NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.36 |
107.77 |
0.41 |
0.4% |
107.07 |
| High |
108.09 |
109.16 |
1.07 |
1.0% |
110.70 |
| Low |
106.53 |
107.30 |
0.77 |
0.7% |
104.21 |
| Close |
107.56 |
108.60 |
1.04 |
1.0% |
110.53 |
| Range |
1.56 |
1.86 |
0.30 |
19.2% |
6.49 |
| ATR |
2.20 |
2.18 |
-0.02 |
-1.1% |
0.00 |
| Volume |
238,235 |
249,780 |
11,545 |
4.8% |
967,150 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.93 |
113.13 |
109.62 |
|
| R3 |
112.07 |
111.27 |
109.11 |
|
| R2 |
110.21 |
110.21 |
108.94 |
|
| R1 |
109.41 |
109.41 |
108.77 |
109.81 |
| PP |
108.35 |
108.35 |
108.35 |
108.56 |
| S1 |
107.55 |
107.55 |
108.43 |
107.95 |
| S2 |
106.49 |
106.49 |
108.26 |
|
| S3 |
104.63 |
105.69 |
108.09 |
|
| S4 |
102.77 |
103.83 |
107.58 |
|
|
| 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% |
2.05 |
1.9% |
51% |
False |
False |
270,022 |
| 10 |
110.70 |
104.21 |
6.49 |
6.0% |
2.25 |
2.1% |
68% |
False |
False |
253,182 |
| 20 |
112.24 |
103.53 |
8.71 |
8.0% |
2.17 |
2.0% |
58% |
False |
False |
249,287 |
| 40 |
112.24 |
101.82 |
10.42 |
9.6% |
2.05 |
1.9% |
65% |
False |
False |
169,169 |
| 60 |
112.24 |
92.24 |
20.00 |
18.4% |
2.02 |
1.9% |
82% |
False |
False |
134,012 |
| 80 |
112.24 |
91.54 |
20.70 |
19.1% |
1.94 |
1.8% |
82% |
False |
False |
106,805 |
| 100 |
112.24 |
88.13 |
24.11 |
22.2% |
1.92 |
1.8% |
85% |
False |
False |
88,950 |
| 120 |
112.24 |
86.47 |
25.77 |
23.7% |
1.88 |
1.7% |
86% |
False |
False |
75,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.07 |
|
2.618 |
114.03 |
|
1.618 |
112.17 |
|
1.000 |
111.02 |
|
0.618 |
110.31 |
|
HIGH |
109.16 |
|
0.618 |
108.45 |
|
0.500 |
108.23 |
|
0.382 |
108.01 |
|
LOW |
107.30 |
|
0.618 |
106.15 |
|
1.000 |
105.44 |
|
1.618 |
104.29 |
|
2.618 |
102.43 |
|
4.250 |
99.40 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.48 |
108.33 |
| PP |
108.35 |
108.05 |
| S1 |
108.23 |
107.78 |
|