NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
104.45 |
106.12 |
1.67 |
1.6% |
106.78 |
| High |
106.08 |
106.58 |
0.50 |
0.5% |
106.78 |
| Low |
103.68 |
105.01 |
1.33 |
1.3% |
103.07 |
| Close |
105.72 |
105.35 |
-0.37 |
-0.3% |
105.72 |
| Range |
2.40 |
1.57 |
-0.83 |
-34.6% |
3.71 |
| ATR |
1.69 |
1.68 |
-0.01 |
-0.5% |
0.00 |
| Volume |
63,371 |
78,514 |
15,143 |
23.9% |
358,103 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.36 |
109.42 |
106.21 |
|
| R3 |
108.79 |
107.85 |
105.78 |
|
| R2 |
107.22 |
107.22 |
105.64 |
|
| R1 |
106.28 |
106.28 |
105.49 |
105.97 |
| PP |
105.65 |
105.65 |
105.65 |
105.49 |
| S1 |
104.71 |
104.71 |
105.21 |
104.40 |
| S2 |
104.08 |
104.08 |
105.06 |
|
| S3 |
102.51 |
103.14 |
104.92 |
|
| S4 |
100.94 |
101.57 |
104.49 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.32 |
114.73 |
107.76 |
|
| R3 |
112.61 |
111.02 |
106.74 |
|
| R2 |
108.90 |
108.90 |
106.40 |
|
| R1 |
107.31 |
107.31 |
106.06 |
106.25 |
| PP |
105.19 |
105.19 |
105.19 |
104.66 |
| S1 |
103.60 |
103.60 |
105.38 |
102.54 |
| S2 |
101.48 |
101.48 |
105.04 |
|
| S3 |
97.77 |
99.89 |
104.70 |
|
| S4 |
94.06 |
96.18 |
103.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.58 |
103.07 |
3.51 |
3.3% |
1.81 |
1.7% |
65% |
True |
False |
74,472 |
| 10 |
106.88 |
103.07 |
3.81 |
3.6% |
1.53 |
1.5% |
60% |
False |
False |
66,500 |
| 20 |
106.88 |
100.80 |
6.08 |
5.8% |
1.73 |
1.6% |
75% |
False |
False |
57,642 |
| 40 |
106.88 |
94.67 |
12.21 |
11.6% |
1.68 |
1.6% |
87% |
False |
False |
49,054 |
| 60 |
106.88 |
91.22 |
15.66 |
14.9% |
1.67 |
1.6% |
90% |
False |
False |
40,561 |
| 80 |
106.88 |
91.22 |
15.66 |
14.9% |
1.67 |
1.6% |
90% |
False |
False |
33,320 |
| 100 |
106.88 |
85.96 |
20.92 |
19.9% |
1.70 |
1.6% |
93% |
False |
False |
28,381 |
| 120 |
106.88 |
85.96 |
20.92 |
19.9% |
1.61 |
1.5% |
93% |
False |
False |
24,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.25 |
|
2.618 |
110.69 |
|
1.618 |
109.12 |
|
1.000 |
108.15 |
|
0.618 |
107.55 |
|
HIGH |
106.58 |
|
0.618 |
105.98 |
|
0.500 |
105.80 |
|
0.382 |
105.61 |
|
LOW |
105.01 |
|
0.618 |
104.04 |
|
1.000 |
103.44 |
|
1.618 |
102.47 |
|
2.618 |
100.90 |
|
4.250 |
98.34 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.80 |
105.18 |
| PP |
105.65 |
105.00 |
| S1 |
105.50 |
104.83 |
|