NYMEX Light Sweet Crude Oil Future March 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 |
102.11 |
102.55 |
0.44 |
0.4% |
99.00 |
High |
103.14 |
102.79 |
-0.35 |
-0.3% |
103.14 |
Low |
101.70 |
101.56 |
-0.14 |
-0.1% |
99.00 |
Close |
103.08 |
102.19 |
-0.89 |
-0.9% |
103.08 |
Range |
1.44 |
1.23 |
-0.21 |
-14.6% |
4.14 |
ATR |
1.39 |
1.40 |
0.01 |
0.6% |
0.00 |
Volume |
9,188 |
18,703 |
9,515 |
103.6% |
49,976 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.87 |
105.26 |
102.87 |
|
R3 |
104.64 |
104.03 |
102.53 |
|
R2 |
103.41 |
103.41 |
102.42 |
|
R1 |
102.80 |
102.80 |
102.30 |
102.49 |
PP |
102.18 |
102.18 |
102.18 |
102.03 |
S1 |
101.57 |
101.57 |
102.08 |
101.26 |
S2 |
100.95 |
100.95 |
101.96 |
|
S3 |
99.72 |
100.34 |
101.85 |
|
S4 |
98.49 |
99.11 |
101.51 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.16 |
112.76 |
105.36 |
|
R3 |
110.02 |
108.62 |
104.22 |
|
R2 |
105.88 |
105.88 |
103.84 |
|
R1 |
104.48 |
104.48 |
103.46 |
105.18 |
PP |
101.74 |
101.74 |
101.74 |
102.09 |
S1 |
100.34 |
100.34 |
102.70 |
101.04 |
S2 |
97.60 |
97.60 |
102.32 |
|
S3 |
93.46 |
96.20 |
101.94 |
|
S4 |
89.32 |
92.06 |
100.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.14 |
99.00 |
4.14 |
4.1% |
1.54 |
1.5% |
77% |
False |
False |
13,735 |
10 |
104.37 |
99.00 |
5.37 |
5.3% |
1.56 |
1.5% |
59% |
False |
False |
13,902 |
20 |
104.37 |
97.91 |
6.46 |
6.3% |
1.29 |
1.3% |
66% |
False |
False |
13,539 |
40 |
104.37 |
96.50 |
7.87 |
7.7% |
1.28 |
1.3% |
72% |
False |
False |
12,506 |
60 |
104.37 |
89.48 |
14.89 |
14.6% |
1.24 |
1.2% |
85% |
False |
False |
12,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.02 |
2.618 |
106.01 |
1.618 |
104.78 |
1.000 |
104.02 |
0.618 |
103.55 |
HIGH |
102.79 |
0.618 |
102.32 |
0.500 |
102.18 |
0.382 |
102.03 |
LOW |
101.56 |
0.618 |
100.80 |
1.000 |
100.33 |
1.618 |
99.57 |
2.618 |
98.34 |
4.250 |
96.33 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
102.19 |
102.19 |
PP |
102.18 |
102.18 |
S1 |
102.18 |
102.18 |
|