NYMEX Light Sweet Crude Oil Future February 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 |
102.48 |
103.25 |
0.77 |
0.8% |
102.30 |
| High |
103.41 |
103.25 |
-0.16 |
-0.2% |
106.22 |
| Low |
100.50 |
102.05 |
1.55 |
1.5% |
101.30 |
| Close |
103.32 |
102.49 |
-0.83 |
-0.8% |
102.71 |
| Range |
2.91 |
1.20 |
-1.71 |
-58.8% |
4.92 |
| ATR |
1.55 |
1.53 |
-0.02 |
-1.3% |
0.00 |
| Volume |
9,276 |
14,278 |
5,002 |
53.9% |
51,589 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.20 |
105.54 |
103.15 |
|
| R3 |
105.00 |
104.34 |
102.82 |
|
| R2 |
103.80 |
103.80 |
102.71 |
|
| R1 |
103.14 |
103.14 |
102.60 |
102.87 |
| PP |
102.60 |
102.60 |
102.60 |
102.46 |
| S1 |
101.94 |
101.94 |
102.38 |
101.67 |
| S2 |
101.40 |
101.40 |
102.27 |
|
| S3 |
100.20 |
100.74 |
102.16 |
|
| S4 |
99.00 |
99.54 |
101.83 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.17 |
115.36 |
105.42 |
|
| R3 |
113.25 |
110.44 |
104.06 |
|
| R2 |
108.33 |
108.33 |
103.61 |
|
| R1 |
105.52 |
105.52 |
103.16 |
106.93 |
| PP |
103.41 |
103.41 |
103.41 |
104.11 |
| S1 |
100.60 |
100.60 |
102.26 |
102.01 |
| S2 |
98.49 |
98.49 |
101.81 |
|
| S3 |
93.57 |
95.68 |
101.36 |
|
| S4 |
88.65 |
90.76 |
100.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.22 |
100.50 |
5.72 |
5.6% |
2.07 |
2.0% |
35% |
False |
False |
12,122 |
| 10 |
106.22 |
100.00 |
6.22 |
6.1% |
1.73 |
1.7% |
40% |
False |
False |
11,667 |
| 20 |
106.22 |
97.46 |
8.76 |
8.5% |
1.46 |
1.4% |
57% |
False |
False |
9,947 |
| 40 |
106.22 |
96.87 |
9.35 |
9.1% |
1.30 |
1.3% |
60% |
False |
False |
9,947 |
| 60 |
106.22 |
90.05 |
16.17 |
15.8% |
1.27 |
1.2% |
77% |
False |
False |
8,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.35 |
|
2.618 |
106.39 |
|
1.618 |
105.19 |
|
1.000 |
104.45 |
|
0.618 |
103.99 |
|
HIGH |
103.25 |
|
0.618 |
102.79 |
|
0.500 |
102.65 |
|
0.382 |
102.51 |
|
LOW |
102.05 |
|
0.618 |
101.31 |
|
1.000 |
100.85 |
|
1.618 |
100.11 |
|
2.618 |
98.91 |
|
4.250 |
96.95 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.65 |
102.32 |
| PP |
102.60 |
102.16 |
| S1 |
102.54 |
101.99 |
|