NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.59 |
108.52 |
0.93 |
0.9% |
107.07 |
| High |
108.54 |
110.70 |
2.16 |
2.0% |
110.70 |
| Low |
107.13 |
108.12 |
0.99 |
0.9% |
104.21 |
| Close |
108.37 |
110.53 |
2.16 |
2.0% |
110.53 |
| Range |
1.41 |
2.58 |
1.17 |
83.0% |
6.49 |
| ATR |
2.19 |
2.21 |
0.03 |
1.3% |
0.00 |
| Volume |
184,889 |
269,866 |
84,977 |
46.0% |
967,150 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
116.61 |
111.95 |
|
| R3 |
114.94 |
114.03 |
111.24 |
|
| R2 |
112.36 |
112.36 |
111.00 |
|
| R1 |
111.45 |
111.45 |
110.77 |
111.91 |
| PP |
109.78 |
109.78 |
109.78 |
110.01 |
| S1 |
108.87 |
108.87 |
110.29 |
109.33 |
| S2 |
107.20 |
107.20 |
110.06 |
|
| S3 |
104.62 |
106.29 |
109.82 |
|
| S4 |
102.04 |
103.71 |
109.11 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.95 |
125.73 |
114.10 |
|
| R3 |
121.46 |
119.24 |
112.31 |
|
| R2 |
114.97 |
114.97 |
111.72 |
|
| R1 |
112.75 |
112.75 |
111.12 |
113.86 |
| PP |
108.48 |
108.48 |
108.48 |
109.04 |
| S1 |
106.26 |
106.26 |
109.94 |
107.37 |
| S2 |
101.99 |
101.99 |
109.34 |
|
| S3 |
95.50 |
99.77 |
108.75 |
|
| S4 |
89.01 |
93.28 |
106.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.70 |
104.21 |
6.49 |
5.9% |
2.49 |
2.3% |
97% |
True |
False |
240,308 |
| 10 |
112.24 |
104.21 |
8.03 |
7.3% |
2.58 |
2.3% |
79% |
False |
False |
250,922 |
| 20 |
112.24 |
103.04 |
9.20 |
8.3% |
2.12 |
1.9% |
81% |
False |
False |
221,876 |
| 40 |
112.24 |
101.82 |
10.42 |
9.4% |
2.02 |
1.8% |
84% |
False |
False |
147,347 |
| 60 |
112.24 |
92.24 |
20.00 |
18.1% |
1.99 |
1.8% |
91% |
False |
False |
117,864 |
| 80 |
112.24 |
91.54 |
20.70 |
18.7% |
1.93 |
1.7% |
92% |
False |
False |
94,202 |
| 100 |
112.24 |
86.47 |
25.77 |
23.3% |
1.91 |
1.7% |
93% |
False |
False |
78,588 |
| 120 |
112.24 |
86.47 |
25.77 |
23.3% |
1.85 |
1.7% |
93% |
False |
False |
67,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.67 |
|
2.618 |
117.45 |
|
1.618 |
114.87 |
|
1.000 |
113.28 |
|
0.618 |
112.29 |
|
HIGH |
110.70 |
|
0.618 |
109.71 |
|
0.500 |
109.41 |
|
0.382 |
109.11 |
|
LOW |
108.12 |
|
0.618 |
106.53 |
|
1.000 |
105.54 |
|
1.618 |
103.95 |
|
2.618 |
101.37 |
|
4.250 |
97.16 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
110.16 |
109.93 |
| PP |
109.78 |
109.33 |
| S1 |
109.41 |
108.74 |
|