NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
101.72 |
101.29 |
-0.43 |
-0.4% |
100.95 |
High |
101.74 |
102.14 |
0.40 |
0.4% |
104.37 |
Low |
100.66 |
101.21 |
0.55 |
0.5% |
100.09 |
Close |
101.13 |
101.88 |
0.75 |
0.7% |
101.34 |
Range |
1.08 |
0.93 |
-0.15 |
-13.9% |
4.28 |
ATR |
1.42 |
1.39 |
-0.03 |
-2.1% |
0.00 |
Volume |
15,804 |
11,060 |
-4,744 |
-30.0% |
70,342 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.53 |
104.14 |
102.39 |
|
R3 |
103.60 |
103.21 |
102.14 |
|
R2 |
102.67 |
102.67 |
102.05 |
|
R1 |
102.28 |
102.28 |
101.97 |
102.48 |
PP |
101.74 |
101.74 |
101.74 |
101.84 |
S1 |
101.35 |
101.35 |
101.79 |
101.55 |
S2 |
100.81 |
100.81 |
101.71 |
|
S3 |
99.88 |
100.42 |
101.62 |
|
S4 |
98.95 |
99.49 |
101.37 |
|
|
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 |
103.01 |
99.00 |
4.01 |
3.9% |
1.55 |
1.5% |
72% |
False |
False |
14,527 |
10 |
104.37 |
99.00 |
5.37 |
5.3% |
1.51 |
1.5% |
54% |
False |
False |
14,404 |
20 |
104.37 |
96.50 |
7.87 |
7.7% |
1.33 |
1.3% |
68% |
False |
False |
13,352 |
40 |
104.37 |
96.03 |
8.34 |
8.2% |
1.26 |
1.2% |
70% |
False |
False |
13,073 |
60 |
104.37 |
89.48 |
14.89 |
14.6% |
1.23 |
1.2% |
83% |
False |
False |
12,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.09 |
2.618 |
104.57 |
1.618 |
103.64 |
1.000 |
103.07 |
0.618 |
102.71 |
HIGH |
102.14 |
0.618 |
101.78 |
0.500 |
101.68 |
0.382 |
101.57 |
LOW |
101.21 |
0.618 |
100.64 |
1.000 |
100.28 |
1.618 |
99.71 |
2.618 |
98.78 |
4.250 |
97.26 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
101.81 |
101.44 |
PP |
101.74 |
101.01 |
S1 |
101.68 |
100.57 |
|