NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
102.55 |
101.43 |
-1.12 |
-1.1% |
99.00 |
High |
102.79 |
101.89 |
-0.90 |
-0.9% |
103.14 |
Low |
101.56 |
99.85 |
-1.71 |
-1.7% |
99.00 |
Close |
102.19 |
100.66 |
-1.53 |
-1.5% |
103.08 |
Range |
1.23 |
2.04 |
0.81 |
65.9% |
4.14 |
ATR |
1.40 |
1.47 |
0.07 |
4.8% |
0.00 |
Volume |
18,703 |
19,252 |
549 |
2.9% |
49,976 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.92 |
105.83 |
101.78 |
|
R3 |
104.88 |
103.79 |
101.22 |
|
R2 |
102.84 |
102.84 |
101.03 |
|
R1 |
101.75 |
101.75 |
100.85 |
101.28 |
PP |
100.80 |
100.80 |
100.80 |
100.56 |
S1 |
99.71 |
99.71 |
100.47 |
99.24 |
S2 |
98.76 |
98.76 |
100.29 |
|
S3 |
96.72 |
97.67 |
100.10 |
|
S4 |
94.68 |
95.63 |
99.54 |
|
|
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 |
99.85 |
3.29 |
3.3% |
1.34 |
1.3% |
25% |
False |
True |
14,801 |
10 |
104.37 |
99.00 |
5.37 |
5.3% |
1.67 |
1.7% |
31% |
False |
False |
14,772 |
20 |
104.37 |
98.98 |
5.39 |
5.4% |
1.32 |
1.3% |
31% |
False |
False |
14,028 |
40 |
104.37 |
96.50 |
7.87 |
7.8% |
1.31 |
1.3% |
53% |
False |
False |
12,692 |
60 |
104.37 |
89.48 |
14.89 |
14.8% |
1.26 |
1.2% |
75% |
False |
False |
12,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.56 |
2.618 |
107.23 |
1.618 |
105.19 |
1.000 |
103.93 |
0.618 |
103.15 |
HIGH |
101.89 |
0.618 |
101.11 |
0.500 |
100.87 |
0.382 |
100.63 |
LOW |
99.85 |
0.618 |
98.59 |
1.000 |
97.81 |
1.618 |
96.55 |
2.618 |
94.51 |
4.250 |
91.18 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.87 |
101.50 |
PP |
100.80 |
101.22 |
S1 |
100.73 |
100.94 |
|