NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
96.03 |
97.13 |
1.10 |
1.1% |
95.86 |
| High |
96.69 |
97.49 |
0.80 |
0.8% |
98.28 |
| Low |
96.03 |
97.13 |
1.10 |
1.1% |
95.86 |
| Close |
96.69 |
97.43 |
0.74 |
0.8% |
98.21 |
| Range |
0.66 |
0.36 |
-0.30 |
-45.5% |
2.42 |
| ATR |
0.89 |
0.89 |
-0.01 |
-0.7% |
0.00 |
| Volume |
1,375 |
807 |
-568 |
-41.3% |
11,742 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.43 |
98.29 |
97.63 |
|
| R3 |
98.07 |
97.93 |
97.53 |
|
| R2 |
97.71 |
97.71 |
97.50 |
|
| R1 |
97.57 |
97.57 |
97.46 |
97.64 |
| PP |
97.35 |
97.35 |
97.35 |
97.39 |
| S1 |
97.21 |
97.21 |
97.40 |
97.28 |
| S2 |
96.99 |
96.99 |
97.36 |
|
| S3 |
96.63 |
96.85 |
97.33 |
|
| S4 |
96.27 |
96.49 |
97.23 |
|
|
| 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% |
0.54 |
0.6% |
63% |
False |
False |
1,744 |
| 10 |
98.28 |
95.86 |
2.42 |
2.5% |
0.68 |
0.7% |
65% |
False |
False |
2,305 |
| 20 |
99.49 |
95.55 |
3.94 |
4.0% |
0.68 |
0.7% |
48% |
False |
False |
2,024 |
| 40 |
99.49 |
93.82 |
5.67 |
5.8% |
0.67 |
0.7% |
64% |
False |
False |
2,277 |
| 60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.56 |
0.6% |
82% |
False |
False |
2,395 |
| 80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.52 |
0.5% |
82% |
False |
False |
2,617 |
| 100 |
99.49 |
87.20 |
12.29 |
12.6% |
0.47 |
0.5% |
83% |
False |
False |
2,267 |
| 120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.39 |
0.4% |
86% |
False |
False |
1,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.02 |
|
2.618 |
98.43 |
|
1.618 |
98.07 |
|
1.000 |
97.85 |
|
0.618 |
97.71 |
|
HIGH |
97.49 |
|
0.618 |
97.35 |
|
0.500 |
97.31 |
|
0.382 |
97.27 |
|
LOW |
97.13 |
|
0.618 |
96.91 |
|
1.000 |
96.77 |
|
1.618 |
96.55 |
|
2.618 |
96.19 |
|
4.250 |
95.60 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.20 |
| PP |
97.35 |
96.96 |
| S1 |
97.31 |
96.73 |
|