NYMEX Light Sweet Crude Oil Future November 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 |
106.65 |
107.78 |
1.13 |
1.1% |
106.12 |
| High |
108.13 |
107.89 |
-0.24 |
-0.2% |
111.34 |
| Low |
103.74 |
106.22 |
2.48 |
2.4% |
105.01 |
| Close |
107.85 |
106.59 |
-1.26 |
-1.2% |
107.08 |
| Range |
4.39 |
1.67 |
-2.72 |
-62.0% |
6.33 |
| ATR |
2.09 |
2.06 |
-0.03 |
-1.4% |
0.00 |
| Volume |
57,173 |
88,732 |
31,559 |
55.2% |
346,095 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.91 |
110.92 |
107.51 |
|
| R3 |
110.24 |
109.25 |
107.05 |
|
| R2 |
108.57 |
108.57 |
106.90 |
|
| R1 |
107.58 |
107.58 |
106.74 |
107.24 |
| PP |
106.90 |
106.90 |
106.90 |
106.73 |
| S1 |
105.91 |
105.91 |
106.44 |
105.57 |
| S2 |
105.23 |
105.23 |
106.28 |
|
| S3 |
103.56 |
104.24 |
106.13 |
|
| S4 |
101.89 |
102.57 |
105.67 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.80 |
123.27 |
110.56 |
|
| R3 |
120.47 |
116.94 |
108.82 |
|
| R2 |
114.14 |
114.14 |
108.24 |
|
| R1 |
110.61 |
110.61 |
107.66 |
112.38 |
| PP |
107.81 |
107.81 |
107.81 |
108.69 |
| S1 |
104.28 |
104.28 |
106.50 |
106.05 |
| S2 |
101.48 |
101.48 |
105.92 |
|
| S3 |
95.15 |
97.95 |
105.34 |
|
| S4 |
88.82 |
91.62 |
103.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.34 |
103.74 |
7.60 |
7.1% |
2.62 |
2.5% |
38% |
False |
False |
74,796 |
| 10 |
111.34 |
103.07 |
8.27 |
7.8% |
2.35 |
2.2% |
43% |
False |
False |
72,893 |
| 20 |
111.34 |
100.80 |
10.54 |
9.9% |
1.96 |
1.8% |
55% |
False |
False |
65,162 |
| 40 |
111.34 |
100.80 |
10.54 |
9.9% |
1.83 |
1.7% |
55% |
False |
False |
52,061 |
| 60 |
111.34 |
91.95 |
19.39 |
18.2% |
1.79 |
1.7% |
76% |
False |
False |
45,145 |
| 80 |
111.34 |
91.22 |
20.12 |
18.9% |
1.76 |
1.7% |
76% |
False |
False |
37,651 |
| 100 |
111.34 |
85.96 |
25.38 |
23.8% |
1.79 |
1.7% |
81% |
False |
False |
32,070 |
| 120 |
111.34 |
85.96 |
25.38 |
23.8% |
1.70 |
1.6% |
81% |
False |
False |
27,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.99 |
|
2.618 |
112.26 |
|
1.618 |
110.59 |
|
1.000 |
109.56 |
|
0.618 |
108.92 |
|
HIGH |
107.89 |
|
0.618 |
107.25 |
|
0.500 |
107.06 |
|
0.382 |
106.86 |
|
LOW |
106.22 |
|
0.618 |
105.19 |
|
1.000 |
104.55 |
|
1.618 |
103.52 |
|
2.618 |
101.85 |
|
4.250 |
99.12 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.06 |
106.37 |
| PP |
106.90 |
106.16 |
| S1 |
106.75 |
105.94 |
|