NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
108.92 |
107.36 |
-1.56 |
-1.4% |
107.07 |
| High |
108.95 |
108.09 |
-0.86 |
-0.8% |
110.70 |
| Low |
106.39 |
106.53 |
0.14 |
0.1% |
104.21 |
| Close |
107.39 |
107.56 |
0.17 |
0.2% |
110.53 |
| Range |
2.56 |
1.56 |
-1.00 |
-39.1% |
6.49 |
| ATR |
2.25 |
2.20 |
-0.05 |
-2.2% |
0.00 |
| Volume |
325,314 |
238,235 |
-87,079 |
-26.8% |
967,150 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.07 |
111.38 |
108.42 |
|
| R3 |
110.51 |
109.82 |
107.99 |
|
| R2 |
108.95 |
108.95 |
107.85 |
|
| R1 |
108.26 |
108.26 |
107.70 |
108.61 |
| PP |
107.39 |
107.39 |
107.39 |
107.57 |
| S1 |
106.70 |
106.70 |
107.42 |
107.05 |
| S2 |
105.83 |
105.83 |
107.27 |
|
| S3 |
104.27 |
105.14 |
107.13 |
|
| S4 |
102.71 |
103.58 |
106.70 |
|
|
| 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 |
106.39 |
4.31 |
4.0% |
1.96 |
1.8% |
27% |
False |
False |
257,043 |
| 10 |
112.24 |
104.21 |
8.03 |
7.5% |
2.38 |
2.2% |
42% |
False |
False |
261,821 |
| 20 |
112.24 |
103.53 |
8.71 |
8.1% |
2.15 |
2.0% |
46% |
False |
False |
244,256 |
| 40 |
112.24 |
101.82 |
10.42 |
9.7% |
2.04 |
1.9% |
55% |
False |
False |
163,919 |
| 60 |
112.24 |
92.24 |
20.00 |
18.6% |
2.00 |
1.9% |
77% |
False |
False |
130,307 |
| 80 |
112.24 |
91.54 |
20.70 |
19.2% |
1.93 |
1.8% |
77% |
False |
False |
103,898 |
| 100 |
112.24 |
87.95 |
24.29 |
22.6% |
1.91 |
1.8% |
81% |
False |
False |
86,509 |
| 120 |
112.24 |
86.47 |
25.77 |
24.0% |
1.87 |
1.7% |
82% |
False |
False |
73,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.72 |
|
2.618 |
112.17 |
|
1.618 |
110.61 |
|
1.000 |
109.65 |
|
0.618 |
109.05 |
|
HIGH |
108.09 |
|
0.618 |
107.49 |
|
0.500 |
107.31 |
|
0.382 |
107.13 |
|
LOW |
106.53 |
|
0.618 |
105.57 |
|
1.000 |
104.97 |
|
1.618 |
104.01 |
|
2.618 |
102.45 |
|
4.250 |
99.90 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.48 |
108.43 |
| PP |
107.39 |
108.14 |
| S1 |
107.31 |
107.85 |
|