NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
108.52 |
110.28 |
1.76 |
1.6% |
107.07 |
| High |
110.70 |
110.46 |
-0.24 |
-0.2% |
110.70 |
| Low |
108.12 |
108.76 |
0.64 |
0.6% |
104.21 |
| Close |
110.53 |
109.52 |
-1.01 |
-0.9% |
110.53 |
| Range |
2.58 |
1.70 |
-0.88 |
-34.1% |
6.49 |
| ATR |
2.21 |
2.18 |
-0.03 |
-1.4% |
0.00 |
| Volume |
269,866 |
266,915 |
-2,951 |
-1.1% |
967,150 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.68 |
113.80 |
110.46 |
|
| R3 |
112.98 |
112.10 |
109.99 |
|
| R2 |
111.28 |
111.28 |
109.83 |
|
| R1 |
110.40 |
110.40 |
109.68 |
109.99 |
| PP |
109.58 |
109.58 |
109.58 |
109.38 |
| S1 |
108.70 |
108.70 |
109.36 |
108.29 |
| S2 |
107.88 |
107.88 |
109.21 |
|
| S3 |
106.18 |
107.00 |
109.05 |
|
| S4 |
104.48 |
105.30 |
108.59 |
|
|
| 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% |
2.43 |
2.2% |
82% |
False |
False |
246,813 |
| 10 |
112.24 |
104.21 |
8.03 |
7.3% |
2.49 |
2.3% |
66% |
False |
False |
251,659 |
| 20 |
112.24 |
103.53 |
8.71 |
8.0% |
2.09 |
1.9% |
69% |
False |
False |
227,966 |
| 40 |
112.24 |
101.82 |
10.42 |
9.5% |
2.01 |
1.8% |
74% |
False |
False |
152,014 |
| 60 |
112.24 |
92.24 |
20.00 |
18.3% |
1.98 |
1.8% |
86% |
False |
False |
122,001 |
| 80 |
112.24 |
91.54 |
20.70 |
18.9% |
1.93 |
1.8% |
87% |
False |
False |
97,337 |
| 100 |
112.24 |
86.64 |
25.60 |
23.4% |
1.90 |
1.7% |
89% |
False |
False |
81,132 |
| 120 |
112.24 |
86.47 |
25.77 |
23.5% |
1.85 |
1.7% |
89% |
False |
False |
69,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.69 |
|
2.618 |
114.91 |
|
1.618 |
113.21 |
|
1.000 |
112.16 |
|
0.618 |
111.51 |
|
HIGH |
110.46 |
|
0.618 |
109.81 |
|
0.500 |
109.61 |
|
0.382 |
109.41 |
|
LOW |
108.76 |
|
0.618 |
107.71 |
|
1.000 |
107.06 |
|
1.618 |
106.01 |
|
2.618 |
104.31 |
|
4.250 |
101.54 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
109.61 |
109.32 |
| PP |
109.58 |
109.12 |
| S1 |
109.55 |
108.92 |
|