NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
108.44 |
107.59 |
-0.85 |
-0.8% |
106.91 |
| High |
108.61 |
108.54 |
-0.07 |
-0.1% |
112.24 |
| Low |
106.77 |
107.13 |
0.36 |
0.3% |
105.56 |
| Close |
107.23 |
108.37 |
1.14 |
1.1% |
107.65 |
| Range |
1.84 |
1.41 |
-0.43 |
-23.4% |
6.68 |
| ATR |
2.25 |
2.19 |
-0.06 |
-2.7% |
0.00 |
| Volume |
224,377 |
184,889 |
-39,488 |
-17.6% |
1,282,532 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.24 |
111.72 |
109.15 |
|
| R3 |
110.83 |
110.31 |
108.76 |
|
| R2 |
109.42 |
109.42 |
108.63 |
|
| R1 |
108.90 |
108.90 |
108.50 |
109.16 |
| PP |
108.01 |
108.01 |
108.01 |
108.15 |
| S1 |
107.49 |
107.49 |
108.24 |
107.75 |
| S2 |
106.60 |
106.60 |
108.11 |
|
| S3 |
105.19 |
106.08 |
107.98 |
|
| S4 |
103.78 |
104.67 |
107.59 |
|
|
| 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 |
110.07 |
104.21 |
5.86 |
5.4% |
2.44 |
2.3% |
71% |
False |
False |
236,343 |
| 10 |
112.24 |
103.53 |
8.71 |
8.0% |
2.50 |
2.3% |
56% |
False |
False |
244,405 |
| 20 |
112.24 |
101.82 |
10.42 |
9.6% |
2.12 |
2.0% |
63% |
False |
False |
214,675 |
| 40 |
112.24 |
101.82 |
10.42 |
9.6% |
2.01 |
1.9% |
63% |
False |
False |
142,795 |
| 60 |
112.24 |
92.24 |
20.00 |
18.5% |
1.97 |
1.8% |
81% |
False |
False |
113,812 |
| 80 |
112.24 |
91.54 |
20.70 |
19.1% |
1.92 |
1.8% |
81% |
False |
False |
91,022 |
| 100 |
112.24 |
86.47 |
25.77 |
23.8% |
1.91 |
1.8% |
85% |
False |
False |
76,093 |
| 120 |
112.24 |
86.47 |
25.77 |
23.8% |
1.85 |
1.7% |
85% |
False |
False |
64,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.53 |
|
2.618 |
112.23 |
|
1.618 |
110.82 |
|
1.000 |
109.95 |
|
0.618 |
109.41 |
|
HIGH |
108.54 |
|
0.618 |
108.00 |
|
0.500 |
107.84 |
|
0.382 |
107.67 |
|
LOW |
107.13 |
|
0.618 |
106.26 |
|
1.000 |
105.72 |
|
1.618 |
104.85 |
|
2.618 |
103.44 |
|
4.250 |
101.14 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.19 |
107.75 |
| PP |
108.01 |
107.14 |
| S1 |
107.84 |
106.52 |
|