NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.25 |
102.60 |
-0.65 |
-0.6% |
102.30 |
| High |
103.25 |
103.56 |
0.31 |
0.3% |
106.22 |
| Low |
102.05 |
102.48 |
0.43 |
0.4% |
101.30 |
| Close |
102.49 |
103.29 |
0.80 |
0.8% |
102.71 |
| Range |
1.20 |
1.08 |
-0.12 |
-10.0% |
4.92 |
| ATR |
1.53 |
1.49 |
-0.03 |
-2.1% |
0.00 |
| Volume |
14,278 |
11,408 |
-2,870 |
-20.1% |
51,589 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.35 |
105.90 |
103.88 |
|
| R3 |
105.27 |
104.82 |
103.59 |
|
| R2 |
104.19 |
104.19 |
103.49 |
|
| R1 |
103.74 |
103.74 |
103.39 |
103.97 |
| PP |
103.11 |
103.11 |
103.11 |
103.22 |
| S1 |
102.66 |
102.66 |
103.19 |
102.89 |
| S2 |
102.03 |
102.03 |
103.09 |
|
| S3 |
100.95 |
101.58 |
102.99 |
|
| S4 |
99.87 |
100.50 |
102.70 |
|
|
| 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 |
104.54 |
100.50 |
4.04 |
3.9% |
1.81 |
1.8% |
69% |
False |
False |
11,207 |
| 10 |
106.22 |
100.05 |
6.17 |
6.0% |
1.73 |
1.7% |
53% |
False |
False |
11,580 |
| 20 |
106.22 |
97.46 |
8.76 |
8.5% |
1.46 |
1.4% |
67% |
False |
False |
10,238 |
| 40 |
106.22 |
97.05 |
9.17 |
8.9% |
1.31 |
1.3% |
68% |
False |
False |
9,921 |
| 60 |
106.22 |
90.05 |
16.17 |
15.7% |
1.26 |
1.2% |
82% |
False |
False |
8,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.15 |
|
2.618 |
106.39 |
|
1.618 |
105.31 |
|
1.000 |
104.64 |
|
0.618 |
104.23 |
|
HIGH |
103.56 |
|
0.618 |
103.15 |
|
0.500 |
103.02 |
|
0.382 |
102.89 |
|
LOW |
102.48 |
|
0.618 |
101.81 |
|
1.000 |
101.40 |
|
1.618 |
100.73 |
|
2.618 |
99.65 |
|
4.250 |
97.89 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.20 |
102.87 |
| PP |
103.11 |
102.45 |
| S1 |
103.02 |
102.03 |
|