NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
97.11 |
95.86 |
-1.25 |
-1.3% |
96.53 |
High |
97.33 |
97.54 |
0.21 |
0.2% |
99.49 |
Low |
96.95 |
95.86 |
-1.09 |
-1.1% |
96.49 |
Close |
96.95 |
97.50 |
0.55 |
0.6% |
96.95 |
Range |
0.38 |
1.68 |
1.30 |
342.1% |
3.00 |
ATR |
0.81 |
0.87 |
0.06 |
7.7% |
0.00 |
Volume |
2,897 |
2,897 |
0 |
0.0% |
12,088 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.01 |
101.43 |
98.42 |
|
R3 |
100.33 |
99.75 |
97.96 |
|
R2 |
98.65 |
98.65 |
97.81 |
|
R1 |
98.07 |
98.07 |
97.65 |
98.36 |
PP |
96.97 |
96.97 |
96.97 |
97.11 |
S1 |
96.39 |
96.39 |
97.35 |
96.68 |
S2 |
95.29 |
95.29 |
97.19 |
|
S3 |
93.61 |
94.71 |
97.04 |
|
S4 |
91.93 |
93.03 |
96.58 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.64 |
104.80 |
98.60 |
|
R3 |
103.64 |
101.80 |
97.78 |
|
R2 |
100.64 |
100.64 |
97.50 |
|
R1 |
98.80 |
98.80 |
97.23 |
99.72 |
PP |
97.64 |
97.64 |
97.64 |
98.11 |
S1 |
95.80 |
95.80 |
96.68 |
96.72 |
S2 |
94.64 |
94.64 |
96.40 |
|
S3 |
91.64 |
92.80 |
96.13 |
|
S4 |
88.64 |
89.80 |
95.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.49 |
95.86 |
3.63 |
3.7% |
1.12 |
1.1% |
45% |
False |
True |
2,693 |
10 |
99.49 |
95.55 |
3.94 |
4.0% |
0.84 |
0.9% |
49% |
False |
False |
2,116 |
20 |
99.49 |
93.93 |
5.56 |
5.7% |
0.71 |
0.7% |
64% |
False |
False |
2,002 |
40 |
99.49 |
93.46 |
6.03 |
6.2% |
0.63 |
0.6% |
67% |
False |
False |
2,434 |
60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.53 |
0.5% |
83% |
False |
False |
2,582 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.53 |
0.5% |
83% |
False |
False |
2,522 |
100 |
99.49 |
84.98 |
14.51 |
14.9% |
0.43 |
0.4% |
86% |
False |
False |
2,175 |
120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.36 |
0.4% |
86% |
False |
False |
1,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.68 |
2.618 |
101.94 |
1.618 |
100.26 |
1.000 |
99.22 |
0.618 |
98.58 |
HIGH |
97.54 |
0.618 |
96.90 |
0.500 |
96.70 |
0.382 |
96.50 |
LOW |
95.86 |
0.618 |
94.82 |
1.000 |
94.18 |
1.618 |
93.14 |
2.618 |
91.46 |
4.250 |
88.72 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
97.23 |
97.31 |
PP |
96.97 |
97.12 |
S1 |
96.70 |
96.94 |
|