NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.75 |
97.72 |
-0.03 |
0.0% |
95.86 |
| High |
98.28 |
98.04 |
-0.24 |
-0.2% |
98.28 |
| Low |
97.75 |
97.42 |
-0.33 |
-0.3% |
95.86 |
| Close |
98.21 |
97.67 |
-0.54 |
-0.5% |
98.21 |
| Range |
0.53 |
0.62 |
0.09 |
17.0% |
2.42 |
| ATR |
0.85 |
0.85 |
0.00 |
-0.5% |
0.00 |
| Volume |
3,127 |
1,539 |
-1,588 |
-50.8% |
11,742 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.57 |
99.24 |
98.01 |
|
| R3 |
98.95 |
98.62 |
97.84 |
|
| R2 |
98.33 |
98.33 |
97.78 |
|
| R1 |
98.00 |
98.00 |
97.73 |
97.86 |
| PP |
97.71 |
97.71 |
97.71 |
97.64 |
| S1 |
97.38 |
97.38 |
97.61 |
97.24 |
| S2 |
97.09 |
97.09 |
97.56 |
|
| S3 |
96.47 |
96.76 |
97.50 |
|
| S4 |
95.85 |
96.14 |
97.33 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.71 |
103.88 |
99.54 |
|
| R3 |
102.29 |
101.46 |
98.88 |
|
| R2 |
99.87 |
99.87 |
98.65 |
|
| R1 |
99.04 |
99.04 |
98.43 |
99.46 |
| PP |
97.45 |
97.45 |
97.45 |
97.66 |
| S1 |
96.62 |
96.62 |
97.99 |
97.04 |
| S2 |
95.03 |
95.03 |
97.77 |
|
| S3 |
92.61 |
94.20 |
97.54 |
|
| S4 |
90.19 |
91.78 |
96.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.28 |
95.86 |
2.42 |
2.5% |
0.79 |
0.8% |
75% |
False |
False |
2,656 |
| 10 |
99.49 |
95.86 |
3.63 |
3.7% |
0.80 |
0.8% |
50% |
False |
False |
2,536 |
| 20 |
99.49 |
94.77 |
4.72 |
4.8% |
0.71 |
0.7% |
61% |
False |
False |
2,189 |
| 40 |
99.49 |
93.82 |
5.67 |
5.8% |
0.65 |
0.7% |
68% |
False |
False |
2,327 |
| 60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.55 |
0.6% |
84% |
False |
False |
2,413 |
| 80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.52 |
0.5% |
84% |
False |
False |
2,610 |
| 100 |
99.49 |
85.32 |
14.17 |
14.5% |
0.45 |
0.5% |
87% |
False |
False |
2,263 |
| 120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.38 |
0.4% |
87% |
False |
False |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.68 |
|
2.618 |
99.66 |
|
1.618 |
99.04 |
|
1.000 |
98.66 |
|
0.618 |
98.42 |
|
HIGH |
98.04 |
|
0.618 |
97.80 |
|
0.500 |
97.73 |
|
0.382 |
97.66 |
|
LOW |
97.42 |
|
0.618 |
97.04 |
|
1.000 |
96.80 |
|
1.618 |
96.42 |
|
2.618 |
95.80 |
|
4.250 |
94.79 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.73 |
97.65 |
| PP |
97.71 |
97.63 |
| S1 |
97.69 |
97.62 |
|