NYMEX Light Sweet Crude Oil Future October 2013
| 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 |
108.17 |
107.07 |
-1.10 |
-1.0% |
106.91 |
| High |
108.75 |
108.83 |
0.08 |
0.1% |
112.24 |
| Low |
106.75 |
104.21 |
-2.54 |
-2.4% |
105.56 |
| Close |
107.65 |
108.54 |
0.89 |
0.8% |
107.65 |
| Range |
2.00 |
4.62 |
2.62 |
131.0% |
6.68 |
| ATR |
2.10 |
2.28 |
0.18 |
8.6% |
0.00 |
| Volume |
234,394 |
288,018 |
53,624 |
22.9% |
1,282,532 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.05 |
119.42 |
111.08 |
|
| R3 |
116.43 |
114.80 |
109.81 |
|
| R2 |
111.81 |
111.81 |
109.39 |
|
| R1 |
110.18 |
110.18 |
108.96 |
111.00 |
| PP |
107.19 |
107.19 |
107.19 |
107.60 |
| S1 |
105.56 |
105.56 |
108.12 |
106.38 |
| S2 |
102.57 |
102.57 |
107.69 |
|
| S3 |
97.95 |
100.94 |
107.27 |
|
| S4 |
93.33 |
96.32 |
106.00 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.52 |
124.77 |
111.32 |
|
| R3 |
121.84 |
118.09 |
109.49 |
|
| R2 |
115.16 |
115.16 |
108.87 |
|
| R1 |
111.41 |
111.41 |
108.26 |
113.29 |
| PP |
108.48 |
108.48 |
108.48 |
109.42 |
| S1 |
104.73 |
104.73 |
107.04 |
106.61 |
| S2 |
101.80 |
101.80 |
106.43 |
|
| S3 |
95.12 |
98.05 |
105.81 |
|
| S4 |
88.44 |
91.37 |
103.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.24 |
104.21 |
8.03 |
7.4% |
3.11 |
2.9% |
54% |
False |
True |
280,911 |
| 10 |
112.24 |
103.53 |
8.71 |
8.0% |
2.59 |
2.4% |
58% |
False |
False |
265,509 |
| 20 |
112.24 |
101.82 |
10.42 |
9.6% |
2.15 |
2.0% |
64% |
False |
False |
202,182 |
| 40 |
112.24 |
101.23 |
11.01 |
10.1% |
2.01 |
1.9% |
66% |
False |
False |
135,948 |
| 60 |
112.24 |
92.24 |
20.00 |
18.4% |
1.96 |
1.8% |
82% |
False |
False |
108,104 |
| 80 |
112.24 |
91.54 |
20.70 |
19.1% |
1.93 |
1.8% |
82% |
False |
False |
86,488 |
| 100 |
112.24 |
86.47 |
25.77 |
23.7% |
1.94 |
1.8% |
86% |
False |
False |
72,313 |
| 120 |
112.24 |
86.47 |
25.77 |
23.7% |
1.83 |
1.7% |
86% |
False |
False |
61,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.47 |
|
2.618 |
120.93 |
|
1.618 |
116.31 |
|
1.000 |
113.45 |
|
0.618 |
111.69 |
|
HIGH |
108.83 |
|
0.618 |
107.07 |
|
0.500 |
106.52 |
|
0.382 |
105.97 |
|
LOW |
104.21 |
|
0.618 |
101.35 |
|
1.000 |
99.59 |
|
1.618 |
96.73 |
|
2.618 |
92.11 |
|
4.250 |
84.58 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.87 |
108.07 |
| PP |
107.19 |
107.61 |
| S1 |
106.52 |
107.14 |
|