NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.07 |
108.44 |
1.37 |
1.3% |
106.91 |
| High |
108.83 |
108.61 |
-0.22 |
-0.2% |
112.24 |
| Low |
104.21 |
106.77 |
2.56 |
2.5% |
105.56 |
| Close |
108.54 |
107.23 |
-1.31 |
-1.2% |
107.65 |
| Range |
4.62 |
1.84 |
-2.78 |
-60.2% |
6.68 |
| ATR |
2.28 |
2.25 |
-0.03 |
-1.4% |
0.00 |
| Volume |
288,018 |
224,377 |
-63,641 |
-22.1% |
1,282,532 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.06 |
111.98 |
108.24 |
|
| R3 |
111.22 |
110.14 |
107.74 |
|
| R2 |
109.38 |
109.38 |
107.57 |
|
| R1 |
108.30 |
108.30 |
107.40 |
107.92 |
| PP |
107.54 |
107.54 |
107.54 |
107.35 |
| S1 |
106.46 |
106.46 |
107.06 |
106.08 |
| S2 |
105.70 |
105.70 |
106.89 |
|
| S3 |
103.86 |
104.62 |
106.72 |
|
| S4 |
102.02 |
102.78 |
106.22 |
|
|
| 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 |
7.5% |
2.79 |
2.6% |
38% |
False |
False |
266,599 |
| 10 |
112.24 |
103.53 |
8.71 |
8.1% |
2.54 |
2.4% |
42% |
False |
False |
251,840 |
| 20 |
112.24 |
101.82 |
10.42 |
9.7% |
2.13 |
2.0% |
52% |
False |
False |
210,303 |
| 40 |
112.24 |
101.82 |
10.42 |
9.7% |
2.02 |
1.9% |
52% |
False |
False |
139,855 |
| 60 |
112.24 |
92.24 |
20.00 |
18.7% |
1.98 |
1.8% |
75% |
False |
False |
111,147 |
| 80 |
112.24 |
91.54 |
20.70 |
19.3% |
1.92 |
1.8% |
76% |
False |
False |
89,003 |
| 100 |
112.24 |
86.47 |
25.77 |
24.0% |
1.93 |
1.8% |
81% |
False |
False |
74,453 |
| 120 |
112.24 |
86.47 |
25.77 |
24.0% |
1.84 |
1.7% |
81% |
False |
False |
63,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.43 |
|
2.618 |
113.43 |
|
1.618 |
111.59 |
|
1.000 |
110.45 |
|
0.618 |
109.75 |
|
HIGH |
108.61 |
|
0.618 |
107.91 |
|
0.500 |
107.69 |
|
0.382 |
107.47 |
|
LOW |
106.77 |
|
0.618 |
105.63 |
|
1.000 |
104.93 |
|
1.618 |
103.79 |
|
2.618 |
101.95 |
|
4.250 |
98.95 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.69 |
106.99 |
| PP |
107.54 |
106.76 |
| S1 |
107.38 |
106.52 |
|