NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.86 |
109.17 |
1.31 |
1.2% |
106.65 |
| High |
109.68 |
109.42 |
-0.26 |
-0.2% |
109.68 |
| Low |
107.45 |
107.70 |
0.25 |
0.2% |
103.74 |
| Close |
109.52 |
108.47 |
-1.05 |
-1.0% |
109.52 |
| Range |
2.23 |
1.72 |
-0.51 |
-22.9% |
5.94 |
| ATR |
2.03 |
2.01 |
-0.01 |
-0.7% |
0.00 |
| Volume |
59,516 |
108,587 |
49,071 |
82.5% |
288,155 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.69 |
112.80 |
109.42 |
|
| R3 |
111.97 |
111.08 |
108.94 |
|
| R2 |
110.25 |
110.25 |
108.79 |
|
| R1 |
109.36 |
109.36 |
108.63 |
108.95 |
| PP |
108.53 |
108.53 |
108.53 |
108.32 |
| S1 |
107.64 |
107.64 |
108.31 |
107.23 |
| S2 |
106.81 |
106.81 |
108.15 |
|
| S3 |
105.09 |
105.92 |
108.00 |
|
| S4 |
103.37 |
104.20 |
107.52 |
|
|
| 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 |
5.5% |
2.28 |
2.1% |
80% |
False |
False |
79,348 |
| 10 |
111.34 |
103.74 |
7.60 |
7.0% |
2.34 |
2.2% |
62% |
False |
False |
74,283 |
| 20 |
111.34 |
103.00 |
8.34 |
7.7% |
1.93 |
1.8% |
66% |
False |
False |
69,974 |
| 40 |
111.34 |
100.80 |
10.54 |
9.7% |
1.83 |
1.7% |
73% |
False |
False |
54,763 |
| 60 |
111.34 |
91.95 |
19.39 |
17.9% |
1.80 |
1.7% |
85% |
False |
False |
48,594 |
| 80 |
111.34 |
91.22 |
20.12 |
18.5% |
1.77 |
1.6% |
86% |
False |
False |
40,406 |
| 100 |
111.34 |
85.96 |
25.38 |
23.4% |
1.76 |
1.6% |
89% |
False |
False |
34,231 |
| 120 |
111.34 |
85.96 |
25.38 |
23.4% |
1.71 |
1.6% |
89% |
False |
False |
29,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.73 |
|
2.618 |
113.92 |
|
1.618 |
112.20 |
|
1.000 |
111.14 |
|
0.618 |
110.48 |
|
HIGH |
109.42 |
|
0.618 |
108.76 |
|
0.500 |
108.56 |
|
0.382 |
108.36 |
|
LOW |
107.70 |
|
0.618 |
106.64 |
|
1.000 |
105.98 |
|
1.618 |
104.92 |
|
2.618 |
103.20 |
|
4.250 |
100.39 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.56 |
108.35 |
| PP |
108.53 |
108.22 |
| S1 |
108.50 |
108.10 |
|