NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
106.38 |
105.39 |
-0.99 |
-0.9% |
104.95 |
High |
106.46 |
106.64 |
0.18 |
0.2% |
109.70 |
Low |
105.05 |
105.33 |
0.28 |
0.3% |
103.87 |
Close |
105.39 |
106.33 |
0.94 |
0.9% |
105.71 |
Range |
1.41 |
1.31 |
-0.10 |
-7.1% |
5.83 |
ATR |
1.96 |
1.91 |
-0.05 |
-2.4% |
0.00 |
Volume |
85,361 |
66,402 |
-18,959 |
-22.2% |
392,205 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.03 |
109.49 |
107.05 |
|
R3 |
108.72 |
108.18 |
106.69 |
|
R2 |
107.41 |
107.41 |
106.57 |
|
R1 |
106.87 |
106.87 |
106.45 |
107.14 |
PP |
106.10 |
106.10 |
106.10 |
106.24 |
S1 |
105.56 |
105.56 |
106.21 |
105.83 |
S2 |
104.79 |
104.79 |
106.09 |
|
S3 |
103.48 |
104.25 |
105.97 |
|
S4 |
102.17 |
102.94 |
105.61 |
|
|
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 |
107.79 |
102.22 |
5.57 |
5.2% |
2.25 |
2.1% |
74% |
False |
False |
78,218 |
10 |
109.70 |
102.13 |
7.57 |
7.1% |
2.20 |
2.1% |
55% |
False |
False |
77,603 |
20 |
109.70 |
99.65 |
10.05 |
9.5% |
1.86 |
1.7% |
66% |
False |
False |
73,248 |
40 |
109.70 |
99.65 |
10.05 |
9.5% |
1.72 |
1.6% |
66% |
False |
False |
72,845 |
60 |
109.70 |
91.05 |
18.65 |
17.5% |
1.74 |
1.6% |
82% |
False |
False |
75,483 |
80 |
109.70 |
90.69 |
19.01 |
17.9% |
1.75 |
1.6% |
82% |
False |
False |
71,775 |
100 |
109.70 |
85.52 |
24.18 |
22.7% |
1.80 |
1.7% |
86% |
False |
False |
69,574 |
120 |
109.70 |
85.52 |
24.18 |
22.7% |
1.77 |
1.7% |
86% |
False |
False |
66,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.21 |
2.618 |
110.07 |
1.618 |
108.76 |
1.000 |
107.95 |
0.618 |
107.45 |
HIGH |
106.64 |
0.618 |
106.14 |
0.500 |
105.99 |
0.382 |
105.83 |
LOW |
105.33 |
0.618 |
104.52 |
1.000 |
104.02 |
1.618 |
103.21 |
2.618 |
101.90 |
4.250 |
99.76 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
106.22 |
105.71 |
PP |
106.10 |
105.08 |
S1 |
105.99 |
104.46 |
|