NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
106.77 |
107.86 |
1.09 |
1.0% |
106.65 |
| High |
107.89 |
109.68 |
1.79 |
1.7% |
109.68 |
| Low |
106.52 |
107.45 |
0.93 |
0.9% |
103.74 |
| Close |
107.67 |
109.52 |
1.85 |
1.7% |
109.52 |
| Range |
1.37 |
2.23 |
0.86 |
62.8% |
5.94 |
| ATR |
2.01 |
2.03 |
0.02 |
0.8% |
0.00 |
| Volume |
82,734 |
59,516 |
-23,218 |
-28.1% |
288,155 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.57 |
114.78 |
110.75 |
|
| R3 |
113.34 |
112.55 |
110.13 |
|
| R2 |
111.11 |
111.11 |
109.93 |
|
| R1 |
110.32 |
110.32 |
109.72 |
110.72 |
| PP |
108.88 |
108.88 |
108.88 |
109.08 |
| S1 |
108.09 |
108.09 |
109.32 |
108.49 |
| S2 |
106.65 |
106.65 |
109.11 |
|
| S3 |
104.42 |
105.86 |
108.91 |
|
| S4 |
102.19 |
103.63 |
108.29 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.47 |
123.43 |
112.79 |
|
| R3 |
119.53 |
117.49 |
111.15 |
|
| R2 |
113.59 |
113.59 |
110.61 |
|
| R1 |
111.55 |
111.55 |
110.06 |
112.57 |
| PP |
107.65 |
107.65 |
107.65 |
108.16 |
| S1 |
105.61 |
105.61 |
108.98 |
106.63 |
| S2 |
101.71 |
101.71 |
108.43 |
|
| S3 |
95.77 |
99.67 |
107.89 |
|
| S4 |
89.83 |
93.73 |
106.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.68 |
103.74 |
5.94 |
5.4% |
2.32 |
2.1% |
97% |
True |
False |
69,065 |
| 10 |
111.34 |
103.68 |
7.66 |
7.0% |
2.40 |
2.2% |
76% |
False |
False |
69,762 |
| 20 |
111.34 |
101.83 |
9.51 |
8.7% |
1.95 |
1.8% |
81% |
False |
False |
67,550 |
| 40 |
111.34 |
100.80 |
10.54 |
9.6% |
1.83 |
1.7% |
83% |
False |
False |
53,188 |
| 60 |
111.34 |
91.95 |
19.39 |
17.7% |
1.80 |
1.6% |
91% |
False |
False |
47,007 |
| 80 |
111.34 |
91.22 |
20.12 |
18.4% |
1.77 |
1.6% |
91% |
False |
False |
39,158 |
| 100 |
111.34 |
85.96 |
25.38 |
23.2% |
1.77 |
1.6% |
93% |
False |
False |
33,240 |
| 120 |
111.34 |
85.96 |
25.38 |
23.2% |
1.71 |
1.6% |
93% |
False |
False |
28,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.16 |
|
2.618 |
115.52 |
|
1.618 |
113.29 |
|
1.000 |
111.91 |
|
0.618 |
111.06 |
|
HIGH |
109.68 |
|
0.618 |
108.83 |
|
0.500 |
108.57 |
|
0.382 |
108.30 |
|
LOW |
107.45 |
|
0.618 |
106.07 |
|
1.000 |
105.22 |
|
1.618 |
103.84 |
|
2.618 |
101.61 |
|
4.250 |
97.97 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
109.20 |
109.00 |
| PP |
108.88 |
108.47 |
| S1 |
108.57 |
107.95 |
|