NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
97.13 |
96.97 |
-0.16 |
-0.2% |
97.72 |
High |
97.49 |
97.29 |
-0.20 |
-0.2% |
98.04 |
Low |
97.13 |
96.65 |
-0.48 |
-0.5% |
95.97 |
Close |
97.43 |
97.25 |
-0.18 |
-0.2% |
97.25 |
Range |
0.36 |
0.64 |
0.28 |
77.8% |
2.07 |
ATR |
0.89 |
0.88 |
-0.01 |
-0.8% |
0.00 |
Volume |
807 |
1,218 |
411 |
50.9% |
6,812 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.98 |
98.76 |
97.60 |
|
R3 |
98.34 |
98.12 |
97.43 |
|
R2 |
97.70 |
97.70 |
97.37 |
|
R1 |
97.48 |
97.48 |
97.31 |
97.59 |
PP |
97.06 |
97.06 |
97.06 |
97.12 |
S1 |
96.84 |
96.84 |
97.19 |
96.95 |
S2 |
96.42 |
96.42 |
97.13 |
|
S3 |
95.78 |
96.20 |
97.07 |
|
S4 |
95.14 |
95.56 |
96.90 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.30 |
102.34 |
98.39 |
|
R3 |
101.23 |
100.27 |
97.82 |
|
R2 |
99.16 |
99.16 |
97.63 |
|
R1 |
98.20 |
98.20 |
97.44 |
97.65 |
PP |
97.09 |
97.09 |
97.09 |
96.81 |
S1 |
96.13 |
96.13 |
97.06 |
95.58 |
S2 |
95.02 |
95.02 |
96.87 |
|
S3 |
92.95 |
94.06 |
96.68 |
|
S4 |
90.88 |
91.99 |
96.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.04 |
95.97 |
2.07 |
2.1% |
0.56 |
0.6% |
62% |
False |
False |
1,362 |
10 |
98.28 |
95.86 |
2.42 |
2.5% |
0.65 |
0.7% |
57% |
False |
False |
2,145 |
20 |
99.49 |
95.55 |
3.94 |
4.1% |
0.67 |
0.7% |
43% |
False |
False |
2,022 |
40 |
99.49 |
93.82 |
5.67 |
5.8% |
0.68 |
0.7% |
60% |
False |
False |
2,072 |
60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.57 |
0.6% |
80% |
False |
False |
2,375 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.52 |
0.5% |
80% |
False |
False |
2,620 |
100 |
99.49 |
87.56 |
11.93 |
12.3% |
0.47 |
0.5% |
81% |
False |
False |
2,270 |
120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.39 |
0.4% |
85% |
False |
False |
1,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.01 |
2.618 |
98.97 |
1.618 |
98.33 |
1.000 |
97.93 |
0.618 |
97.69 |
HIGH |
97.29 |
0.618 |
97.05 |
0.500 |
96.97 |
0.382 |
96.89 |
LOW |
96.65 |
0.618 |
96.25 |
1.000 |
96.01 |
1.618 |
95.61 |
2.618 |
94.97 |
4.250 |
93.93 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
97.16 |
97.09 |
PP |
97.06 |
96.92 |
S1 |
96.97 |
96.76 |
|