NYMEX Light Sweet Crude Oil Future March 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 |
99.00 |
101.72 |
2.72 |
2.7% |
100.95 |
High |
102.01 |
101.74 |
-0.27 |
-0.3% |
104.37 |
Low |
99.00 |
100.66 |
1.66 |
1.7% |
100.09 |
Close |
101.91 |
101.13 |
-0.78 |
-0.8% |
101.34 |
Range |
3.01 |
1.08 |
-1.93 |
-64.1% |
4.28 |
ATR |
1.43 |
1.42 |
-0.01 |
-0.9% |
0.00 |
Volume |
13,924 |
15,804 |
1,880 |
13.5% |
70,342 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.42 |
103.85 |
101.72 |
|
R3 |
103.34 |
102.77 |
101.43 |
|
R2 |
102.26 |
102.26 |
101.33 |
|
R1 |
101.69 |
101.69 |
101.23 |
101.44 |
PP |
101.18 |
101.18 |
101.18 |
101.05 |
S1 |
100.61 |
100.61 |
101.03 |
100.36 |
S2 |
100.10 |
100.10 |
100.93 |
|
S3 |
99.02 |
99.53 |
100.83 |
|
S4 |
97.94 |
98.45 |
100.54 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.77 |
112.34 |
103.69 |
|
R3 |
110.49 |
108.06 |
102.52 |
|
R2 |
106.21 |
106.21 |
102.12 |
|
R1 |
103.78 |
103.78 |
101.73 |
105.00 |
PP |
101.93 |
101.93 |
101.93 |
102.54 |
S1 |
99.50 |
99.50 |
100.95 |
100.72 |
S2 |
97.65 |
97.65 |
100.56 |
|
S3 |
93.37 |
95.22 |
100.16 |
|
S4 |
89.09 |
90.94 |
98.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.37 |
99.00 |
5.37 |
5.3% |
1.77 |
1.7% |
40% |
False |
False |
16,530 |
10 |
104.37 |
98.98 |
5.39 |
5.3% |
1.52 |
1.5% |
40% |
False |
False |
15,450 |
20 |
104.37 |
96.50 |
7.87 |
7.8% |
1.33 |
1.3% |
59% |
False |
False |
13,221 |
40 |
104.37 |
95.82 |
8.55 |
8.5% |
1.26 |
1.2% |
62% |
False |
False |
13,200 |
60 |
104.37 |
89.48 |
14.89 |
14.7% |
1.23 |
1.2% |
78% |
False |
False |
12,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.33 |
2.618 |
104.57 |
1.618 |
103.49 |
1.000 |
102.82 |
0.618 |
102.41 |
HIGH |
101.74 |
0.618 |
101.33 |
0.500 |
101.20 |
0.382 |
101.07 |
LOW |
100.66 |
0.618 |
99.99 |
1.000 |
99.58 |
1.618 |
98.91 |
2.618 |
97.83 |
4.250 |
96.07 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
101.20 |
100.94 |
PP |
101.18 |
100.75 |
S1 |
101.15 |
100.56 |
|