NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
101.43 |
100.47 |
-0.96 |
-0.9% |
99.00 |
High |
101.89 |
101.21 |
-0.68 |
-0.7% |
103.14 |
Low |
99.85 |
100.00 |
0.15 |
0.2% |
99.00 |
Close |
100.66 |
100.88 |
0.22 |
0.2% |
103.08 |
Range |
2.04 |
1.21 |
-0.83 |
-40.7% |
4.14 |
ATR |
1.47 |
1.45 |
-0.02 |
-1.3% |
0.00 |
Volume |
19,252 |
17,662 |
-1,590 |
-8.3% |
49,976 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.33 |
103.81 |
101.55 |
|
R3 |
103.12 |
102.60 |
101.21 |
|
R2 |
101.91 |
101.91 |
101.10 |
|
R1 |
101.39 |
101.39 |
100.99 |
101.65 |
PP |
100.70 |
100.70 |
100.70 |
100.83 |
S1 |
100.18 |
100.18 |
100.77 |
100.44 |
S2 |
99.49 |
99.49 |
100.66 |
|
S3 |
98.28 |
98.97 |
100.55 |
|
S4 |
97.07 |
97.76 |
100.21 |
|
|
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% |
1.37 |
1.4% |
31% |
False |
False |
15,173 |
10 |
104.37 |
99.00 |
5.37 |
5.3% |
1.57 |
1.6% |
35% |
False |
False |
15,851 |
20 |
104.37 |
98.98 |
5.39 |
5.3% |
1.34 |
1.3% |
35% |
False |
False |
14,388 |
40 |
104.37 |
96.50 |
7.87 |
7.8% |
1.32 |
1.3% |
56% |
False |
False |
12,834 |
60 |
104.37 |
89.48 |
14.89 |
14.8% |
1.26 |
1.3% |
77% |
False |
False |
13,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.35 |
2.618 |
104.38 |
1.618 |
103.17 |
1.000 |
102.42 |
0.618 |
101.96 |
HIGH |
101.21 |
0.618 |
100.75 |
0.500 |
100.61 |
0.382 |
100.46 |
LOW |
100.00 |
0.618 |
99.25 |
1.000 |
98.79 |
1.618 |
98.04 |
2.618 |
96.83 |
4.250 |
94.86 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
100.79 |
101.32 |
PP |
100.70 |
101.17 |
S1 |
100.61 |
101.03 |
|