NYMEX Light Sweet Crude Oil Future February 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 |
102.30 |
102.48 |
0.18 |
0.2% |
102.30 |
| High |
103.48 |
103.41 |
-0.07 |
-0.1% |
106.22 |
| Low |
101.69 |
100.50 |
-1.19 |
-1.2% |
101.30 |
| Close |
102.71 |
103.32 |
0.61 |
0.6% |
102.71 |
| Range |
1.79 |
2.91 |
1.12 |
62.6% |
4.92 |
| ATR |
1.44 |
1.55 |
0.10 |
7.3% |
0.00 |
| Volume |
9,276 |
9,276 |
0 |
0.0% |
51,589 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.14 |
110.14 |
104.92 |
|
| R3 |
108.23 |
107.23 |
104.12 |
|
| R2 |
105.32 |
105.32 |
103.85 |
|
| R1 |
104.32 |
104.32 |
103.59 |
104.82 |
| PP |
102.41 |
102.41 |
102.41 |
102.66 |
| S1 |
101.41 |
101.41 |
103.05 |
101.91 |
| S2 |
99.50 |
99.50 |
102.79 |
|
| S3 |
96.59 |
98.50 |
102.52 |
|
| S4 |
93.68 |
95.59 |
101.72 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.17 |
115.36 |
105.42 |
|
| R3 |
113.25 |
110.44 |
104.06 |
|
| R2 |
108.33 |
108.33 |
103.61 |
|
| R1 |
105.52 |
105.52 |
103.16 |
106.93 |
| PP |
103.41 |
103.41 |
103.41 |
104.11 |
| S1 |
100.60 |
100.60 |
102.26 |
102.01 |
| S2 |
98.49 |
98.49 |
101.81 |
|
| S3 |
93.57 |
95.68 |
101.36 |
|
| S4 |
88.65 |
90.76 |
100.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.22 |
100.50 |
5.72 |
5.5% |
2.33 |
2.3% |
49% |
False |
True |
10,430 |
| 10 |
106.22 |
100.00 |
6.22 |
6.0% |
1.74 |
1.7% |
53% |
False |
False |
10,872 |
| 20 |
106.22 |
97.46 |
8.76 |
8.5% |
1.48 |
1.4% |
67% |
False |
False |
9,575 |
| 40 |
106.22 |
96.47 |
9.75 |
9.4% |
1.29 |
1.2% |
70% |
False |
False |
9,925 |
| 60 |
106.22 |
90.05 |
16.17 |
15.7% |
1.26 |
1.2% |
82% |
False |
False |
8,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.78 |
|
2.618 |
111.03 |
|
1.618 |
108.12 |
|
1.000 |
106.32 |
|
0.618 |
105.21 |
|
HIGH |
103.41 |
|
0.618 |
102.30 |
|
0.500 |
101.96 |
|
0.382 |
101.61 |
|
LOW |
100.50 |
|
0.618 |
98.70 |
|
1.000 |
97.59 |
|
1.618 |
95.79 |
|
2.618 |
92.88 |
|
4.250 |
88.13 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.87 |
103.05 |
| PP |
102.41 |
102.79 |
| S1 |
101.96 |
102.52 |
|