NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.43 |
106.65 |
-0.78 |
-0.7% |
106.12 |
| High |
108.14 |
108.13 |
-0.01 |
0.0% |
111.34 |
| Low |
106.20 |
103.74 |
-2.46 |
-2.3% |
105.01 |
| Close |
107.08 |
107.85 |
0.77 |
0.7% |
107.08 |
| Range |
1.94 |
4.39 |
2.45 |
126.3% |
6.33 |
| ATR |
1.92 |
2.09 |
0.18 |
9.2% |
0.00 |
| Volume |
57,173 |
57,173 |
0 |
0.0% |
346,095 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.74 |
118.19 |
110.26 |
|
| R3 |
115.35 |
113.80 |
109.06 |
|
| R2 |
110.96 |
110.96 |
108.65 |
|
| R1 |
109.41 |
109.41 |
108.25 |
110.19 |
| PP |
106.57 |
106.57 |
106.57 |
106.96 |
| S1 |
105.02 |
105.02 |
107.45 |
105.80 |
| S2 |
102.18 |
102.18 |
107.05 |
|
| S3 |
97.79 |
100.63 |
106.64 |
|
| S4 |
93.40 |
96.24 |
105.44 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.80 |
123.27 |
110.56 |
|
| R3 |
120.47 |
116.94 |
108.82 |
|
| R2 |
114.14 |
114.14 |
108.24 |
|
| R1 |
110.61 |
110.61 |
107.66 |
112.38 |
| PP |
107.81 |
107.81 |
107.81 |
108.69 |
| S1 |
104.28 |
104.28 |
106.50 |
106.05 |
| S2 |
101.48 |
101.48 |
105.92 |
|
| S3 |
95.15 |
97.95 |
105.34 |
|
| S4 |
88.82 |
91.62 |
103.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.34 |
103.74 |
7.60 |
7.0% |
2.96 |
2.7% |
54% |
False |
True |
64,950 |
| 10 |
111.34 |
103.07 |
8.27 |
7.7% |
2.39 |
2.2% |
58% |
False |
False |
69,711 |
| 20 |
111.34 |
100.80 |
10.54 |
9.8% |
1.97 |
1.8% |
67% |
False |
False |
62,165 |
| 40 |
111.34 |
100.00 |
11.34 |
10.5% |
1.82 |
1.7% |
69% |
False |
False |
51,302 |
| 60 |
111.34 |
91.95 |
19.39 |
18.0% |
1.78 |
1.6% |
82% |
False |
False |
44,284 |
| 80 |
111.34 |
91.22 |
20.12 |
18.7% |
1.77 |
1.6% |
83% |
False |
False |
36,676 |
| 100 |
111.34 |
85.96 |
25.38 |
23.5% |
1.79 |
1.7% |
86% |
False |
False |
31,265 |
| 120 |
111.34 |
85.96 |
25.38 |
23.5% |
1.69 |
1.6% |
86% |
False |
False |
26,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.79 |
|
2.618 |
119.62 |
|
1.618 |
115.23 |
|
1.000 |
112.52 |
|
0.618 |
110.84 |
|
HIGH |
108.13 |
|
0.618 |
106.45 |
|
0.500 |
105.94 |
|
0.382 |
105.42 |
|
LOW |
103.74 |
|
0.618 |
101.03 |
|
1.000 |
99.35 |
|
1.618 |
96.64 |
|
2.618 |
92.25 |
|
4.250 |
85.08 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.21 |
107.41 |
| PP |
106.57 |
106.97 |
| S1 |
105.94 |
106.54 |
|