NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
96.97 |
96.46 |
-0.51 |
-0.5% |
97.72 |
High |
97.29 |
96.80 |
-0.49 |
-0.5% |
98.04 |
Low |
96.65 |
96.44 |
-0.21 |
-0.2% |
95.97 |
Close |
97.25 |
96.59 |
-0.66 |
-0.7% |
97.25 |
Range |
0.64 |
0.36 |
-0.28 |
-43.8% |
2.07 |
ATR |
0.88 |
0.87 |
0.00 |
-0.6% |
0.00 |
Volume |
1,218 |
781 |
-437 |
-35.9% |
6,812 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.69 |
97.50 |
96.79 |
|
R3 |
97.33 |
97.14 |
96.69 |
|
R2 |
96.97 |
96.97 |
96.66 |
|
R1 |
96.78 |
96.78 |
96.62 |
96.88 |
PP |
96.61 |
96.61 |
96.61 |
96.66 |
S1 |
96.42 |
96.42 |
96.56 |
96.52 |
S2 |
96.25 |
96.25 |
96.52 |
|
S3 |
95.89 |
96.06 |
96.49 |
|
S4 |
95.53 |
95.70 |
96.39 |
|
|
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 |
97.49 |
95.97 |
1.52 |
1.6% |
0.51 |
0.5% |
41% |
False |
False |
1,210 |
10 |
98.28 |
95.86 |
2.42 |
2.5% |
0.65 |
0.7% |
30% |
False |
False |
1,933 |
20 |
99.49 |
95.55 |
3.94 |
4.1% |
0.68 |
0.7% |
26% |
False |
False |
1,979 |
40 |
99.49 |
93.82 |
5.67 |
5.9% |
0.66 |
0.7% |
49% |
False |
False |
2,004 |
60 |
99.49 |
88.01 |
11.48 |
11.9% |
0.58 |
0.6% |
75% |
False |
False |
2,356 |
80 |
99.49 |
88.01 |
11.48 |
11.9% |
0.52 |
0.5% |
75% |
False |
False |
2,621 |
100 |
99.49 |
87.56 |
11.93 |
12.4% |
0.48 |
0.5% |
76% |
False |
False |
2,269 |
120 |
99.49 |
84.98 |
14.51 |
15.0% |
0.40 |
0.4% |
80% |
False |
False |
1,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.33 |
2.618 |
97.74 |
1.618 |
97.38 |
1.000 |
97.16 |
0.618 |
97.02 |
HIGH |
96.80 |
0.618 |
96.66 |
0.500 |
96.62 |
0.382 |
96.58 |
LOW |
96.44 |
0.618 |
96.22 |
1.000 |
96.08 |
1.618 |
95.86 |
2.618 |
95.50 |
4.250 |
94.91 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
96.62 |
96.97 |
PP |
96.61 |
96.84 |
S1 |
96.60 |
96.72 |
|