NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
109.17 |
107.84 |
-1.33 |
-1.2% |
106.65 |
| High |
109.42 |
107.96 |
-1.46 |
-1.3% |
109.68 |
| Low |
107.70 |
105.57 |
-2.13 |
-2.0% |
103.74 |
| Close |
108.47 |
106.49 |
-1.98 |
-1.8% |
109.52 |
| Range |
1.72 |
2.39 |
0.67 |
39.0% |
5.94 |
| ATR |
2.01 |
2.08 |
0.06 |
3.1% |
0.00 |
| Volume |
108,587 |
103,952 |
-4,635 |
-4.3% |
288,155 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.84 |
112.56 |
107.80 |
|
| R3 |
111.45 |
110.17 |
107.15 |
|
| R2 |
109.06 |
109.06 |
106.93 |
|
| R1 |
107.78 |
107.78 |
106.71 |
107.23 |
| PP |
106.67 |
106.67 |
106.67 |
106.40 |
| S1 |
105.39 |
105.39 |
106.27 |
104.84 |
| S2 |
104.28 |
104.28 |
106.05 |
|
| S3 |
101.89 |
103.00 |
105.83 |
|
| S4 |
99.50 |
100.61 |
105.18 |
|
|
| 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 |
105.57 |
4.11 |
3.9% |
1.88 |
1.8% |
22% |
False |
True |
88,704 |
| 10 |
111.34 |
103.74 |
7.60 |
7.1% |
2.42 |
2.3% |
36% |
False |
False |
76,827 |
| 20 |
111.34 |
103.07 |
8.27 |
7.8% |
1.97 |
1.9% |
41% |
False |
False |
71,663 |
| 40 |
111.34 |
100.80 |
10.54 |
9.9% |
1.85 |
1.7% |
54% |
False |
False |
56,510 |
| 60 |
111.34 |
91.95 |
19.39 |
18.2% |
1.82 |
1.7% |
75% |
False |
False |
50,036 |
| 80 |
111.34 |
91.22 |
20.12 |
18.9% |
1.77 |
1.7% |
76% |
False |
False |
41,579 |
| 100 |
111.34 |
87.50 |
23.84 |
22.4% |
1.76 |
1.7% |
80% |
False |
False |
35,194 |
| 120 |
111.34 |
85.96 |
25.38 |
23.8% |
1.73 |
1.6% |
81% |
False |
False |
30,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.12 |
|
2.618 |
114.22 |
|
1.618 |
111.83 |
|
1.000 |
110.35 |
|
0.618 |
109.44 |
|
HIGH |
107.96 |
|
0.618 |
107.05 |
|
0.500 |
106.77 |
|
0.382 |
106.48 |
|
LOW |
105.57 |
|
0.618 |
104.09 |
|
1.000 |
103.18 |
|
1.618 |
101.70 |
|
2.618 |
99.31 |
|
4.250 |
95.41 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.77 |
107.63 |
| PP |
106.67 |
107.25 |
| S1 |
106.58 |
106.87 |
|