NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
108.50 |
108.92 |
0.42 |
0.4% |
106.78 |
High |
111.34 |
109.33 |
-2.01 |
-1.8% |
106.78 |
Low |
108.45 |
107.10 |
-1.35 |
-1.2% |
103.07 |
Close |
109.37 |
108.15 |
-1.22 |
-1.1% |
105.72 |
Range |
2.89 |
2.23 |
-0.66 |
-22.8% |
3.71 |
ATR |
1.89 |
1.92 |
0.03 |
1.4% |
0.00 |
Volume |
89,655 |
81,250 |
-8,405 |
-9.4% |
358,103 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.88 |
113.75 |
109.38 |
|
R3 |
112.65 |
111.52 |
108.76 |
|
R2 |
110.42 |
110.42 |
108.56 |
|
R1 |
109.29 |
109.29 |
108.35 |
108.74 |
PP |
108.19 |
108.19 |
108.19 |
107.92 |
S1 |
107.06 |
107.06 |
107.95 |
106.51 |
S2 |
105.96 |
105.96 |
107.74 |
|
S3 |
103.73 |
104.83 |
107.54 |
|
S4 |
101.50 |
102.60 |
106.92 |
|
|
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 |
103.68 |
7.66 |
7.1% |
2.49 |
2.3% |
58% |
False |
False |
70,458 |
10 |
111.34 |
103.07 |
8.27 |
7.6% |
2.00 |
1.8% |
61% |
False |
False |
69,677 |
20 |
111.34 |
100.80 |
10.54 |
9.7% |
1.85 |
1.7% |
70% |
False |
False |
61,787 |
40 |
111.34 |
98.36 |
12.98 |
12.0% |
1.76 |
1.6% |
75% |
False |
False |
50,891 |
60 |
111.34 |
91.95 |
19.39 |
17.9% |
1.73 |
1.6% |
84% |
False |
False |
43,052 |
80 |
111.34 |
91.22 |
20.12 |
18.6% |
1.72 |
1.6% |
84% |
False |
False |
35,523 |
100 |
111.34 |
85.96 |
25.38 |
23.5% |
1.75 |
1.6% |
87% |
False |
False |
30,260 |
120 |
111.34 |
85.96 |
25.38 |
23.5% |
1.66 |
1.5% |
87% |
False |
False |
26,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.81 |
2.618 |
115.17 |
1.618 |
112.94 |
1.000 |
111.56 |
0.618 |
110.71 |
HIGH |
109.33 |
0.618 |
108.48 |
0.500 |
108.22 |
0.382 |
107.95 |
LOW |
107.10 |
0.618 |
105.72 |
1.000 |
104.87 |
1.618 |
103.49 |
2.618 |
101.26 |
4.250 |
97.62 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
108.22 |
108.33 |
PP |
108.19 |
108.27 |
S1 |
108.17 |
108.21 |
|