NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
105.39 |
106.50 |
1.11 |
1.1% |
105.34 |
| High |
106.64 |
108.12 |
1.48 |
1.4% |
108.12 |
| Low |
105.33 |
106.13 |
0.80 |
0.8% |
102.22 |
| Close |
106.33 |
107.95 |
1.62 |
1.5% |
107.95 |
| Range |
1.31 |
1.99 |
0.68 |
51.9% |
5.90 |
| ATR |
1.91 |
1.91 |
0.01 |
0.3% |
0.00 |
| Volume |
66,402 |
51,258 |
-15,144 |
-22.8% |
275,149 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.37 |
112.65 |
109.04 |
|
| R3 |
111.38 |
110.66 |
108.50 |
|
| R2 |
109.39 |
109.39 |
108.31 |
|
| R1 |
108.67 |
108.67 |
108.13 |
109.03 |
| PP |
107.40 |
107.40 |
107.40 |
107.58 |
| S1 |
106.68 |
106.68 |
107.77 |
107.04 |
| S2 |
105.41 |
105.41 |
107.59 |
|
| S3 |
103.42 |
104.69 |
107.40 |
|
| S4 |
101.43 |
102.70 |
106.86 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.80 |
121.77 |
111.20 |
|
| R3 |
117.90 |
115.87 |
109.57 |
|
| R2 |
112.00 |
112.00 |
109.03 |
|
| R1 |
109.97 |
109.97 |
108.49 |
110.99 |
| PP |
106.10 |
106.10 |
106.10 |
106.60 |
| S1 |
104.07 |
104.07 |
107.41 |
105.09 |
| S2 |
100.20 |
100.20 |
106.87 |
|
| S3 |
94.30 |
98.17 |
106.33 |
|
| S4 |
88.40 |
92.27 |
104.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.12 |
102.22 |
5.90 |
5.5% |
2.22 |
2.1% |
97% |
True |
False |
69,455 |
| 10 |
109.70 |
102.22 |
7.48 |
6.9% |
2.27 |
2.1% |
77% |
False |
False |
73,941 |
| 20 |
109.70 |
100.50 |
9.20 |
8.5% |
1.84 |
1.7% |
81% |
False |
False |
72,675 |
| 40 |
109.70 |
99.65 |
10.05 |
9.3% |
1.73 |
1.6% |
83% |
False |
False |
70,269 |
| 60 |
109.70 |
91.05 |
18.65 |
17.3% |
1.74 |
1.6% |
91% |
False |
False |
75,477 |
| 80 |
109.70 |
90.69 |
19.01 |
17.6% |
1.76 |
1.6% |
91% |
False |
False |
71,858 |
| 100 |
109.70 |
85.52 |
24.18 |
22.4% |
1.80 |
1.7% |
93% |
False |
False |
69,330 |
| 120 |
109.70 |
85.52 |
24.18 |
22.4% |
1.77 |
1.6% |
93% |
False |
False |
66,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.58 |
|
2.618 |
113.33 |
|
1.618 |
111.34 |
|
1.000 |
110.11 |
|
0.618 |
109.35 |
|
HIGH |
108.12 |
|
0.618 |
107.36 |
|
0.500 |
107.13 |
|
0.382 |
106.89 |
|
LOW |
106.13 |
|
0.618 |
104.90 |
|
1.000 |
104.14 |
|
1.618 |
102.91 |
|
2.618 |
100.92 |
|
4.250 |
97.67 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.68 |
107.50 |
| PP |
107.40 |
107.04 |
| S1 |
107.13 |
106.59 |
|