NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
104.71 |
103.87 |
-0.84 |
-0.8% |
103.32 |
| High |
104.77 |
105.08 |
0.31 |
0.3% |
107.94 |
| Low |
103.52 |
103.87 |
0.35 |
0.3% |
102.57 |
| Close |
103.92 |
104.79 |
0.87 |
0.8% |
104.17 |
| Range |
1.25 |
1.21 |
-0.04 |
-3.2% |
5.37 |
| ATR |
1.75 |
1.71 |
-0.04 |
-2.2% |
0.00 |
| Volume |
21,675 |
19,463 |
-2,212 |
-10.2% |
105,913 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.21 |
107.71 |
105.46 |
|
| R3 |
107.00 |
106.50 |
105.12 |
|
| R2 |
105.79 |
105.79 |
105.01 |
|
| R1 |
105.29 |
105.29 |
104.90 |
105.54 |
| PP |
104.58 |
104.58 |
104.58 |
104.71 |
| S1 |
104.08 |
104.08 |
104.68 |
104.33 |
| S2 |
103.37 |
103.37 |
104.57 |
|
| S3 |
102.16 |
102.87 |
104.46 |
|
| S4 |
100.95 |
101.66 |
104.12 |
|
|
| 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 |
106.12 |
101.00 |
5.12 |
4.9% |
2.08 |
2.0% |
74% |
False |
False |
20,775 |
| 10 |
107.94 |
101.00 |
6.94 |
6.6% |
1.98 |
1.9% |
55% |
False |
False |
21,875 |
| 20 |
107.94 |
98.55 |
9.39 |
9.0% |
1.67 |
1.6% |
66% |
False |
False |
22,110 |
| 40 |
107.94 |
98.36 |
9.58 |
9.1% |
1.52 |
1.5% |
67% |
False |
False |
20,418 |
| 60 |
107.94 |
90.40 |
17.54 |
16.7% |
1.49 |
1.4% |
82% |
False |
False |
18,539 |
| 80 |
107.94 |
90.35 |
17.59 |
16.8% |
1.48 |
1.4% |
82% |
False |
False |
15,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.22 |
|
2.618 |
108.25 |
|
1.618 |
107.04 |
|
1.000 |
106.29 |
|
0.618 |
105.83 |
|
HIGH |
105.08 |
|
0.618 |
104.62 |
|
0.500 |
104.48 |
|
0.382 |
104.33 |
|
LOW |
103.87 |
|
0.618 |
103.12 |
|
1.000 |
102.66 |
|
1.618 |
101.91 |
|
2.618 |
100.70 |
|
4.250 |
98.73 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.69 |
104.21 |
| PP |
104.58 |
103.62 |
| S1 |
104.48 |
103.04 |
|