NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
103.64 |
104.71 |
1.07 |
1.0% |
103.32 |
| High |
104.99 |
104.77 |
-0.22 |
-0.2% |
107.94 |
| Low |
101.00 |
103.52 |
2.52 |
2.5% |
102.57 |
| Close |
104.83 |
103.92 |
-0.91 |
-0.9% |
104.17 |
| Range |
3.99 |
1.25 |
-2.74 |
-68.7% |
5.37 |
| ATR |
1.78 |
1.75 |
-0.03 |
-1.9% |
0.00 |
| Volume |
18,255 |
21,675 |
3,420 |
18.7% |
105,913 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.82 |
107.12 |
104.61 |
|
| R3 |
106.57 |
105.87 |
104.26 |
|
| R2 |
105.32 |
105.32 |
104.15 |
|
| R1 |
104.62 |
104.62 |
104.03 |
104.35 |
| PP |
104.07 |
104.07 |
104.07 |
103.93 |
| S1 |
103.37 |
103.37 |
103.81 |
103.10 |
| S2 |
102.82 |
102.82 |
103.69 |
|
| S3 |
101.57 |
102.12 |
103.58 |
|
| S4 |
100.32 |
100.87 |
103.23 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.00 |
117.96 |
107.12 |
|
| R3 |
115.63 |
112.59 |
105.65 |
|
| R2 |
110.26 |
110.26 |
105.15 |
|
| R1 |
107.22 |
107.22 |
104.66 |
108.74 |
| PP |
104.89 |
104.89 |
104.89 |
105.66 |
| S1 |
101.85 |
101.85 |
103.68 |
103.37 |
| S2 |
99.52 |
99.52 |
103.19 |
|
| S3 |
94.15 |
96.48 |
102.69 |
|
| S4 |
88.78 |
91.11 |
101.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.94 |
101.00 |
6.94 |
6.7% |
2.35 |
2.3% |
42% |
False |
False |
23,406 |
| 10 |
107.94 |
101.00 |
6.94 |
6.7% |
2.02 |
1.9% |
42% |
False |
False |
23,217 |
| 20 |
107.94 |
98.55 |
9.39 |
9.0% |
1.66 |
1.6% |
57% |
False |
False |
21,901 |
| 40 |
107.94 |
98.10 |
9.84 |
9.5% |
1.51 |
1.5% |
59% |
False |
False |
20,467 |
| 60 |
107.94 |
90.40 |
17.54 |
16.9% |
1.49 |
1.4% |
77% |
False |
False |
18,337 |
| 80 |
107.94 |
90.35 |
17.59 |
16.9% |
1.47 |
1.4% |
77% |
False |
False |
15,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.08 |
|
2.618 |
108.04 |
|
1.618 |
106.79 |
|
1.000 |
106.02 |
|
0.618 |
105.54 |
|
HIGH |
104.77 |
|
0.618 |
104.29 |
|
0.500 |
104.15 |
|
0.382 |
104.00 |
|
LOW |
103.52 |
|
0.618 |
102.75 |
|
1.000 |
102.27 |
|
1.618 |
101.50 |
|
2.618 |
100.25 |
|
4.250 |
98.21 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.15 |
103.63 |
| PP |
104.07 |
103.34 |
| S1 |
104.00 |
103.05 |
|