NYMEX Light Sweet Crude Oil Future June 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 |
98.44 |
98.77 |
0.33 |
0.3% |
97.52 |
High |
99.49 |
99.14 |
-0.35 |
-0.4% |
99.49 |
Low |
98.41 |
98.14 |
-0.27 |
-0.3% |
96.55 |
Close |
99.29 |
98.69 |
-0.60 |
-0.6% |
99.29 |
Range |
1.08 |
1.00 |
-0.08 |
-7.4% |
2.94 |
ATR |
1.27 |
1.26 |
-0.01 |
-0.7% |
0.00 |
Volume |
18,650 |
24,461 |
5,811 |
31.2% |
79,511 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.66 |
101.17 |
99.24 |
|
R3 |
100.66 |
100.17 |
98.97 |
|
R2 |
99.66 |
99.66 |
98.87 |
|
R1 |
99.17 |
99.17 |
98.78 |
98.92 |
PP |
98.66 |
98.66 |
98.66 |
98.53 |
S1 |
98.17 |
98.17 |
98.60 |
97.92 |
S2 |
97.66 |
97.66 |
98.51 |
|
S3 |
96.66 |
97.17 |
98.42 |
|
S4 |
95.66 |
96.17 |
98.14 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.26 |
106.22 |
100.91 |
|
R3 |
104.32 |
103.28 |
100.10 |
|
R2 |
101.38 |
101.38 |
99.83 |
|
R1 |
100.34 |
100.34 |
99.56 |
100.86 |
PP |
98.44 |
98.44 |
98.44 |
98.71 |
S1 |
97.40 |
97.40 |
99.02 |
97.92 |
S2 |
95.50 |
95.50 |
98.75 |
|
S3 |
92.56 |
94.46 |
98.48 |
|
S4 |
89.62 |
91.52 |
97.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.49 |
96.55 |
2.94 |
3.0% |
1.20 |
1.2% |
73% |
False |
False |
20,794 |
10 |
100.65 |
96.55 |
4.10 |
4.2% |
1.44 |
1.5% |
52% |
False |
False |
22,284 |
20 |
100.65 |
95.22 |
5.43 |
5.5% |
1.18 |
1.2% |
64% |
False |
False |
20,351 |
40 |
100.65 |
93.99 |
6.66 |
6.7% |
1.16 |
1.2% |
71% |
False |
False |
19,437 |
60 |
100.65 |
88.11 |
12.54 |
12.7% |
1.19 |
1.2% |
84% |
False |
False |
20,837 |
80 |
100.65 |
88.11 |
12.54 |
12.7% |
1.23 |
1.2% |
84% |
False |
False |
19,688 |
100 |
100.65 |
84.84 |
15.81 |
16.0% |
1.28 |
1.3% |
88% |
False |
False |
17,936 |
120 |
100.65 |
84.84 |
15.81 |
16.0% |
1.25 |
1.3% |
88% |
False |
False |
16,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.39 |
2.618 |
101.76 |
1.618 |
100.76 |
1.000 |
100.14 |
0.618 |
99.76 |
HIGH |
99.14 |
0.618 |
98.76 |
0.500 |
98.64 |
0.382 |
98.52 |
LOW |
98.14 |
0.618 |
97.52 |
1.000 |
97.14 |
1.618 |
96.52 |
2.618 |
95.52 |
4.250 |
93.89 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
98.67 |
98.67 |
PP |
98.66 |
98.65 |
S1 |
98.64 |
98.63 |
|