NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
105.67 |
104.20 |
-1.47 |
-1.4% |
103.64 |
| High |
106.03 |
104.72 |
-1.31 |
-1.2% |
106.38 |
| Low |
104.47 |
102.56 |
-1.91 |
-1.8% |
101.00 |
| Close |
105.15 |
103.35 |
-1.80 |
-1.7% |
106.24 |
| Range |
1.56 |
2.16 |
0.60 |
38.5% |
5.38 |
| ATR |
1.71 |
1.77 |
0.06 |
3.7% |
0.00 |
| Volume |
19,853 |
24,329 |
4,476 |
22.5% |
72,769 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.02 |
108.85 |
104.54 |
|
| R3 |
107.86 |
106.69 |
103.94 |
|
| R2 |
105.70 |
105.70 |
103.75 |
|
| R1 |
104.53 |
104.53 |
103.55 |
104.04 |
| PP |
103.54 |
103.54 |
103.54 |
103.30 |
| S1 |
102.37 |
102.37 |
103.15 |
101.88 |
| S2 |
101.38 |
101.38 |
102.95 |
|
| S3 |
99.22 |
100.21 |
102.76 |
|
| S4 |
97.06 |
98.05 |
102.16 |
|
|
| 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 |
102.56 |
3.82 |
3.7% |
1.56 |
1.5% |
21% |
False |
True |
19,739 |
| 10 |
107.94 |
101.00 |
6.94 |
6.7% |
2.12 |
2.0% |
34% |
False |
False |
20,501 |
| 20 |
107.94 |
101.00 |
6.94 |
6.7% |
1.66 |
1.6% |
34% |
False |
False |
21,287 |
| 40 |
107.94 |
98.55 |
9.39 |
9.1% |
1.56 |
1.5% |
51% |
False |
False |
19,232 |
| 60 |
107.94 |
90.40 |
17.54 |
17.0% |
1.52 |
1.5% |
74% |
False |
False |
19,113 |
| 80 |
107.94 |
90.35 |
17.59 |
17.0% |
1.49 |
1.4% |
74% |
False |
False |
15,888 |
| 100 |
107.94 |
87.01 |
20.93 |
20.3% |
1.49 |
1.4% |
78% |
False |
False |
13,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.90 |
|
2.618 |
110.37 |
|
1.618 |
108.21 |
|
1.000 |
106.88 |
|
0.618 |
106.05 |
|
HIGH |
104.72 |
|
0.618 |
103.89 |
|
0.500 |
103.64 |
|
0.382 |
103.39 |
|
LOW |
102.56 |
|
0.618 |
101.23 |
|
1.000 |
100.40 |
|
1.618 |
99.07 |
|
2.618 |
96.91 |
|
4.250 |
93.38 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.64 |
104.47 |
| PP |
103.54 |
104.10 |
| S1 |
103.45 |
103.72 |
|