NYMEX Light Sweet Crude Oil Future February 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 |
103.40 |
103.90 |
0.50 |
0.5% |
102.48 |
| High |
104.67 |
104.39 |
-0.28 |
-0.3% |
104.67 |
| Low |
103.13 |
102.98 |
-0.15 |
-0.1% |
100.50 |
| Close |
104.61 |
103.62 |
-0.99 |
-0.9% |
104.61 |
| Range |
1.54 |
1.41 |
-0.13 |
-8.4% |
4.17 |
| ATR |
1.50 |
1.51 |
0.01 |
0.6% |
0.00 |
| Volume |
8,129 |
11,398 |
3,269 |
40.2% |
43,091 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.89 |
107.17 |
104.40 |
|
| R3 |
106.48 |
105.76 |
104.01 |
|
| R2 |
105.07 |
105.07 |
103.88 |
|
| R1 |
104.35 |
104.35 |
103.75 |
104.01 |
| PP |
103.66 |
103.66 |
103.66 |
103.49 |
| S1 |
102.94 |
102.94 |
103.49 |
102.60 |
| S2 |
102.25 |
102.25 |
103.36 |
|
| S3 |
100.84 |
101.53 |
103.23 |
|
| S4 |
99.43 |
100.12 |
102.84 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.77 |
114.36 |
106.90 |
|
| R3 |
111.60 |
110.19 |
105.76 |
|
| R2 |
107.43 |
107.43 |
105.37 |
|
| R1 |
106.02 |
106.02 |
104.99 |
106.73 |
| PP |
103.26 |
103.26 |
103.26 |
103.61 |
| S1 |
101.85 |
101.85 |
104.23 |
102.56 |
| S2 |
99.09 |
99.09 |
103.85 |
|
| S3 |
94.92 |
97.68 |
103.46 |
|
| S4 |
90.75 |
93.51 |
102.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.67 |
100.50 |
4.17 |
4.0% |
1.63 |
1.6% |
75% |
False |
False |
10,897 |
| 10 |
106.22 |
100.50 |
5.72 |
5.5% |
1.79 |
1.7% |
55% |
False |
False |
10,607 |
| 20 |
106.22 |
99.01 |
7.21 |
7.0% |
1.43 |
1.4% |
64% |
False |
False |
10,221 |
| 40 |
106.22 |
97.46 |
8.76 |
8.5% |
1.33 |
1.3% |
70% |
False |
False |
9,420 |
| 60 |
106.22 |
90.05 |
16.17 |
15.6% |
1.27 |
1.2% |
84% |
False |
False |
8,843 |
| 80 |
106.22 |
90.05 |
16.17 |
15.6% |
1.28 |
1.2% |
84% |
False |
False |
7,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.38 |
|
2.618 |
108.08 |
|
1.618 |
106.67 |
|
1.000 |
105.80 |
|
0.618 |
105.26 |
|
HIGH |
104.39 |
|
0.618 |
103.85 |
|
0.500 |
103.69 |
|
0.382 |
103.52 |
|
LOW |
102.98 |
|
0.618 |
102.11 |
|
1.000 |
101.57 |
|
1.618 |
100.70 |
|
2.618 |
99.29 |
|
4.250 |
96.99 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.69 |
103.61 |
| PP |
103.66 |
103.59 |
| S1 |
103.64 |
103.58 |
|