NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
95.88 |
95.57 |
-0.31 |
-0.3% |
96.46 |
High |
95.88 |
95.57 |
-0.31 |
-0.3% |
97.69 |
Low |
95.29 |
95.38 |
0.09 |
0.1% |
95.25 |
Close |
95.74 |
95.45 |
-0.29 |
-0.3% |
96.49 |
Range |
0.59 |
0.19 |
-0.40 |
-67.8% |
2.44 |
ATR |
0.96 |
0.92 |
-0.04 |
-4.5% |
0.00 |
Volume |
1,221 |
1,773 |
552 |
45.2% |
8,396 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.04 |
95.93 |
95.55 |
|
R3 |
95.85 |
95.74 |
95.50 |
|
R2 |
95.66 |
95.66 |
95.48 |
|
R1 |
95.55 |
95.55 |
95.47 |
95.51 |
PP |
95.47 |
95.47 |
95.47 |
95.45 |
S1 |
95.36 |
95.36 |
95.43 |
95.32 |
S2 |
95.28 |
95.28 |
95.42 |
|
S3 |
95.09 |
95.17 |
95.40 |
|
S4 |
94.90 |
94.98 |
95.35 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.80 |
102.58 |
97.83 |
|
R3 |
101.36 |
100.14 |
97.16 |
|
R2 |
98.92 |
98.92 |
96.94 |
|
R1 |
97.70 |
97.70 |
96.71 |
98.31 |
PP |
96.48 |
96.48 |
96.48 |
96.78 |
S1 |
95.26 |
95.26 |
96.27 |
95.87 |
S2 |
94.04 |
94.04 |
96.04 |
|
S3 |
91.60 |
92.82 |
95.82 |
|
S4 |
89.16 |
90.38 |
95.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.44 |
95.29 |
2.15 |
2.3% |
0.60 |
0.6% |
7% |
False |
False |
1,759 |
10 |
97.69 |
95.25 |
2.44 |
2.6% |
0.70 |
0.7% |
8% |
False |
False |
1,433 |
20 |
99.49 |
95.25 |
4.24 |
4.4% |
0.73 |
0.8% |
5% |
False |
False |
2,031 |
40 |
99.49 |
93.82 |
5.67 |
5.9% |
0.69 |
0.7% |
29% |
False |
False |
1,909 |
60 |
99.49 |
91.74 |
7.75 |
8.1% |
0.62 |
0.6% |
48% |
False |
False |
2,272 |
80 |
99.49 |
88.01 |
11.48 |
12.0% |
0.55 |
0.6% |
65% |
False |
False |
2,684 |
100 |
99.49 |
88.01 |
11.48 |
12.0% |
0.53 |
0.6% |
65% |
False |
False |
2,339 |
120 |
99.49 |
84.98 |
14.51 |
15.2% |
0.44 |
0.5% |
72% |
False |
False |
2,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.38 |
2.618 |
96.07 |
1.618 |
95.88 |
1.000 |
95.76 |
0.618 |
95.69 |
HIGH |
95.57 |
0.618 |
95.50 |
0.500 |
95.48 |
0.382 |
95.45 |
LOW |
95.38 |
0.618 |
95.26 |
1.000 |
95.19 |
1.618 |
95.07 |
2.618 |
94.88 |
4.250 |
94.57 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
95.48 |
95.67 |
PP |
95.47 |
95.60 |
S1 |
95.46 |
95.52 |
|