.86 |
96.56 |
0.70 |
0.7% |
96.49 |
| Close |
97.50 |
96.95 |
-0.55 |
-0.6% |
96.95 |
| Range |
1.68 |
0.55 |
-1.13 |
-67.3% |
3.00 |
| ATR |
0.87 |
0.88 |
0.00 |
0.6% |
0.00 |
| Volume |
2,897 |
3,269 |
372 |
12.8% |
12,088 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.52 |
98.29 |
97.25 |
|
| R3 |
97.97 |
97.74 |
97.10 |
|
| R2 |
97.42 |
97.42 |
97.05 |
|
| R1 |
97.19 |
97.19 |
97.00 |
97.03 |
| PP |
96.87 |
96.87 |
96.87 |
96.80 |
| S1 |
96.64 |
96.64 |
96.90 |
96.48 |
| S2 |
96.32 |
96.32 |
96.85 |
|
| S3 |
95.77 |
96.09 |
96.80 |
|
| S4 |
95.22 |
95.54 |
96.65 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.64 |
104.80 |
98.60 |
|
| R3 |
103.64 |
101.80 |
97.78 |
|
| R2 |
100.64 |
100.64 |
97.50 |
|
| R1 |
98.80 |
98.80 |
97.23 |
99.72 |
| PP |
97.64 |
97.64 |
97.64 |
98.11 |
| S1 |
95.80 |
95.80 |
96.68 |
96.72 |
| S2 |
94.64 |
94.64 |
96.40 |
|
| S3 |
91.64 |
92.80 |
96.13 |
|
| S4 |
88.64 |
89.80 |
95.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.49 |
95.86 |
3.63 |
3.7% |
0.95 |
1.0% |
30% |
False |
False |
3,185 |
| 10 |
99.49 |
95.55 |
3.94 |
4.1% |
0.84 |
0.9% |
36% |
False |
False |
2,373 |
| 20 |
99.49 |
93.93 |
5.56 |
5.7% |
0.70 |
0.7% |
54% |
False |
False |
2,068 |
| 40 |
99.49 |
93.67 |
5.82 |
6.0% |
0.64 |
0.7% |
56% |
False |
False |
2,448 |
| 60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.53 |
0.6% |
78% |
False |
False |
2,496 |
| 80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.52 |
0.5% |
78% |
False |
False |
2,554 |
| 100 |
99.49 |
84.98 |
14.51 |
15.0% |
0.43 |
0.4% |
82% |
False |
False |
2,207 |
| 120 |
99.49 |
84.98 |
14.51 |
15.0% |
0.36 |
0.4% |
82% |
False |
False |
1,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.45 |
|
2.618 |
98.55 |
|
1.618 |
98.00 |
|
1.000 |
97.66 |
|
0.618 |
97.45 |
|
HIGH |
97.11 |
|
0.618 |
96.90 |
|
0.500 |
96.84 |
|
0.382 |
96.77 |
|
LOW |
96.56 |
|
0.618 |
96.22 |
|
1.000 |
96.01 |
|
1.618 |
95.67 |
|
2.618 |
95.12 |
|
4.250 |
94.22 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.91 |
96.87 |
| PP |
96.87 |
96.78 |
| S1 |
96.84 |
96.70 |
|