NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
106.40 |
106.86 |
0.46 |
0.4% |
106.65 |
| High |
107.13 |
108.24 |
1.11 |
1.0% |
109.68 |
| Low |
105.63 |
106.41 |
0.78 |
0.7% |
103.74 |
| Close |
106.64 |
107.75 |
1.11 |
1.0% |
109.52 |
| Range |
1.50 |
1.83 |
0.33 |
22.0% |
5.94 |
| ATR |
2.04 |
2.02 |
-0.01 |
-0.7% |
0.00 |
| Volume |
109,403 |
116,271 |
6,868 |
6.3% |
288,155 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.96 |
112.18 |
108.76 |
|
| R3 |
111.13 |
110.35 |
108.25 |
|
| R2 |
109.30 |
109.30 |
108.09 |
|
| R1 |
108.52 |
108.52 |
107.92 |
108.91 |
| PP |
107.47 |
107.47 |
107.47 |
107.66 |
| S1 |
106.69 |
106.69 |
107.58 |
107.08 |
| S2 |
105.64 |
105.64 |
107.41 |
|
| S3 |
103.81 |
104.86 |
107.25 |
|
| S4 |
101.98 |
103.03 |
106.74 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.47 |
123.43 |
112.79 |
|
| R3 |
119.53 |
117.49 |
111.15 |
|
| R2 |
113.59 |
113.59 |
110.61 |
|
| R1 |
111.55 |
111.55 |
110.06 |
112.57 |
| PP |
107.65 |
107.65 |
107.65 |
108.16 |
| S1 |
105.61 |
105.61 |
108.98 |
106.63 |
| S2 |
101.71 |
101.71 |
108.43 |
|
| S3 |
95.77 |
99.67 |
107.89 |
|
| S4 |
89.83 |
93.73 |
106.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.68 |
105.57 |
4.11 |
3.8% |
1.93 |
1.8% |
53% |
False |
False |
99,545 |
| 10 |
109.68 |
103.74 |
5.94 |
5.5% |
2.13 |
2.0% |
68% |
False |
False |
86,479 |
| 20 |
111.34 |
103.07 |
8.27 |
7.7% |
2.01 |
1.9% |
57% |
False |
False |
77,366 |
| 40 |
111.34 |
100.80 |
10.54 |
9.8% |
1.87 |
1.7% |
66% |
False |
False |
61,051 |
| 60 |
111.34 |
91.95 |
19.39 |
18.0% |
1.84 |
1.7% |
81% |
False |
False |
53,031 |
| 80 |
111.34 |
91.22 |
20.12 |
18.7% |
1.78 |
1.7% |
82% |
False |
False |
44,116 |
| 100 |
111.34 |
87.81 |
23.53 |
21.8% |
1.77 |
1.6% |
85% |
False |
False |
37,349 |
| 120 |
111.34 |
85.96 |
25.38 |
23.6% |
1.74 |
1.6% |
86% |
False |
False |
32,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.02 |
|
2.618 |
113.03 |
|
1.618 |
111.20 |
|
1.000 |
110.07 |
|
0.618 |
109.37 |
|
HIGH |
108.24 |
|
0.618 |
107.54 |
|
0.500 |
107.33 |
|
0.382 |
107.11 |
|
LOW |
106.41 |
|
0.618 |
105.28 |
|
1.000 |
104.58 |
|
1.618 |
103.45 |
|
2.618 |
101.62 |
|
4.250 |
98.63 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.61 |
107.47 |
| PP |
107.47 |
107.19 |
| S1 |
107.33 |
106.91 |
|