NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
104.83 |
105.35 |
0.52 |
0.5% |
105.34 |
| High |
105.58 |
106.59 |
1.01 |
1.0% |
108.12 |
| Low |
104.18 |
104.91 |
0.73 |
0.7% |
102.22 |
| Close |
105.09 |
106.14 |
1.05 |
1.0% |
107.95 |
| Range |
1.40 |
1.68 |
0.28 |
20.0% |
5.90 |
| ATR |
1.93 |
1.91 |
-0.02 |
-0.9% |
0.00 |
| Volume |
82,264 |
70,173 |
-12,091 |
-14.7% |
275,149 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.92 |
110.21 |
107.06 |
|
| R3 |
109.24 |
108.53 |
106.60 |
|
| R2 |
107.56 |
107.56 |
106.45 |
|
| R1 |
106.85 |
106.85 |
106.29 |
107.21 |
| PP |
105.88 |
105.88 |
105.88 |
106.06 |
| S1 |
105.17 |
105.17 |
105.99 |
105.53 |
| S2 |
104.20 |
104.20 |
105.83 |
|
| S3 |
102.52 |
103.49 |
105.68 |
|
| S4 |
100.84 |
101.81 |
105.22 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.80 |
121.77 |
111.20 |
|
| R3 |
117.90 |
115.87 |
109.57 |
|
| R2 |
112.00 |
112.00 |
109.03 |
|
| R1 |
109.97 |
109.97 |
108.49 |
110.99 |
| PP |
106.10 |
106.10 |
106.10 |
106.60 |
| S1 |
104.07 |
104.07 |
107.41 |
105.09 |
| S2 |
100.20 |
100.20 |
106.87 |
|
| S3 |
94.30 |
98.17 |
106.33 |
|
| S4 |
88.40 |
92.27 |
104.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.12 |
104.09 |
4.03 |
3.8% |
1.81 |
1.7% |
51% |
False |
False |
73,663 |
| 10 |
108.12 |
102.22 |
5.90 |
5.6% |
2.03 |
1.9% |
66% |
False |
False |
75,941 |
| 20 |
109.70 |
102.13 |
7.57 |
7.1% |
1.89 |
1.8% |
53% |
False |
False |
75,766 |
| 40 |
109.70 |
99.65 |
10.05 |
9.5% |
1.77 |
1.7% |
65% |
False |
False |
70,187 |
| 60 |
109.70 |
91.05 |
18.65 |
17.6% |
1.76 |
1.7% |
81% |
False |
False |
76,488 |
| 80 |
109.70 |
90.69 |
19.01 |
17.9% |
1.75 |
1.6% |
81% |
False |
False |
73,079 |
| 100 |
109.70 |
87.49 |
22.21 |
20.9% |
1.78 |
1.7% |
84% |
False |
False |
69,914 |
| 120 |
109.70 |
85.52 |
24.18 |
22.8% |
1.79 |
1.7% |
85% |
False |
False |
67,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.73 |
|
2.618 |
110.99 |
|
1.618 |
109.31 |
|
1.000 |
108.27 |
|
0.618 |
107.63 |
|
HIGH |
106.59 |
|
0.618 |
105.95 |
|
0.500 |
105.75 |
|
0.382 |
105.55 |
|
LOW |
104.91 |
|
0.618 |
103.87 |
|
1.000 |
103.23 |
|
1.618 |
102.19 |
|
2.618 |
100.51 |
|
4.250 |
97.77 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.01 |
105.87 |
| PP |
105.88 |
105.61 |
| S1 |
105.75 |
105.34 |
|