NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
102.60 |
103.40 |
0.80 |
0.8% |
102.48 |
| High |
103.56 |
104.67 |
1.11 |
1.1% |
104.67 |
| Low |
102.48 |
103.13 |
0.65 |
0.6% |
100.50 |
| Close |
103.29 |
104.61 |
1.32 |
1.3% |
104.61 |
| Range |
1.08 |
1.54 |
0.46 |
42.6% |
4.17 |
| ATR |
1.49 |
1.50 |
0.00 |
0.2% |
0.00 |
| Volume |
11,408 |
8,129 |
-3,279 |
-28.7% |
43,091 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.76 |
108.22 |
105.46 |
|
| R3 |
107.22 |
106.68 |
105.03 |
|
| R2 |
105.68 |
105.68 |
104.89 |
|
| R1 |
105.14 |
105.14 |
104.75 |
105.41 |
| PP |
104.14 |
104.14 |
104.14 |
104.27 |
| S1 |
103.60 |
103.60 |
104.47 |
103.87 |
| S2 |
102.60 |
102.60 |
104.33 |
|
| S3 |
101.06 |
102.06 |
104.19 |
|
| S4 |
99.52 |
100.52 |
103.76 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.77 |
114.36 |
106.90 |
|
| R3 |
111.60 |
110.19 |
105.76 |
|
| R2 |
107.43 |
107.43 |
105.37 |
|
| R1 |
106.02 |
106.02 |
104.99 |
106.73 |
| PP |
103.26 |
103.26 |
103.26 |
103.61 |
| S1 |
101.85 |
101.85 |
104.23 |
102.56 |
| S2 |
99.09 |
99.09 |
103.85 |
|
| S3 |
94.92 |
97.68 |
103.46 |
|
| S4 |
90.75 |
93.51 |
102.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.67 |
100.50 |
4.17 |
4.0% |
1.70 |
1.6% |
99% |
True |
False |
10,473 |
| 10 |
106.22 |
100.30 |
5.92 |
5.7% |
1.81 |
1.7% |
73% |
False |
False |
10,914 |
| 20 |
106.22 |
98.25 |
7.97 |
7.6% |
1.44 |
1.4% |
80% |
False |
False |
10,196 |
| 40 |
106.22 |
97.46 |
8.76 |
8.4% |
1.32 |
1.3% |
82% |
False |
False |
9,525 |
| 60 |
106.22 |
90.05 |
16.17 |
15.5% |
1.27 |
1.2% |
90% |
False |
False |
8,694 |
| 80 |
106.22 |
90.05 |
16.17 |
15.5% |
1.26 |
1.2% |
90% |
False |
False |
7,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.22 |
|
2.618 |
108.70 |
|
1.618 |
107.16 |
|
1.000 |
106.21 |
|
0.618 |
105.62 |
|
HIGH |
104.67 |
|
0.618 |
104.08 |
|
0.500 |
103.90 |
|
0.382 |
103.72 |
|
LOW |
103.13 |
|
0.618 |
102.18 |
|
1.000 |
101.59 |
|
1.618 |
100.64 |
|
2.618 |
99.10 |
|
4.250 |
96.59 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.37 |
104.19 |
| PP |
104.14 |
103.78 |
| S1 |
103.90 |
103.36 |
|