NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.05 |
96.03 |
-0.02 |
0.0% |
95.86 |
| High |
96.50 |
96.69 |
0.19 |
0.2% |
98.28 |
| Low |
95.97 |
96.03 |
0.06 |
0.1% |
95.86 |
| Close |
96.50 |
96.69 |
0.19 |
0.2% |
98.21 |
| Range |
0.53 |
0.66 |
0.13 |
24.5% |
2.42 |
| ATR |
0.91 |
0.89 |
-0.02 |
-2.0% |
0.00 |
| Volume |
1,873 |
1,375 |
-498 |
-26.6% |
11,742 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.45 |
98.23 |
97.05 |
|
| R3 |
97.79 |
97.57 |
96.87 |
|
| R2 |
97.13 |
97.13 |
96.81 |
|
| R1 |
96.91 |
96.91 |
96.75 |
97.02 |
| PP |
96.47 |
96.47 |
96.47 |
96.53 |
| S1 |
96.25 |
96.25 |
96.63 |
96.36 |
| S2 |
95.81 |
95.81 |
96.57 |
|
| S3 |
95.15 |
95.59 |
96.51 |
|
| S4 |
94.49 |
94.93 |
96.33 |
|
|
| 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 |
95.97 |
2.31 |
2.4% |
0.59 |
0.6% |
31% |
False |
False |
2,072 |
| 10 |
99.49 |
95.86 |
3.63 |
3.8% |
0.77 |
0.8% |
23% |
False |
False |
2,629 |
| 20 |
99.49 |
95.55 |
3.94 |
4.1% |
0.69 |
0.7% |
29% |
False |
False |
2,086 |
| 40 |
99.49 |
93.82 |
5.67 |
5.9% |
0.67 |
0.7% |
51% |
False |
False |
2,280 |
| 60 |
99.49 |
88.01 |
11.48 |
11.9% |
0.57 |
0.6% |
76% |
False |
False |
2,399 |
| 80 |
99.49 |
88.01 |
11.48 |
11.9% |
0.52 |
0.5% |
76% |
False |
False |
2,616 |
| 100 |
99.49 |
86.92 |
12.57 |
13.0% |
0.46 |
0.5% |
78% |
False |
False |
2,267 |
| 120 |
99.49 |
84.98 |
14.51 |
15.0% |
0.39 |
0.4% |
81% |
False |
False |
1,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.50 |
|
2.618 |
98.42 |
|
1.618 |
97.76 |
|
1.000 |
97.35 |
|
0.618 |
97.10 |
|
HIGH |
96.69 |
|
0.618 |
96.44 |
|
0.500 |
96.36 |
|
0.382 |
96.28 |
|
LOW |
96.03 |
|
0.618 |
95.62 |
|
1.000 |
95.37 |
|
1.618 |
94.96 |
|
2.618 |
94.30 |
|
4.250 |
93.23 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.58 |
97.01 |
| PP |
96.47 |
96.90 |
| S1 |
96.36 |
96.80 |
|