NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
97.11 |
97.16 |
0.05 |
0.1% |
96.53 |
| High |
97.11 |
97.54 |
0.43 |
0.4% |
99.49 |
| Low |
96.56 |
96.95 |
0.39 |
0.4% |
96.49 |
| Close |
96.95 |
97.45 |
0.50 |
0.5% |
96.95 |
| Range |
0.55 |
0.59 |
0.04 |
7.3% |
3.00 |
| ATR |
0.88 |
0.86 |
-0.02 |
-2.3% |
0.00 |
| Volume |
3,269 |
2,449 |
-820 |
-25.1% |
12,088 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.08 |
98.86 |
97.77 |
|
| R3 |
98.49 |
98.27 |
97.61 |
|
| R2 |
97.90 |
97.90 |
97.56 |
|
| R1 |
97.68 |
97.68 |
97.50 |
97.79 |
| PP |
97.31 |
97.31 |
97.31 |
97.37 |
| S1 |
97.09 |
97.09 |
97.40 |
97.20 |
| S2 |
96.72 |
96.72 |
97.34 |
|
| S3 |
96.13 |
96.50 |
97.29 |
|
| S4 |
95.54 |
95.91 |
97.13 |
|
|
| 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 |
98.01 |
95.86 |
2.15 |
2.2% |
0.81 |
0.8% |
74% |
False |
False |
2,867 |
| 10 |
99.49 |
95.55 |
3.94 |
4.0% |
0.84 |
0.9% |
48% |
False |
False |
2,397 |
| 20 |
99.49 |
93.93 |
5.56 |
5.7% |
0.71 |
0.7% |
63% |
False |
False |
2,107 |
| 40 |
99.49 |
93.82 |
5.67 |
5.8% |
0.64 |
0.7% |
64% |
False |
False |
2,435 |
| 60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.53 |
0.5% |
82% |
False |
False |
2,382 |
| 80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.53 |
0.5% |
82% |
False |
False |
2,574 |
| 100 |
99.49 |
84.98 |
14.51 |
14.9% |
0.44 |
0.5% |
86% |
False |
False |
2,225 |
| 120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.37 |
0.4% |
86% |
False |
False |
1,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.05 |
|
2.618 |
99.08 |
|
1.618 |
98.49 |
|
1.000 |
98.13 |
|
0.618 |
97.90 |
|
HIGH |
97.54 |
|
0.618 |
97.31 |
|
0.500 |
97.25 |
|
0.382 |
97.18 |
|
LOW |
96.95 |
|
0.618 |
96.59 |
|
1.000 |
96.36 |
|
1.618 |
96.00 |
|
2.618 |
95.41 |
|
4.250 |
94.44 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.38 |
97.20 |
| PP |
97.31 |
96.95 |
| S1 |
97.25 |
96.70 |
|