NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
107.84 |
106.40 |
-1.44 |
-1.3% |
106.65 |
| High |
107.96 |
107.13 |
-0.83 |
-0.8% |
109.68 |
| Low |
105.57 |
105.63 |
0.06 |
0.1% |
103.74 |
| Close |
106.49 |
106.64 |
0.15 |
0.1% |
109.52 |
| Range |
2.39 |
1.50 |
-0.89 |
-37.2% |
5.94 |
| ATR |
2.08 |
2.04 |
-0.04 |
-2.0% |
0.00 |
| Volume |
103,952 |
109,403 |
5,451 |
5.2% |
288,155 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.97 |
110.30 |
107.47 |
|
| R3 |
109.47 |
108.80 |
107.05 |
|
| R2 |
107.97 |
107.97 |
106.92 |
|
| R1 |
107.30 |
107.30 |
106.78 |
107.64 |
| PP |
106.47 |
106.47 |
106.47 |
106.63 |
| S1 |
105.80 |
105.80 |
106.50 |
106.14 |
| S2 |
104.97 |
104.97 |
106.37 |
|
| S3 |
103.47 |
104.30 |
106.23 |
|
| S4 |
101.97 |
102.80 |
105.82 |
|
|
| 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% |
1.84 |
1.7% |
26% |
False |
False |
92,838 |
| 10 |
111.34 |
103.74 |
7.60 |
7.1% |
2.23 |
2.1% |
38% |
False |
False |
83,817 |
| 20 |
111.34 |
103.07 |
8.27 |
7.8% |
1.98 |
1.9% |
43% |
False |
False |
74,534 |
| 40 |
111.34 |
100.80 |
10.54 |
9.9% |
1.86 |
1.7% |
55% |
False |
False |
58,656 |
| 60 |
111.34 |
91.95 |
19.39 |
18.2% |
1.82 |
1.7% |
76% |
False |
False |
51,441 |
| 80 |
111.34 |
91.22 |
20.12 |
18.9% |
1.78 |
1.7% |
77% |
False |
False |
42,822 |
| 100 |
111.34 |
87.54 |
23.80 |
22.3% |
1.77 |
1.7% |
80% |
False |
False |
36,216 |
| 120 |
111.34 |
85.96 |
25.38 |
23.8% |
1.73 |
1.6% |
81% |
False |
False |
31,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.51 |
|
2.618 |
111.06 |
|
1.618 |
109.56 |
|
1.000 |
108.63 |
|
0.618 |
108.06 |
|
HIGH |
107.13 |
|
0.618 |
106.56 |
|
0.500 |
106.38 |
|
0.382 |
106.20 |
|
LOW |
105.63 |
|
0.618 |
104.70 |
|
1.000 |
104.13 |
|
1.618 |
103.20 |
|
2.618 |
101.70 |
|
4.250 |
99.26 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.55 |
107.50 |
| PP |
106.47 |
107.21 |
| S1 |
106.38 |
106.93 |
|