NYMEX Light Sweet Crude Oil Future October 2013
| 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 |
110.28 |
108.92 |
-1.36 |
-1.2% |
107.07 |
| High |
110.46 |
108.95 |
-1.51 |
-1.4% |
110.70 |
| Low |
108.76 |
106.39 |
-2.37 |
-2.2% |
104.21 |
| Close |
109.52 |
107.39 |
-2.13 |
-1.9% |
110.53 |
| Range |
1.70 |
2.56 |
0.86 |
50.6% |
6.49 |
| ATR |
2.18 |
2.25 |
0.07 |
3.1% |
0.00 |
| Volume |
266,915 |
325,314 |
58,399 |
21.9% |
967,150 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.26 |
113.88 |
108.80 |
|
| R3 |
112.70 |
111.32 |
108.09 |
|
| R2 |
110.14 |
110.14 |
107.86 |
|
| R1 |
108.76 |
108.76 |
107.62 |
108.17 |
| PP |
107.58 |
107.58 |
107.58 |
107.28 |
| S1 |
106.20 |
106.20 |
107.16 |
105.61 |
| S2 |
105.02 |
105.02 |
106.92 |
|
| S3 |
102.46 |
103.64 |
106.69 |
|
| S4 |
99.90 |
101.08 |
105.98 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.95 |
125.73 |
114.10 |
|
| R3 |
121.46 |
119.24 |
112.31 |
|
| R2 |
114.97 |
114.97 |
111.72 |
|
| R1 |
112.75 |
112.75 |
111.12 |
113.86 |
| PP |
108.48 |
108.48 |
108.48 |
109.04 |
| S1 |
106.26 |
106.26 |
109.94 |
107.37 |
| S2 |
101.99 |
101.99 |
109.34 |
|
| S3 |
95.50 |
99.77 |
108.75 |
|
| S4 |
89.01 |
93.28 |
106.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.70 |
106.39 |
4.31 |
4.0% |
2.02 |
1.9% |
23% |
False |
True |
254,272 |
| 10 |
112.24 |
104.21 |
8.03 |
7.5% |
2.56 |
2.4% |
40% |
False |
False |
267,591 |
| 20 |
112.24 |
103.53 |
8.71 |
8.1% |
2.15 |
2.0% |
44% |
False |
False |
239,155 |
| 40 |
112.24 |
101.82 |
10.42 |
9.7% |
2.03 |
1.9% |
53% |
False |
False |
158,938 |
| 60 |
112.24 |
92.24 |
20.00 |
18.6% |
2.00 |
1.9% |
76% |
False |
False |
127,028 |
| 80 |
112.24 |
91.54 |
20.70 |
19.3% |
1.93 |
1.8% |
77% |
False |
False |
101,149 |
| 100 |
112.24 |
87.85 |
24.39 |
22.7% |
1.90 |
1.8% |
80% |
False |
False |
84,240 |
| 120 |
112.24 |
86.47 |
25.77 |
24.0% |
1.87 |
1.7% |
81% |
False |
False |
71,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.83 |
|
2.618 |
115.65 |
|
1.618 |
113.09 |
|
1.000 |
111.51 |
|
0.618 |
110.53 |
|
HIGH |
108.95 |
|
0.618 |
107.97 |
|
0.500 |
107.67 |
|
0.382 |
107.37 |
|
LOW |
106.39 |
|
0.618 |
104.81 |
|
1.000 |
103.83 |
|
1.618 |
102.25 |
|
2.618 |
99.69 |
|
4.250 |
95.51 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.67 |
108.55 |
| PP |
107.58 |
108.16 |
| S1 |
107.48 |
107.78 |
|