NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
104.95 |
104.34 |
-0.61 |
-0.6% |
105.59 |
| High |
105.32 |
107.21 |
1.89 |
1.8% |
105.59 |
| Low |
103.87 |
104.10 |
0.23 |
0.2% |
102.13 |
| Close |
104.16 |
106.90 |
2.74 |
2.6% |
104.53 |
| Range |
1.45 |
3.11 |
1.66 |
114.5% |
3.46 |
| ATR |
1.58 |
1.69 |
0.11 |
6.9% |
0.00 |
| Volume |
74,169 |
36,589 |
-37,580 |
-50.7% |
399,752 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.40 |
114.26 |
108.61 |
|
| R3 |
112.29 |
111.15 |
107.76 |
|
| R2 |
109.18 |
109.18 |
107.47 |
|
| R1 |
108.04 |
108.04 |
107.19 |
108.61 |
| PP |
106.07 |
106.07 |
106.07 |
106.36 |
| S1 |
104.93 |
104.93 |
106.61 |
105.50 |
| S2 |
102.96 |
102.96 |
106.33 |
|
| S3 |
99.85 |
101.82 |
106.04 |
|
| S4 |
96.74 |
98.71 |
105.19 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.46 |
112.96 |
106.43 |
|
| R3 |
111.00 |
109.50 |
105.48 |
|
| R2 |
107.54 |
107.54 |
105.16 |
|
| R1 |
106.04 |
106.04 |
104.85 |
105.06 |
| PP |
104.08 |
104.08 |
104.08 |
103.60 |
| S1 |
102.58 |
102.58 |
104.21 |
101.60 |
| S2 |
100.62 |
100.62 |
103.90 |
|
| S3 |
97.16 |
99.12 |
103.58 |
|
| S4 |
93.70 |
95.66 |
102.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.21 |
102.13 |
5.08 |
4.8% |
1.94 |
1.8% |
94% |
True |
False |
76,981 |
| 10 |
107.21 |
102.13 |
5.08 |
4.8% |
1.60 |
1.5% |
94% |
True |
False |
70,141 |
| 20 |
107.21 |
99.65 |
7.56 |
7.1% |
1.70 |
1.6% |
96% |
True |
False |
67,212 |
| 40 |
107.21 |
95.20 |
12.01 |
11.2% |
1.61 |
1.5% |
97% |
True |
False |
76,453 |
| 60 |
107.21 |
91.05 |
16.16 |
15.1% |
1.66 |
1.6% |
98% |
True |
False |
74,955 |
| 80 |
107.21 |
90.69 |
16.52 |
15.5% |
1.69 |
1.6% |
98% |
True |
False |
70,156 |
| 100 |
107.21 |
85.52 |
21.69 |
20.3% |
1.77 |
1.7% |
99% |
True |
False |
67,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.43 |
|
2.618 |
115.35 |
|
1.618 |
112.24 |
|
1.000 |
110.32 |
|
0.618 |
109.13 |
|
HIGH |
107.21 |
|
0.618 |
106.02 |
|
0.500 |
105.66 |
|
0.382 |
105.29 |
|
LOW |
104.10 |
|
0.618 |
102.18 |
|
1.000 |
100.99 |
|
1.618 |
99.07 |
|
2.618 |
95.96 |
|
4.250 |
90.88 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.49 |
106.25 |
| PP |
106.07 |
105.60 |
| S1 |
105.66 |
104.95 |
|