NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
105.99 |
105.34 |
-0.65 |
-0.6% |
104.95 |
| High |
106.71 |
106.70 |
-0.01 |
0.0% |
109.70 |
| Low |
104.79 |
102.22 |
-2.57 |
-2.5% |
103.87 |
| Close |
105.71 |
106.42 |
0.71 |
0.7% |
105.71 |
| Range |
1.92 |
4.48 |
2.56 |
133.3% |
5.83 |
| ATR |
1.81 |
2.00 |
0.19 |
10.6% |
0.00 |
| Volume |
72,128 |
72,128 |
0 |
0.0% |
392,205 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.55 |
116.97 |
108.88 |
|
| R3 |
114.07 |
112.49 |
107.65 |
|
| R2 |
109.59 |
109.59 |
107.24 |
|
| R1 |
108.01 |
108.01 |
106.83 |
108.80 |
| PP |
105.11 |
105.11 |
105.11 |
105.51 |
| S1 |
103.53 |
103.53 |
106.01 |
104.32 |
| S2 |
100.63 |
100.63 |
105.60 |
|
| S3 |
96.15 |
99.05 |
105.19 |
|
| S4 |
91.67 |
94.57 |
103.96 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.92 |
120.64 |
108.92 |
|
| R3 |
118.09 |
114.81 |
107.31 |
|
| R2 |
112.26 |
112.26 |
106.78 |
|
| R1 |
108.98 |
108.98 |
106.24 |
110.62 |
| PP |
106.43 |
106.43 |
106.43 |
107.25 |
| S1 |
103.15 |
103.15 |
105.18 |
104.79 |
| S2 |
100.60 |
100.60 |
104.64 |
|
| S3 |
94.77 |
97.32 |
104.11 |
|
| S4 |
88.94 |
91.49 |
102.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.70 |
102.22 |
7.48 |
7.0% |
2.88 |
2.7% |
56% |
False |
True |
78,032 |
| 10 |
109.70 |
102.13 |
7.57 |
7.1% |
2.26 |
2.1% |
57% |
False |
False |
79,546 |
| 20 |
109.70 |
99.65 |
10.05 |
9.4% |
1.88 |
1.8% |
67% |
False |
False |
70,585 |
| 40 |
109.70 |
98.69 |
11.01 |
10.3% |
1.72 |
1.6% |
70% |
False |
False |
73,574 |
| 60 |
109.70 |
91.05 |
18.65 |
17.5% |
1.74 |
1.6% |
82% |
False |
False |
75,796 |
| 80 |
109.70 |
90.69 |
19.01 |
17.9% |
1.77 |
1.7% |
83% |
False |
False |
71,527 |
| 100 |
109.70 |
85.52 |
24.18 |
22.7% |
1.83 |
1.7% |
86% |
False |
False |
69,306 |
| 120 |
109.70 |
85.52 |
24.18 |
22.7% |
1.77 |
1.7% |
86% |
False |
False |
65,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.74 |
|
2.618 |
118.43 |
|
1.618 |
113.95 |
|
1.000 |
111.18 |
|
0.618 |
109.47 |
|
HIGH |
106.70 |
|
0.618 |
104.99 |
|
0.500 |
104.46 |
|
0.382 |
103.93 |
|
LOW |
102.22 |
|
0.618 |
99.45 |
|
1.000 |
97.74 |
|
1.618 |
94.97 |
|
2.618 |
90.49 |
|
4.250 |
83.18 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.77 |
105.95 |
| PP |
105.11 |
105.48 |
| S1 |
104.46 |
105.01 |
|