NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
106.50 |
107.46 |
0.96 |
0.9% |
105.34 |
| High |
108.12 |
107.79 |
-0.33 |
-0.3% |
108.12 |
| Low |
106.13 |
106.09 |
-0.04 |
0.0% |
102.22 |
| Close |
107.95 |
106.82 |
-1.13 |
-1.0% |
107.95 |
| Range |
1.99 |
1.70 |
-0.29 |
-14.6% |
5.90 |
| ATR |
1.91 |
1.91 |
0.00 |
-0.2% |
0.00 |
| Volume |
51,258 |
81,783 |
30,525 |
59.6% |
275,149 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.00 |
111.11 |
107.76 |
|
| R3 |
110.30 |
109.41 |
107.29 |
|
| R2 |
108.60 |
108.60 |
107.13 |
|
| R1 |
107.71 |
107.71 |
106.98 |
107.31 |
| PP |
106.90 |
106.90 |
106.90 |
106.70 |
| S1 |
106.01 |
106.01 |
106.66 |
105.61 |
| S2 |
105.20 |
105.20 |
106.51 |
|
| S3 |
103.50 |
104.31 |
106.35 |
|
| S4 |
101.80 |
102.61 |
105.89 |
|
|
| 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% |
2.18 |
2.0% |
78% |
False |
False |
71,386 |
| 10 |
109.70 |
102.22 |
7.48 |
7.0% |
2.23 |
2.1% |
61% |
False |
False |
74,913 |
| 20 |
109.70 |
101.57 |
8.13 |
7.6% |
1.83 |
1.7% |
65% |
False |
False |
73,403 |
| 40 |
109.70 |
99.65 |
10.05 |
9.4% |
1.74 |
1.6% |
71% |
False |
False |
69,163 |
| 60 |
109.70 |
91.05 |
18.65 |
17.5% |
1.74 |
1.6% |
85% |
False |
False |
76,069 |
| 80 |
109.70 |
90.69 |
19.01 |
17.8% |
1.75 |
1.6% |
85% |
False |
False |
72,248 |
| 100 |
109.70 |
85.52 |
24.18 |
22.6% |
1.78 |
1.7% |
88% |
False |
False |
69,430 |
| 120 |
109.70 |
85.52 |
24.18 |
22.6% |
1.77 |
1.7% |
88% |
False |
False |
66,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.02 |
|
2.618 |
112.24 |
|
1.618 |
110.54 |
|
1.000 |
109.49 |
|
0.618 |
108.84 |
|
HIGH |
107.79 |
|
0.618 |
107.14 |
|
0.500 |
106.94 |
|
0.382 |
106.74 |
|
LOW |
106.09 |
|
0.618 |
105.04 |
|
1.000 |
104.39 |
|
1.618 |
103.34 |
|
2.618 |
101.64 |
|
4.250 |
98.87 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.94 |
106.79 |
| PP |
106.90 |
106.76 |
| S1 |
106.86 |
106.73 |
|