NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
104.86 |
105.67 |
0.81 |
0.8% |
103.64 |
| High |
106.38 |
106.03 |
-0.35 |
-0.3% |
106.38 |
| Low |
104.78 |
104.47 |
-0.31 |
-0.3% |
101.00 |
| Close |
106.24 |
105.15 |
-1.09 |
-1.0% |
106.24 |
| Range |
1.60 |
1.56 |
-0.04 |
-2.5% |
5.38 |
| ATR |
1.70 |
1.71 |
0.00 |
0.3% |
0.00 |
| Volume |
13,376 |
19,853 |
6,477 |
48.4% |
72,769 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
109.08 |
106.01 |
|
| R3 |
108.34 |
107.52 |
105.58 |
|
| R2 |
106.78 |
106.78 |
105.44 |
|
| R1 |
105.96 |
105.96 |
105.29 |
105.59 |
| PP |
105.22 |
105.22 |
105.22 |
105.03 |
| S1 |
104.40 |
104.40 |
105.01 |
104.03 |
| S2 |
103.66 |
103.66 |
104.86 |
|
| S3 |
102.10 |
102.84 |
104.72 |
|
| S4 |
100.54 |
101.28 |
104.29 |
|
|
| 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% |
1.92 |
1.8% |
77% |
False |
False |
18,524 |
| 10 |
107.94 |
101.00 |
6.94 |
6.6% |
2.00 |
1.9% |
60% |
False |
False |
19,853 |
| 20 |
107.94 |
100.24 |
7.70 |
7.3% |
1.63 |
1.6% |
64% |
False |
False |
21,234 |
| 40 |
107.94 |
98.55 |
9.39 |
8.9% |
1.54 |
1.5% |
70% |
False |
False |
19,202 |
| 60 |
107.94 |
90.40 |
17.54 |
16.7% |
1.51 |
1.4% |
84% |
False |
False |
18,849 |
| 80 |
107.94 |
90.35 |
17.59 |
16.7% |
1.48 |
1.4% |
84% |
False |
False |
15,620 |
| 100 |
107.94 |
85.58 |
22.36 |
21.3% |
1.49 |
1.4% |
88% |
False |
False |
13,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.66 |
|
2.618 |
110.11 |
|
1.618 |
108.55 |
|
1.000 |
107.59 |
|
0.618 |
106.99 |
|
HIGH |
106.03 |
|
0.618 |
105.43 |
|
0.500 |
105.25 |
|
0.382 |
105.07 |
|
LOW |
104.47 |
|
0.618 |
103.51 |
|
1.000 |
102.91 |
|
1.618 |
101.95 |
|
2.618 |
100.39 |
|
4.250 |
97.84 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.25 |
105.14 |
| PP |
105.22 |
105.13 |
| S1 |
105.18 |
105.13 |
|