NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
106.86 |
107.83 |
0.97 |
0.9% |
109.17 |
| High |
108.24 |
107.95 |
-0.29 |
-0.3% |
109.42 |
| Low |
106.41 |
106.45 |
0.04 |
0.0% |
105.57 |
| Close |
107.75 |
107.54 |
-0.21 |
-0.2% |
107.54 |
| Range |
1.83 |
1.50 |
-0.33 |
-18.0% |
3.85 |
| ATR |
2.02 |
1.98 |
-0.04 |
-1.8% |
0.00 |
| Volume |
116,271 |
104,786 |
-11,485 |
-9.9% |
542,999 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
111.18 |
108.37 |
|
| R3 |
110.31 |
109.68 |
107.95 |
|
| R2 |
108.81 |
108.81 |
107.82 |
|
| R1 |
108.18 |
108.18 |
107.68 |
107.75 |
| PP |
107.31 |
107.31 |
107.31 |
107.10 |
| S1 |
106.68 |
106.68 |
107.40 |
106.25 |
| S2 |
105.81 |
105.81 |
107.27 |
|
| S3 |
104.31 |
105.18 |
107.13 |
|
| S4 |
102.81 |
103.68 |
106.72 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.06 |
117.15 |
109.66 |
|
| R3 |
115.21 |
113.30 |
108.60 |
|
| R2 |
111.36 |
111.36 |
108.25 |
|
| R1 |
109.45 |
109.45 |
107.89 |
108.48 |
| PP |
107.51 |
107.51 |
107.51 |
107.03 |
| S1 |
105.60 |
105.60 |
107.19 |
104.63 |
| S2 |
103.66 |
103.66 |
106.83 |
|
| S3 |
99.81 |
101.75 |
106.48 |
|
| S4 |
95.96 |
97.90 |
105.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.42 |
105.57 |
3.85 |
3.6% |
1.79 |
1.7% |
51% |
False |
False |
108,599 |
| 10 |
109.68 |
103.74 |
5.94 |
5.5% |
2.05 |
1.9% |
64% |
False |
False |
88,832 |
| 20 |
111.34 |
103.07 |
8.27 |
7.7% |
2.03 |
1.9% |
54% |
False |
False |
79,255 |
| 40 |
111.34 |
100.80 |
10.54 |
9.8% |
1.87 |
1.7% |
64% |
False |
False |
62,973 |
| 60 |
111.34 |
91.95 |
19.39 |
18.0% |
1.84 |
1.7% |
80% |
False |
False |
54,484 |
| 80 |
111.34 |
91.22 |
20.12 |
18.7% |
1.78 |
1.7% |
81% |
False |
False |
45,276 |
| 100 |
111.34 |
89.15 |
22.19 |
20.6% |
1.77 |
1.6% |
83% |
False |
False |
38,340 |
| 120 |
111.34 |
85.96 |
25.38 |
23.6% |
1.74 |
1.6% |
85% |
False |
False |
33,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.33 |
|
2.618 |
111.88 |
|
1.618 |
110.38 |
|
1.000 |
109.45 |
|
0.618 |
108.88 |
|
HIGH |
107.95 |
|
0.618 |
107.38 |
|
0.500 |
107.20 |
|
0.382 |
107.02 |
|
LOW |
106.45 |
|
0.618 |
105.52 |
|
1.000 |
104.95 |
|
1.618 |
104.02 |
|
2.618 |
102.52 |
|
4.250 |
100.08 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.43 |
107.34 |
| PP |
107.31 |
107.14 |
| S1 |
107.20 |
106.94 |
|