NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
103.87 |
104.86 |
0.99 |
1.0% |
103.64 |
| High |
105.08 |
106.38 |
1.30 |
1.2% |
106.38 |
| Low |
103.87 |
104.78 |
0.91 |
0.9% |
101.00 |
| Close |
104.79 |
106.24 |
1.45 |
1.4% |
106.24 |
| Range |
1.21 |
1.60 |
0.39 |
32.2% |
5.38 |
| ATR |
1.71 |
1.70 |
-0.01 |
-0.5% |
0.00 |
| Volume |
19,463 |
13,376 |
-6,087 |
-31.3% |
72,769 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.60 |
110.02 |
107.12 |
|
| R3 |
109.00 |
108.42 |
106.68 |
|
| R2 |
107.40 |
107.40 |
106.53 |
|
| R1 |
106.82 |
106.82 |
106.39 |
107.11 |
| PP |
105.80 |
105.80 |
105.80 |
105.95 |
| S1 |
105.22 |
105.22 |
106.09 |
105.51 |
| S2 |
104.20 |
104.20 |
105.95 |
|
| S3 |
102.60 |
103.62 |
105.80 |
|
| S4 |
101.00 |
102.02 |
105.36 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.68 |
118.84 |
109.20 |
|
| R3 |
115.30 |
113.46 |
107.72 |
|
| R2 |
109.92 |
109.92 |
107.23 |
|
| R1 |
108.08 |
108.08 |
106.73 |
109.00 |
| PP |
104.54 |
104.54 |
104.54 |
105.00 |
| S1 |
102.70 |
102.70 |
105.75 |
103.62 |
| S2 |
99.16 |
99.16 |
105.25 |
|
| S3 |
93.78 |
97.32 |
104.76 |
|
| S4 |
88.40 |
91.94 |
103.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.38 |
101.00 |
5.38 |
5.1% |
1.99 |
1.9% |
97% |
True |
False |
18,204 |
| 10 |
107.94 |
101.00 |
6.94 |
6.5% |
2.03 |
1.9% |
76% |
False |
False |
20,201 |
| 20 |
107.94 |
99.26 |
8.68 |
8.2% |
1.64 |
1.5% |
80% |
False |
False |
21,719 |
| 40 |
107.94 |
98.55 |
9.39 |
8.8% |
1.53 |
1.4% |
82% |
False |
False |
19,621 |
| 60 |
107.94 |
90.40 |
17.54 |
16.5% |
1.50 |
1.4% |
90% |
False |
False |
18,599 |
| 80 |
107.94 |
90.35 |
17.59 |
16.6% |
1.48 |
1.4% |
90% |
False |
False |
15,434 |
| 100 |
107.94 |
85.58 |
22.36 |
21.0% |
1.50 |
1.4% |
92% |
False |
False |
13,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.18 |
|
2.618 |
110.57 |
|
1.618 |
108.97 |
|
1.000 |
107.98 |
|
0.618 |
107.37 |
|
HIGH |
106.38 |
|
0.618 |
105.77 |
|
0.500 |
105.58 |
|
0.382 |
105.39 |
|
LOW |
104.78 |
|
0.618 |
103.79 |
|
1.000 |
103.18 |
|
1.618 |
102.19 |
|
2.618 |
100.59 |
|
4.250 |
97.98 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.02 |
105.81 |
| PP |
105.80 |
105.38 |
| S1 |
105.58 |
104.95 |
|