NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.61 |
108.50 |
2.89 |
2.7% |
106.78 |
| High |
108.65 |
111.34 |
2.69 |
2.5% |
106.78 |
| Low |
105.31 |
108.45 |
3.14 |
3.0% |
103.07 |
| Close |
108.30 |
109.37 |
1.07 |
1.0% |
105.72 |
| Range |
3.34 |
2.89 |
-0.45 |
-13.5% |
3.71 |
| ATR |
1.80 |
1.89 |
0.09 |
4.9% |
0.00 |
| Volume |
39,503 |
89,655 |
50,152 |
127.0% |
358,103 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.39 |
116.77 |
110.96 |
|
| R3 |
115.50 |
113.88 |
110.16 |
|
| R2 |
112.61 |
112.61 |
109.90 |
|
| R1 |
110.99 |
110.99 |
109.63 |
111.80 |
| PP |
109.72 |
109.72 |
109.72 |
110.13 |
| S1 |
108.10 |
108.10 |
109.11 |
108.91 |
| S2 |
106.83 |
106.83 |
108.84 |
|
| S3 |
103.94 |
105.21 |
108.58 |
|
| S4 |
101.05 |
102.32 |
107.78 |
|
|
| 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 |
111.34 |
103.07 |
8.27 |
7.6% |
2.33 |
2.1% |
76% |
True |
False |
69,318 |
| 10 |
111.34 |
103.07 |
8.27 |
7.6% |
1.89 |
1.7% |
76% |
True |
False |
68,253 |
| 20 |
111.34 |
100.80 |
10.54 |
9.6% |
1.86 |
1.7% |
81% |
True |
False |
59,767 |
| 40 |
111.34 |
97.44 |
13.90 |
12.7% |
1.75 |
1.6% |
86% |
True |
False |
50,690 |
| 60 |
111.34 |
91.95 |
19.39 |
17.7% |
1.71 |
1.6% |
90% |
True |
False |
42,043 |
| 80 |
111.34 |
91.22 |
20.12 |
18.4% |
1.70 |
1.6% |
90% |
True |
False |
34,654 |
| 100 |
111.34 |
85.96 |
25.38 |
23.2% |
1.74 |
1.6% |
92% |
True |
False |
29,498 |
| 120 |
111.34 |
85.96 |
25.38 |
23.2% |
1.65 |
1.5% |
92% |
True |
False |
25,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.62 |
|
2.618 |
118.91 |
|
1.618 |
116.02 |
|
1.000 |
114.23 |
|
0.618 |
113.13 |
|
HIGH |
111.34 |
|
0.618 |
110.24 |
|
0.500 |
109.90 |
|
0.382 |
109.55 |
|
LOW |
108.45 |
|
0.618 |
106.66 |
|
1.000 |
105.56 |
|
1.618 |
103.77 |
|
2.618 |
100.88 |
|
4.250 |
96.17 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
109.90 |
108.97 |
| PP |
109.72 |
108.57 |
| S1 |
109.55 |
108.18 |
|