NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
103.90 |
102.79 |
-1.11 |
-1.1% |
102.48 |
| High |
104.39 |
103.25 |
-1.14 |
-1.1% |
104.67 |
| Low |
102.98 |
101.15 |
-1.83 |
-1.8% |
100.50 |
| Close |
103.62 |
101.96 |
-1.66 |
-1.6% |
104.61 |
| Range |
1.41 |
2.10 |
0.69 |
48.9% |
4.17 |
| ATR |
1.51 |
1.58 |
0.07 |
4.6% |
0.00 |
| Volume |
11,398 |
16,159 |
4,761 |
41.8% |
43,091 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.42 |
107.29 |
103.12 |
|
| R3 |
106.32 |
105.19 |
102.54 |
|
| R2 |
104.22 |
104.22 |
102.35 |
|
| R1 |
103.09 |
103.09 |
102.15 |
102.61 |
| PP |
102.12 |
102.12 |
102.12 |
101.88 |
| S1 |
100.99 |
100.99 |
101.77 |
100.51 |
| S2 |
100.02 |
100.02 |
101.58 |
|
| S3 |
97.92 |
98.89 |
101.38 |
|
| S4 |
95.82 |
96.79 |
100.81 |
|
|
| 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 |
101.15 |
3.52 |
3.5% |
1.47 |
1.4% |
23% |
False |
True |
12,274 |
| 10 |
106.22 |
100.50 |
5.72 |
5.6% |
1.90 |
1.9% |
26% |
False |
False |
11,352 |
| 20 |
106.22 |
100.00 |
6.22 |
6.1% |
1.46 |
1.4% |
32% |
False |
False |
10,523 |
| 40 |
106.22 |
97.46 |
8.76 |
8.6% |
1.36 |
1.3% |
51% |
False |
False |
9,589 |
| 60 |
106.22 |
90.05 |
16.17 |
15.9% |
1.28 |
1.3% |
74% |
False |
False |
9,060 |
| 80 |
106.22 |
90.05 |
16.17 |
15.9% |
1.28 |
1.3% |
74% |
False |
False |
7,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.18 |
|
2.618 |
108.75 |
|
1.618 |
106.65 |
|
1.000 |
105.35 |
|
0.618 |
104.55 |
|
HIGH |
103.25 |
|
0.618 |
102.45 |
|
0.500 |
102.20 |
|
0.382 |
101.95 |
|
LOW |
101.15 |
|
0.618 |
99.85 |
|
1.000 |
99.05 |
|
1.618 |
97.75 |
|
2.618 |
95.65 |
|
4.250 |
92.23 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.20 |
102.91 |
| PP |
102.12 |
102.59 |
| S1 |
102.04 |
102.28 |
|