NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
104.34 |
103.64 |
-0.70 |
-0.7% |
103.32 |
| High |
105.10 |
104.99 |
-0.11 |
-0.1% |
107.94 |
| Low |
103.22 |
101.00 |
-2.22 |
-2.2% |
102.57 |
| Close |
104.17 |
104.83 |
0.66 |
0.6% |
104.17 |
| Range |
1.88 |
3.99 |
2.11 |
112.2% |
5.37 |
| ATR |
1.61 |
1.78 |
0.17 |
10.5% |
0.00 |
| Volume |
18,255 |
18,255 |
0 |
0.0% |
105,913 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.58 |
114.19 |
107.02 |
|
| R3 |
111.59 |
110.20 |
105.93 |
|
| R2 |
107.60 |
107.60 |
105.56 |
|
| R1 |
106.21 |
106.21 |
105.20 |
106.91 |
| PP |
103.61 |
103.61 |
103.61 |
103.95 |
| S1 |
102.22 |
102.22 |
104.46 |
102.92 |
| S2 |
99.62 |
99.62 |
104.10 |
|
| S3 |
95.63 |
98.23 |
103.73 |
|
| S4 |
91.64 |
94.24 |
102.64 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.00 |
117.96 |
107.12 |
|
| R3 |
115.63 |
112.59 |
105.65 |
|
| R2 |
110.26 |
110.26 |
105.15 |
|
| R1 |
107.22 |
107.22 |
104.66 |
108.74 |
| PP |
104.89 |
104.89 |
104.89 |
105.66 |
| S1 |
101.85 |
101.85 |
103.68 |
103.37 |
| S2 |
99.52 |
99.52 |
103.19 |
|
| S3 |
94.15 |
96.48 |
102.69 |
|
| S4 |
88.78 |
91.11 |
101.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.94 |
101.00 |
6.94 |
6.6% |
2.68 |
2.6% |
55% |
False |
True |
21,264 |
| 10 |
107.94 |
101.00 |
6.94 |
6.6% |
2.04 |
1.9% |
55% |
False |
True |
22,693 |
| 20 |
107.94 |
98.55 |
9.39 |
9.0% |
1.68 |
1.6% |
67% |
False |
False |
21,376 |
| 40 |
107.94 |
97.47 |
10.47 |
10.0% |
1.51 |
1.4% |
70% |
False |
False |
20,609 |
| 60 |
107.94 |
90.40 |
17.54 |
16.7% |
1.48 |
1.4% |
82% |
False |
False |
18,169 |
| 80 |
107.94 |
90.35 |
17.59 |
16.8% |
1.49 |
1.4% |
82% |
False |
False |
15,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.95 |
|
2.618 |
115.44 |
|
1.618 |
111.45 |
|
1.000 |
108.98 |
|
0.618 |
107.46 |
|
HIGH |
104.99 |
|
0.618 |
103.47 |
|
0.500 |
103.00 |
|
0.382 |
102.52 |
|
LOW |
101.00 |
|
0.618 |
98.53 |
|
1.000 |
97.01 |
|
1.618 |
94.54 |
|
2.618 |
90.55 |
|
4.250 |
84.04 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.22 |
104.41 |
| PP |
103.61 |
103.98 |
| S1 |
103.00 |
103.56 |
|