NYMEX Light Sweet Crude Oil Future November 2013
| 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 |
107.78 |
106.77 |
-1.01 |
-0.9% |
106.12 |
| High |
107.89 |
107.89 |
0.00 |
0.0% |
111.34 |
| Low |
106.22 |
106.52 |
0.30 |
0.3% |
105.01 |
| Close |
106.59 |
107.67 |
1.08 |
1.0% |
107.08 |
| Range |
1.67 |
1.37 |
-0.30 |
-18.0% |
6.33 |
| ATR |
2.06 |
2.01 |
-0.05 |
-2.4% |
0.00 |
| Volume |
88,732 |
82,734 |
-5,998 |
-6.8% |
346,095 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.47 |
110.94 |
108.42 |
|
| R3 |
110.10 |
109.57 |
108.05 |
|
| R2 |
108.73 |
108.73 |
107.92 |
|
| R1 |
108.20 |
108.20 |
107.80 |
108.47 |
| PP |
107.36 |
107.36 |
107.36 |
107.49 |
| S1 |
106.83 |
106.83 |
107.54 |
107.10 |
| S2 |
105.99 |
105.99 |
107.42 |
|
| S3 |
104.62 |
105.46 |
107.29 |
|
| S4 |
103.25 |
104.09 |
106.92 |
|
|
| 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 |
109.33 |
103.74 |
5.59 |
5.2% |
2.32 |
2.2% |
70% |
False |
False |
73,412 |
| 10 |
111.34 |
103.07 |
8.27 |
7.7% |
2.32 |
2.2% |
56% |
False |
False |
71,365 |
| 20 |
111.34 |
100.80 |
10.54 |
9.8% |
1.96 |
1.8% |
65% |
False |
False |
67,534 |
| 40 |
111.34 |
100.80 |
10.54 |
9.8% |
1.82 |
1.7% |
65% |
False |
False |
53,190 |
| 60 |
111.34 |
91.95 |
19.39 |
18.0% |
1.79 |
1.7% |
81% |
False |
False |
46,272 |
| 80 |
111.34 |
91.22 |
20.12 |
18.7% |
1.76 |
1.6% |
82% |
False |
False |
38,522 |
| 100 |
111.34 |
85.96 |
25.38 |
23.6% |
1.77 |
1.6% |
86% |
False |
False |
32,758 |
| 120 |
111.34 |
85.96 |
25.38 |
23.6% |
1.71 |
1.6% |
86% |
False |
False |
28,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.71 |
|
2.618 |
111.48 |
|
1.618 |
110.11 |
|
1.000 |
109.26 |
|
0.618 |
108.74 |
|
HIGH |
107.89 |
|
0.618 |
107.37 |
|
0.500 |
107.21 |
|
0.382 |
107.04 |
|
LOW |
106.52 |
|
0.618 |
105.67 |
|
1.000 |
105.15 |
|
1.618 |
104.30 |
|
2.618 |
102.93 |
|
4.250 |
100.70 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.52 |
107.09 |
| PP |
107.36 |
106.51 |
| S1 |
107.21 |
105.94 |
|