NYMEX Light Sweet Crude Oil Future December 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 |
105.34 |
106.38 |
1.04 |
1.0% |
104.95 |
| High |
106.70 |
106.46 |
-0.24 |
-0.2% |
109.70 |
| Low |
102.22 |
105.05 |
2.83 |
2.8% |
103.87 |
| Close |
106.42 |
105.39 |
-1.03 |
-1.0% |
105.71 |
| Range |
4.48 |
1.41 |
-3.07 |
-68.5% |
5.83 |
| ATR |
2.00 |
1.96 |
-0.04 |
-2.1% |
0.00 |
| Volume |
72,128 |
85,361 |
13,233 |
18.3% |
392,205 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.86 |
109.04 |
106.17 |
|
| R3 |
108.45 |
107.63 |
105.78 |
|
| R2 |
107.04 |
107.04 |
105.65 |
|
| R1 |
106.22 |
106.22 |
105.52 |
105.93 |
| PP |
105.63 |
105.63 |
105.63 |
105.49 |
| S1 |
104.81 |
104.81 |
105.26 |
104.52 |
| S2 |
104.22 |
104.22 |
105.13 |
|
| S3 |
102.81 |
103.40 |
105.00 |
|
| S4 |
101.40 |
101.99 |
104.61 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.92 |
120.64 |
108.92 |
|
| R3 |
118.09 |
114.81 |
107.31 |
|
| R2 |
112.26 |
112.26 |
106.78 |
|
| R1 |
108.98 |
108.98 |
106.24 |
110.62 |
| PP |
106.43 |
106.43 |
106.43 |
107.25 |
| S1 |
103.15 |
103.15 |
105.18 |
104.79 |
| S2 |
100.60 |
100.60 |
104.64 |
|
| S3 |
94.77 |
97.32 |
104.11 |
|
| S4 |
88.94 |
91.49 |
102.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.70 |
102.22 |
7.48 |
7.1% |
2.54 |
2.4% |
42% |
False |
False |
87,787 |
| 10 |
109.70 |
102.13 |
7.57 |
7.2% |
2.24 |
2.1% |
43% |
False |
False |
82,384 |
| 20 |
109.70 |
99.65 |
10.05 |
9.5% |
1.85 |
1.8% |
57% |
False |
False |
72,640 |
| 40 |
109.70 |
99.41 |
10.29 |
9.8% |
1.72 |
1.6% |
58% |
False |
False |
73,252 |
| 60 |
109.70 |
91.05 |
18.65 |
17.7% |
1.74 |
1.7% |
77% |
False |
False |
75,343 |
| 80 |
109.70 |
90.69 |
19.01 |
18.0% |
1.75 |
1.7% |
77% |
False |
False |
71,816 |
| 100 |
109.70 |
85.52 |
24.18 |
22.9% |
1.82 |
1.7% |
82% |
False |
False |
69,729 |
| 120 |
109.70 |
85.52 |
24.18 |
22.9% |
1.77 |
1.7% |
82% |
False |
False |
66,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.45 |
|
2.618 |
110.15 |
|
1.618 |
108.74 |
|
1.000 |
107.87 |
|
0.618 |
107.33 |
|
HIGH |
106.46 |
|
0.618 |
105.92 |
|
0.500 |
105.76 |
|
0.382 |
105.59 |
|
LOW |
105.05 |
|
0.618 |
104.18 |
|
1.000 |
103.64 |
|
1.618 |
102.77 |
|
2.618 |
101.36 |
|
4.250 |
99.06 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.76 |
105.08 |
| PP |
105.63 |
104.77 |
| S1 |
105.51 |
104.47 |
|